RS2G.L vs. RTWO.L
Compare and contrast key facts about Amundi Russell 2000 UCITS ETF USD (RS2G.L) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L).
RS2G.L and RTWO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RS2G.L is a passively managed fund by Amundi that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 22, 2018. RTWO.L is a passively managed fund by L&G that tracks the performance of the Russell 2000 0.4 Quality Target Exposure Factor Index. It was launched on Sep 11, 2008. Both RS2G.L and RTWO.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RS2G.L vs. RTWO.L - Performance Comparison
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RS2G.L vs. RTWO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RS2G.L Amundi Russell 2000 UCITS ETF USD | 2.79% | 4.55% | 11.87% | 12.47% | -11.37% | 15.31% | 15.83% | 21.59% | -7.91% | 4.60% |
RTWO.L L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc | 3.79% | 3.40% | 11.13% | 14.05% | -9.01% | 20.34% | 16.30% | 19.76% | -7.62% | 4.81% |
Different Trading Currencies
RS2G.L is traded in GBp, while RTWO.L is traded in USD. To make them comparable, the RTWO.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RS2G.L achieves a 2.79% return, which is significantly lower than RTWO.L's 3.79% return. Over the past 10 years, RS2G.L has underperformed RTWO.L with an annualized return of 10.35%, while RTWO.L has yielded a comparatively higher 11.13% annualized return.
RS2G.L
- 1D
- 2.54%
- 1M
- -3.08%
- YTD
- 2.79%
- 6M
- 5.72%
- 1Y
- 22.80%
- 3Y*
- 10.47%
- 5Y*
- 4.28%
- 10Y*
- 10.35%
RTWO.L
- 1D
- 2.86%
- 1M
- -2.23%
- YTD
- 3.79%
- 6M
- 6.33%
- 1Y
- 20.00%
- 3Y*
- 10.13%
- 5Y*
- 5.77%
- 10Y*
- 11.13%
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RS2G.L vs. RTWO.L - Expense Ratio Comparison
RS2G.L has a 0.35% expense ratio, which is higher than RTWO.L's 0.30% expense ratio.
Return for Risk
RS2G.L vs. RTWO.L — Risk / Return Rank
RS2G.L
RTWO.L
RS2G.L vs. RTWO.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 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.
| RS2G.L | RTWO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.02 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.47 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.70 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.40 | 7.77 | -0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RS2G.L | RTWO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.02 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.29 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.60 | -0.06 |
Correlation
The correlation between RS2G.L and RTWO.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RS2G.L vs. RTWO.L - Dividend Comparison
Neither RS2G.L nor RTWO.L has paid dividends to shareholders.
Drawdowns
RS2G.L vs. RTWO.L - Drawdown Comparison
The maximum RS2G.L drawdown since its inception was -35.05%, roughly equal to the maximum RTWO.L drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for RS2G.L and RTWO.L.
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Drawdown Indicators
| RS2G.L | RTWO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.05% | -42.35% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -13.19% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.04% | -29.71% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | -42.35% | +7.30% |
Current DrawdownCurrent decline from peak | -5.83% | -5.89% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -7.96% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.87% | +0.20% |
Volatility
RS2G.L vs. RTWO.L - Volatility Comparison
The current volatility for Amundi Russell 2000 UCITS ETF USD (RS2G.L) is 6.01%, while L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) has a volatility of 6.67%. This indicates that RS2G.L experiences smaller price fluctuations and is considered to be less risky 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
| RS2G.L | RTWO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 6.67% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 12.48% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 19.48% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 20.16% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.91% | 21.09% | -0.18% |