RS2G.L vs. VHYG.L
Compare and contrast key facts about Amundi Russell 2000 UCITS ETF USD (RS2G.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).
RS2G.L and VHYG.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. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019. Both RS2G.L and VHYG.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. VHYG.L - Performance Comparison
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RS2G.L vs. VHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RS2G.L Amundi Russell 2000 UCITS ETF USD | 2.79% | 4.55% | 11.87% | 12.47% | -11.37% | 15.31% | 15.83% | 2.13% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 6.29% | 18.36% | 10.99% | 5.01% | 6.20% | 19.28% | -3.61% | -18.20% |
Different Trading Currencies
RS2G.L is traded in GBp, while VHYG.L is traded in GBP. To make them comparable, the VHYG.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 VHYG.L's 6.29% 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%
VHYG.L
- 1D
- 1.13%
- 1M
- -3.17%
- YTD
- 6.29%
- 6M
- 11.61%
- 1Y
- 21.36%
- 3Y*
- 14.12%
- 5Y*
- 11.49%
- 10Y*
- —
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RS2G.L vs. VHYG.L - Expense Ratio Comparison
RS2G.L has a 0.35% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Return for Risk
RS2G.L vs. VHYG.L — Risk / Return Rank
RS2G.L
VHYG.L
RS2G.L vs. VHYG.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.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 | VHYG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.78 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.24 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.95 | -0.34 |
Martin ratioReturn relative to average drawdown | 7.40 | 11.13 | -3.74 |
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 | VHYG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.78 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.03 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.37 | +0.16 |
Correlation
The correlation between RS2G.L and VHYG.L is 0.70, 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. VHYG.L - Dividend Comparison
Neither RS2G.L nor VHYG.L has paid dividends to shareholders.
Drawdowns
RS2G.L vs. VHYG.L - Drawdown Comparison
The maximum RS2G.L drawdown since its inception was -35.05%, smaller than the maximum VHYG.L drawdown of -39.81%. Use the drawdown chart below to compare losses from any high point for RS2G.L and VHYG.L.
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Drawdown Indicators
| RS2G.L | VHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.05% | -39.80% | +4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -10.20% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -30.04% | -12.76% | -17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | — | — |
Current DrawdownCurrent decline from peak | -5.83% | -3.92% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -8.39% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.96% | +1.11% |
Volatility
RS2G.L vs. VHYG.L - Volatility Comparison
Amundi Russell 2000 UCITS ETF USD (RS2G.L) has a higher volatility of 6.01% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) at 4.23%. This indicates that RS2G.L's price experiences larger fluctuations and is considered to be riskier than VHYG.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 | VHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 4.23% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 7.51% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 11.97% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 11.17% | +9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.91% | 16.06% | +4.85% |