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

RS2G.L vs. WLDS.L

Last updated Jun 5, 2026

RS2G.L (Amundi Russell 2000 UCITS ETF USD) and WLDS.L (iShares MSCI World Small Cap UCITS ETF) are both Small Cap Blend Equities funds - RS2G.L tracks the Russell 2000 TR USD while WLDS.L tracks the MSCI World Small Cap Inde. Both are passively managed. Over the past 5 years, RS2G.L returned 7.25%/yr vs 8.23%/yr for WLDS.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

RS2G.L vs. WLDS.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 MSCI World Small Cap UCITS ETF (WLDS.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 WLDS.L is traded in GBP. To make them comparable, the WLDS.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 18.06% return, which is significantly higher than WLDS.L's 14.58% return.

RS2G.L

1D
1.24%
1M
3.33%
YTD
18.06%
6M
15.65%
1Y
42.03%
3Y*
15.57%
5Y*
7.25%
10Y*
11.51%

WLDS.L

1D
0.69%
1M
4.25%
YTD
14.58%
6M
14.95%
1Y
33.75%
3Y*
15.03%
5Y*
8.23%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
RS2G.L
Amundi Russell 2000 UCITS ETF USD		18.06%4.55%11.87%12.47%-11.37%15.31%15.83%21.59%-3.02%
WLDS.L
iShares MSCI World Small Cap UCITS ETF		14.58%11.86%8.58%11.22%-8.89%16.71%12.54%20.41%-4.07%

Correlation

The correlation between RS2G.L and WLDS.L is 0.93, 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

0.93

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.93

The correlation between RS2G.L and WLDS.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

RS2G.L vs. WLDS.L - Sectors Allocation Comparison

Sectors
RS2G.L
WLDS.L

Industrials

17.7%
20.5%

Technology

17.0%
15.2%

Healthcare

16.5%
9.5%

Financial Services

15.8%
13.3%

Consumer Cyclical

8.4%
10.6%

Real Estate

6.1%
8.0%

Energy

6.1%
5.0%

Basic Materials

4.8%
8.2%

Utilities

2.9%
2.8%

Communication Services

2.4%
3.0%

Consumer Defensive

2.4%
3.9%

Industrials

RS2G.L
17.7%
WLDS.L
20.5%

Technology

RS2G.L
17.0%
WLDS.L
15.2%

Healthcare

RS2G.L
16.5%
WLDS.L
9.5%

Financial Services

RS2G.L
15.8%
WLDS.L
13.3%

Consumer Cyclical

RS2G.L
8.4%
WLDS.L
10.6%

Real Estate

RS2G.L
6.1%
WLDS.L
8.0%

Energy

RS2G.L
6.1%
WLDS.L
5.0%

Basic Materials

RS2G.L
4.8%
WLDS.L
8.2%

Utilities

RS2G.L
2.9%
WLDS.L
2.8%

Communication Services

RS2G.L
2.4%
WLDS.L
3.0%

Consumer Defensive

RS2G.L
2.4%
WLDS.L
3.9%

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Amundi Russell 2000 UCITS ETF USD

iShares MSCI World Small Cap UCITS ETF

Often compared with RS2G.L:
RS2G.L vs. AVUVRS2G.L vs. SPYRS2G.L vs. VHYG.LRS2G.L vs. USSC.LRS2G.L vs. RTWO.LRS2G.L vs. 500G.LRS2G.L vs. CUS1.L
Often compared with WLDS.L:
WLDS.L vs. WOSC.LWLDS.L vs. AVSG.LWLDS.L vs. URTHWLDS.L vs. EQGB.LWLDS.L vs. EXUS.LWLDS.L vs. VUAA.LWLDS.L vs. XRSG.L

Return for Risk

RS2G.L vs. WLDS.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: 7777
Overall Rank
RS2G.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RS2G.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
RS2G.L Omega Ratio Rank: 7070
Omega Ratio Rank
RS2G.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
RS2G.L Martin Ratio Rank: 7676
Martin Ratio Rank
WLDS.L
WLDS.L Risk / Return Rank: 8383
Overall Rank
WLDS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8080
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8282
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. WLDS.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 MSCI World Small Cap UCITS ETF (WLDS.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.LWLDS.LDifference
Sharpe ratioReturn per unit of total volatility
2.50
2.67

-0.18

Sortino ratioReturn per unit of downside risk
3.37
3.75

-0.37

Omega ratioGain probability vs. loss probability

1.41

1.48

-0.06

Calmar ratioReturn relative to maximum drawdown

4.84

4.32

+0.53

Martin ratioReturn relative to average drawdown

14.20

16.35

-2.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current RS2G.L Sharpe Ratio is 2.50, which is comparable to the WLDS.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of RS2G.L and WLDS.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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Sharpe Ratios by Period

RS2G.LWLDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.67

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.53

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.56

+0.04

Drawdowns

RS2G.L vs. WLDS.L - Drawdown Comparison

The maximum RS2G.L drawdown since its inception was -35.05%, which is greater than WLDS.L's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for RS2G.L and WLDS.L.

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Drawdown Indicators

RS2G.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.05%

-33.26%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-7.78%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-30.04%

-21.55%

-8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-21.55%

-8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.55%

-6.36%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.06%

+0.91%

Volatility

RS2G.L vs. WLDS.L - Volatility Comparison

Amundi Russell 2000 UCITS ETF USD (RS2G.L) has a higher volatility of 5.30% compared to iShares MSCI World Small Cap UCITS ETF (WLDS.L) at 3.41%. This indicates that RS2G.L's price experiences larger fluctuations and is considered to be riskier than WLDS.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.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

3.41%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

9.29%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

12.58%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

15.53%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

17.29%

+3.64%

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

Both RS2G.L and WLDS.L have an expense ratio of 0.35%.

Dividends

RS2G.L vs. WLDS.L - Dividend Comparison

Neither RS2G.L nor WLDS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.93, RS2G.L and WLDS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RS2G.L and WLDS.L have the same expense ratio: 0.35% per year.

RS2G.L tracks Russell 2000 TR USD, while WLDS.L tracks MSCI World Small Cap Inde. They also come from different issuers: Amundi and iShares.

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