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RS2K.DE vs. USSC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RS2K.DE vs. USSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L). The values are adjusted to include any dividend payments, if applicable.

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RS2K.DE vs. USSC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
2.09%1.29%15.87%14.96%-16.48%24.69%8.27%29.13%-8.90%0.74%
USSC.L
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
6.19%1.12%15.48%19.48%-4.57%45.33%-0.20%25.97%-11.33%-3.71%
Different Trading Currencies

RS2K.DE is traded in EUR, while USSC.L is traded in USD. To make them comparable, the USSC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RS2K.DE achieves a 2.09% return, which is significantly lower than USSC.L's 6.19% return. Over the past 10 years, RS2K.DE has underperformed USSC.L with an annualized return of 9.43%, while USSC.L has yielded a comparatively higher 11.41% annualized return.


RS2K.DE

1D
2.66%
1M
-2.09%
YTD
2.09%
6M
5.18%
1Y
17.88%
3Y*
11.07%
5Y*
3.75%
10Y*
9.43%

USSC.L

1D
0.24%
1M
-0.70%
YTD
6.19%
6M
10.30%
1Y
19.02%
3Y*
14.18%
5Y*
9.75%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RS2K.DE vs. USSC.L - Expense Ratio Comparison

RS2K.DE has a 0.35% expense ratio, which is higher than USSC.L's 0.30% expense ratio.


Return for Risk

RS2K.DE vs. USSC.L — 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: 5555
Overall Rank
RS2K.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RS2K.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
RS2K.DE Omega Ratio Rank: 3737
Omega Ratio Rank
RS2K.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
RS2K.DE Martin Ratio Rank: 7272
Martin Ratio Rank

USSC.L
USSC.L Risk / Return Rank: 7878
Overall Rank
USSC.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USSC.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
USSC.L Omega Ratio Rank: 6464
Omega Ratio Rank
USSC.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
USSC.L Martin Ratio Rank: 9191
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. USSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.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.


RS2K.DEUSSC.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.88

-0.07

Sortino ratio

Return per unit of downside risk

1.19

1.26

-0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

3.14

4.64

-1.50

Martin ratio

Return relative to average drawdown

8.89

12.45

-3.56

RS2K.DE vs. USSC.L - Sharpe Ratio Comparison

The current RS2K.DE Sharpe Ratio is 0.80, which is comparable to the USSC.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RS2K.DE and USSC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RS2K.DEUSSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.88

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.45

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.50

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.41

+0.05

Correlation

The correlation between RS2K.DE and USSC.L is 0.88, 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

RS2K.DE vs. USSC.L - Dividend Comparison

Neither RS2K.DE nor USSC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RS2K.DE vs. USSC.L - Drawdown Comparison

The maximum RS2K.DE drawdown since its inception was -41.14%, smaller than the maximum USSC.L drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and USSC.L.


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Drawdown Indicators


RS2K.DEUSSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-48.99%

+7.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-10.01%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

-27.47%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-48.99%

+7.85%

Current Drawdown

Current decline from peak

-5.85%

-5.02%

-0.83%

Average Drawdown

Average peak-to-trough decline

-9.45%

-7.79%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.54%

+0.47%

Volatility

RS2K.DE vs. USSC.L - Volatility Comparison

Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) has a higher volatility of 5.80% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) at 5.24%. This indicates that RS2K.DE's price experiences larger fluctuations and is considered to be riskier than USSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RS2K.DEUSSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.24%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

11.48%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

21.58%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

21.44%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

22.92%

-1.31%