ROBO.L vs. RTWO.L
ROBO.L (L&G ROBO Global Robotics and Automation UCITS ETF) and RTWO.L (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) are both exchange-traded funds - ROBO.L is a Technology Equities fund tracking the L&G ROBO Global Robotics and Automation UCITS ETF, while RTWO.L is a Small Cap Blend Equities fund tracking the Russell 2000 0.4 Quality Target Exposure Factor Index. Both are passively managed. Over the past 10 years, ROBO.L returned 12.58%/yr vs 11.21%/yr for RTWO.L. A 0.79 correlation means they provide meaningful diversification when combined. ROBO.L charges 0.80%/yr vs 0.30%/yr for RTWO.L.
Performance
ROBO.L vs. RTWO.L - Performance Comparison
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Returns By Period
In the year-to-date period, ROBO.L achieves a 15.43% return, which is significantly lower than RTWO.L's 20.10% return. Over the past 10 years, ROBO.L has outperformed RTWO.L with an annualized return of 12.58%, while RTWO.L has yielded a comparatively lower 11.21% annualized return.
ROBO.L
- 1D
- -0.77%
- 1M
- -5.90%
- 6M
- 9.24%
- YTD
- 15.43%
- 1Y
- 33.11%
- 3Y*
- 11.17%
- 5Y*
- 4.93%
- 10Y*
- 12.58%
RTWO.L
- 1D
- 0.57%
- 1M
- 1.17%
- 6M
- 14.38%
- YTD
- 20.10%
- 1Y
- 33.31%
- 3Y*
- 16.35%
- 5Y*
- 8.50%
- 10Y*
- 11.21%
ROBO.L vs. RTWO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROBO.L L&G ROBO Global Robotics and Automation UCITS ETF | 15.43% | 23.22% | -1.60% | 25.20% | -33.80% | 15.65% | 45.75% | 29.35% | -21.17% | 46.40% |
RTWO.L L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc | 20.10% | 11.33% | 9.23% | 20.05% | -18.68% | 19.21% | 19.82% | 24.50% | -12.20% | 13.96% |
Correlation
The correlation between ROBO.L and RTWO.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2014 | 0.79 |
The correlation between ROBO.L and RTWO.L has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
ROBO.L vs. RTWO.L — Risk / Return Rank
ROBO.L
RTWO.L
ROBO.L vs. RTWO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G ROBO Global Robotics and Automation UCITS ETF (ROBO.L) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L). 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.
| ROBO.L | RTWO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.65 | -1.59 |
| Martin ratioReturn relative to average drawdown | 6.79 | 12.05 | -5.26 |
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Drawdowns
ROBO.L vs. RTWO.L - Drawdown Comparison
The maximum ROBO.L drawdown since its inception was -42.74%, smaller than the maximum RTWO.L drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ROBO.L and RTWO.L.
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Drawdown Indicators
| ROBO.L | RTWO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -53.86% | +11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -9.08% | -7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -28.70% | -26.96% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -42.74% | -29.71% | -13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -42.74% | -42.01% | -0.73% |
Current DrawdownCurrent decline from peak | -11.09% | -1.25% | -9.84% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -9.95% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.76% | +2.18% |
Volatility
ROBO.L vs. RTWO.L - Volatility Comparison
L&G ROBO Global Robotics and Automation UCITS ETF (ROBO.L) has a higher volatility of 9.56% compared to L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) at 4.39%. This indicates that ROBO.L's price experiences larger fluctuations and is considered to be riskier than RTWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROBO.L | RTWO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 4.39% | +5.17% |
Volatility (6M)Calculated over the trailing 6-month period | 22.02% | 12.94% | +9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.19% | 17.25% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 21.05% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 21.37% | +1.06% |
ROBO.L vs. RTWO.L - Expense Ratio Comparison
ROBO.L has a 0.80% expense ratio, which is higher than RTWO.L's 0.30% expense ratio.
Dividends
ROBO.L vs. RTWO.L - Dividend Comparison
Neither ROBO.L nor RTWO.L has paid dividends to shareholders.
Frequently Asked Questions
ROBO.L and RTWO.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RTWO.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RTWO.L is cheaper with a 0.30% expense ratio, compared with 0.80% for ROBO.L.
ROBO.L is categorized as Technology Equities, while RTWO.L is Small Cap Blend Equities. ROBO.L tracks L&G ROBO Global Robotics and Automation UCITS ETF, while RTWO.L tracks Russell 2000 0.4 Quality Target Exposure Factor Index. Their fees differ too: 0.80% for ROBO.L and 0.30% for RTWO.L.
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