PortfoliosLab logoPortfoliosLab logo
RS2K.DE vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RS2K.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RS2K.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
2.04%1.29%15.87%14.96%-16.48%24.69%8.27%29.13%-8.90%0.74%
VOO
Vanguard S&P 500 ETF
-1.80%3.84%33.23%22.54%-13.10%38.43%8.57%34.33%-0.02%6.81%
Different Trading Currencies

RS2K.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO 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 2.04% return, which is significantly higher than VOO's -2.17% return. Over the past 10 years, RS2K.DE has underperformed VOO with an annualized return of 9.42%, while VOO has yielded a comparatively higher 14.00% annualized return.


RS2K.DE

1D
2.62%
1M
-2.14%
YTD
2.04%
6M
5.14%
1Y
17.82%
3Y*
10.78%
5Y*
3.74%
10Y*
9.42%

VOO

1D
0.00%
1M
-3.07%
YTD
-2.17%
6M
-0.22%
1Y
9.95%
3Y*
16.10%
5Y*
12.33%
10Y*
14.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RS2K.DE vs. VOO - Expense Ratio Comparison

RS2K.DE has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

RS2K.DE vs. VOO — 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: 4747
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: 6868
Calmar Ratio Rank
RS2K.DE Martin Ratio Rank: 5353
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5454
Overall Rank
VOO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5353
Sortino Ratio Rank
VOO Omega Ratio Rank: 5656
Omega Ratio Rank
VOO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VOO Martin Ratio Rank: 6262
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) and Vanguard S&P 500 ETF (VOO). 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.DEVOODifference

Sharpe ratio

Return per unit of total volatility

0.80

0.49

+0.31

Sortino ratio

Return per unit of downside risk

1.18

0.80

+0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

1.90

0.71

+1.19

Martin ratio

Return relative to average drawdown

5.64

3.01

+2.63

RS2K.DE vs. VOO - Sharpe Ratio Comparison

The current RS2K.DE Sharpe Ratio is 0.80, which is higher than the VOO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of RS2K.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RS2K.DEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.49

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.74

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.76

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.85

-0.39

Correlation

The correlation between RS2K.DE and VOO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RS2K.DE vs. VOO - Dividend Comparison

RS2K.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

RS2K.DE vs. VOO - Drawdown Comparison

The maximum RS2K.DE drawdown since its inception was -41.14%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for RS2K.DE and VOO.


Loading graphics...

Drawdown Indicators


RS2K.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-33.99%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

-8.90%

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

-24.52%

-7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-33.99%

-7.15%

Current Drawdown

Current decline from peak

-5.89%

-5.44%

-0.45%

Average Drawdown

Average peak-to-trough decline

-9.45%

-3.72%

-5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.57%

+0.59%

Volatility

RS2K.DE vs. VOO - Volatility Comparison

Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) has a higher volatility of 5.92% compared to Vanguard S&P 500 ETF (VOO) at 4.36%. This indicates that RS2K.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RS2K.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

4.36%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

9.85%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

20.48%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

16.70%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

18.56%

+3.06%