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RINT vs. RUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. RUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and U.S. Small Cap Equity Active ETF (RUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RINT achieves a 9.99% return, which is significantly lower than RUSC's 23.06% return.


RINT

1D
0.05%
1M
2.13%
YTD
9.99%
6M
10.44%
1Y
25.36%
3Y*
5Y*
10Y*

RUSC

1D
0.58%
1M
5.41%
YTD
23.06%
6M
20.35%
1Y
43.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. RUSC - Yearly Performance Comparison


Correlation

The correlation between RINT and RUSC is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.72

The correlation between RINT and RUSC has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.

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Return for Risk

RINT vs. RUSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RINT
RINT Risk / Return Rank: 4949
Overall Rank
RINT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 5050
Sortino Ratio Rank
RINT Omega Ratio Rank: 5050
Omega Ratio Rank
RINT Calmar Ratio Rank: 4545
Calmar Ratio Rank
RINT Martin Ratio Rank: 4949
Martin Ratio Rank

RUSC
RUSC Risk / Return Rank: 7979
Overall Rank
RUSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RUSC Sortino Ratio Rank: 7777
Sortino Ratio Rank
RUSC Omega Ratio Rank: 7171
Omega Ratio Rank
RUSC Calmar Ratio Rank: 8787
Calmar Ratio Rank
RUSC Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RINT vs. RUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and U.S. Small Cap Equity Active ETF (RUSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RINTRUSCDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.14

4.80

-2.66

Martin ratioReturn relative to average drawdown

8.04

17.10

-9.06

RINT vs. RUSC - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.68, which is comparable to the RUSC Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of RINT and RUSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RINT vs. RUSC - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, which is greater than RUSC's maximum drawdown of -9.18%. Use the drawdown chart below to compare losses from any high point for RINT and RUSC.


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Drawdown Indicators


RINTRUSCDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-9.18%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.18%

-2.73%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.78%

-1.71%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.57%

+0.59%

Volatility

RINT vs. RUSC - Volatility Comparison

The current volatility for Russell Investments International Developed Equity ETF (RINT) is 4.54%, while U.S. Small Cap Equity Active ETF (RUSC) has a volatility of 5.84%. This indicates that RINT experiences smaller price fluctuations and is considered to be less risky than RUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINTRUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.84%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

13.63%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

18.60%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

18.34%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

18.34%

-3.48%

RINT vs. RUSC - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is lower than RUSC's 0.64% expense ratio.


Dividends

RINT vs. RUSC - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.81%, more than RUSC's 0.31% yield.


Frequently Asked Questions


RINT and RUSC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RUSC has higher volatility (5.84%) compared to RINT (4.54%). In terms of maximum drawdown, RINT dropped -11.91% vs RUSC's -9.18%.

On 1-year performance, RUSC leads with 43.83% vs 25.36% for RINT. On fees, RINT is cheaper at 0.49% per year. On volatility, RINT has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RUSC has performed better with a 43.83% return vs 25.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINT is cheaper with a 0.49% expense ratio, compared with 0.64% for RUSC.

RINT has the higher dividend yield at 0.81%, compared with 0.31% for RUSC.

RINT is categorized as Foreign Large Cap Equities, while RUSC is Small Cap Blend Equities. Their fees differ too: 0.49% for RINT and 0.64% for RUSC.

RUSC currently has the higher Sharpe Ratio (2.37 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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