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RS2G.L vs. IDP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RS2G.L vs. IDP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Russell 2000 UCITS ETF USD (RS2G.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RS2G.L is traded in GBp, while IDP6.L is traded in USD. To make them comparable, the IDP6.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with RS2G.L having a 19.53% return and IDP6.L slightly higher at 19.67%. Over the past 10 years, RS2G.L has underperformed IDP6.L with an annualized return of 7.27%, while IDP6.L has yielded a comparatively higher 9.98% annualized return.


RS2G.L

1D
-0.29%
1M
-0.17%
6M
13.00%
YTD
19.53%
1Y
33.81%
3Y*
15.64%
5Y*
7.80%
10Y*
7.27%

IDP6.L

1D
0.00%
1M
0.95%
6M
14.54%
YTD
19.67%
1Y
29.84%
3Y*
12.57%
5Y*
7.67%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS2G.L vs. IDP6.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2G.L
Amundi Russell 2000 UCITS ETF USD
19.53%4.55%11.87%12.47%-11.37%15.31%15.83%21.59%-31.04%14.35%
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.67%-1.29%8.98%11.50%-6.83%27.55%7.33%16.71%-4.42%3.36%

Correlation

The correlation between RS2G.L and IDP6.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2014

0.77

The correlation between RS2G.L and IDP6.L shifts across timeframes, from 0.77 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RS2G.L vs. IDP6.L — Risk / Return Rank

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

RS2G.L
RS2G.L Risk / Return Rank: 7676
Overall Rank
RS2G.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RS2G.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
RS2G.L Omega Ratio Rank: 6767
Omega Ratio Rank
RS2G.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
RS2G.L Martin Ratio Rank: 7575
Martin Ratio Rank

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
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.

RS2G.L vs. IDP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF USD (RS2G.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.


RS2G.LIDP6.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.32

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

3.87

4.54

-0.66

Martin ratioReturn relative to average drawdown

11.19

14.12

-2.93

RS2G.L vs. IDP6.L - Sharpe Ratio Comparison

The current RS2G.L Sharpe Ratio is 1.95, which is comparable to the IDP6.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of RS2G.L and IDP6.L, 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

RS2G.L vs. IDP6.L - Drawdown Comparison

The maximum RS2G.L drawdown since its inception was -45.11%, which is greater than IDP6.L's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for RS2G.L and IDP6.L.


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Drawdown Indicators


RS2G.LIDP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.11%

-39.21%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-7.19%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-30.04%

-30.39%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-30.39%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-45.11%

-39.21%

-5.90%

Current Drawdown

Current decline from peak

-3.67%

-3.72%

+0.05%

Average Drawdown

Average peak-to-trough decline

-11.48%

-8.04%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.31%

+0.70%

Volatility

RS2G.L vs. IDP6.L - Volatility Comparison

Amundi Russell 2000 UCITS ETF USD (RS2G.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) have volatilities of 4.85% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RS2G.LIDP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.64%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

12.17%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

16.63%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

20.19%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

21.25%

+3.07%

RS2G.L vs. IDP6.L - Expense Ratio Comparison

RS2G.L has a 0.35% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.


Dividends

RS2G.L vs. IDP6.L - Dividend Comparison

RS2G.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%
RS2G.L
Amundi Russell 2000 UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RS2G.L and IDP6.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RS2G.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RS2G.L is cheaper with a 0.35% expense ratio, compared with 0.40% for IDP6.L.

RS2G.L tracks Russell 2000 TR USD, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.35% for RS2G.L and 0.40% for IDP6.L.

Portfolio Optimizer

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