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RS2K.DE vs. IUS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RS2K.DE vs. IUS3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RS2K.DE achieves a 22.29% return, which is significantly lower than IUS3.DE's 23.46% return. Both investments have delivered pretty close results over the past 10 years, with RS2K.DE having a 10.21% annualized return and IUS3.DE not far behind at 9.96%.


RS2K.DE

1D
0.35%
1M
2.60%
6M
13.21%
YTD
22.29%
1Y
40.80%
3Y*
15.69%
5Y*
8.10%
10Y*
10.21%

IUS3.DE

1D
0.83%
1M
4.36%
6M
16.21%
YTD
23.46%
1Y
38.13%
3Y*
13.45%
5Y*
8.16%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS2K.DE vs. IUS3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
22.29%1.29%15.87%14.96%-16.48%24.69%8.27%29.13%-8.90%0.74%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
23.46%-4.35%12.84%13.50%-12.46%38.71%0.11%25.84%-6.51%-0.88%

Correlation

The correlation between RS2K.DE and IUS3.DE is 0.91, 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

0.91

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

0.95

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

0.96

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

0.96

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

0.96

The correlation between RS2K.DE and IUS3.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

RS2K.DE vs. IUS3.DE — Risk / Return Rank

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

RS2K.DE
RS2K.DE Risk / Return Rank: 8686
Overall Rank
RS2K.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RS2K.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
RS2K.DE Omega Ratio Rank: 8080
Omega Ratio Rank
RS2K.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
RS2K.DE Martin Ratio Rank: 8686
Martin Ratio Rank

IUS3.DE
IUS3.DE Risk / Return Rank: 9090
Overall Rank
IUS3.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IUS3.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
IUS3.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IUS3.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IUS3.DE Martin Ratio Rank: 9292
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.

RS2K.DE vs. IUS3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE). 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.


RS2K.DEIUS3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

4.78

6.04

-1.27

Martin ratioReturn relative to average drawdown

14.05

17.84

-3.79

RS2K.DE vs. IUS3.DE - Sharpe Ratio Comparison

The current RS2K.DE Sharpe Ratio is 2.26, which is comparable to the IUS3.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of RS2K.DE and IUS3.DE, 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

RS2K.DE vs. IUS3.DE - Drawdown Comparison

The maximum RS2K.DE drawdown since its inception was -41.14%, smaller than the maximum IUS3.DE drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and IUS3.DE.


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Drawdown Indicators


RS2K.DEIUS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-57.43%

+16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-6.28%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-32.89%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

-32.89%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-41.55%

+0.41%

Current Drawdown

Current decline from peak

-2.22%

-1.52%

-0.70%

Average Drawdown

Average peak-to-trough decline

-9.09%

-12.68%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.13%

+0.76%

Volatility

RS2K.DE vs. IUS3.DE - Volatility Comparison

Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) have volatilities of 4.34% and 4.48%, 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


RS2K.DEIUS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.48%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

10.98%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

16.55%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

20.07%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

21.39%

+0.20%

RS2K.DE vs. IUS3.DE - Expense Ratio Comparison

RS2K.DE has a 0.35% expense ratio, which is lower than IUS3.DE's 0.40% expense ratio.


Dividends

RS2K.DE vs. IUS3.DE - Dividend Comparison

RS2K.DE has not paid dividends to shareholders, while IUS3.DE's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
1.00%1.24%1.13%1.08%1.05%0.62%0.96%0.92%0.98%0.79%0.84%0.54%
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
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


With a correlation of 0.91, RS2K.DE and IUS3.DE 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.

On fees, RS2K.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RS2K.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for IUS3.DE.

RS2K.DE tracks Russell 2000®, while IUS3.DE tracks S&P SmallCap 600 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.35% for RS2K.DE and 0.40% for IUS3.DE.

Portfolio Optimizer

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