RSSL vs. VTWO

Last updated Jun 24, 2026

RSSL (Global X Russell 2000 ETF) and VTWO (Vanguard Russell 2000 ETF) are both Small Cap Blend Equities funds - RSSL tracks the Russell 2000 RIC Capped Index while VTWO tracks the Russell 2000 Index. Both are passively managed. Over the past year, RSSL returned 41.18% vs 41.24% for VTWO. With a 0.99 correlation, they move nearly in lockstep. RSSL charges 0.08%/yr vs 0.06%/yr for VTWO.

Performance

RSSL vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with RSSL having a 20.32% return and VTWO slightly higher at 20.53%.

RSSL

• 1D: -0.99%
• 1M: 3.83%
• YTD: 20.32%
• 6M: 17.70%
• 1Y: 41.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTWO

• 1D: -0.94%
• 1M: 3.85%
• YTD: 20.53%
• 6M: 17.73%
• 1Y: 41.24%
• 3Y*: 19.49%
• 5Y*: 6.45%
• 10Y*: 11.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. VTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSL Global X Russell 2000 ETF	20.32%	12.87%	10.21%
VTWO Vanguard Russell 2000 ETF	20.53%	12.90%	10.56%

Correlation

The correlation between RSSL and VTWO is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024	0.99

The correlation between RSSL and VTWO has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

RSSL vs. VTWO - Sectors Allocation Comparison

Sectors	RSSL	VTWO
Technology	19.1%	19.1%
Industrials	17.8%	17.9%
Healthcare	16.3%	16.3%
Financial Services	15.5%	15.5%
Consumer Cyclical	7.9%	7.9%
Real Estate	5.9%	5.9%
Energy	5.4%	5.3%
Basic Materials	4.7%	4.7%
Utilities	2.7%	2.8%
Communication Services	2.5%	2.5%
Consumer Defensive	2.2%	2.2%

Return for Risk

RSSL vs. VTWO — Risk / Return Rank

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

RSSL

RSSL Risk / Return Rank: 72
RSSL Sharpe Ratio Rank: 73
RSSL Sortino Ratio Rank: 71
RSSL Omega Ratio Rank: 62
RSSL Calmar Ratio Rank: 80
RSSL Martin Ratio Rank: 77

VTWO

VTWO Risk / Return Rank: 68
VTWO Sharpe Ratio Rank: 67
VTWO Sortino Ratio Rank: 65
VTWO Omega Ratio Rank: 58
VTWO Calmar Ratio Rank: 76
VTWO Martin Ratio Rank: 73

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.

RSSL vs. VTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and Vanguard Russell 2000 ETF (VTWO). 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.

	RSSL	VTWO	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.11	-0.01
Sortino ratio: Return per unit of downside risk	2.88	2.89	-0.01
Omega ratio: Gain probability vs. loss probability	1.34	1.34	-0.01
Calmar ratio: Return relative to maximum drawdown	3.78	3.77	+0.01
Martin ratio: Return relative to average drawdown	13.29	13.36	-0.07

RSSL vs. VTWO - Sharpe Ratio Comparison

The current RSSL Sharpe Ratio is 2.10, which is comparable to the VTWO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of RSSL and VTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSSL vs. VTWO - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for RSSL and VTWO.

Drawdown Indicators

	RSSL	VTWO	Difference
Max Drawdown Largest peak-to-trough decline	-27.79%	-41.19%	+13.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-10.99%	+0.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.19%	—
Current Drawdown Current decline from peak	-0.99%	-0.94%	-0.05%
Average Drawdown Average peak-to-trough decline	-5.58%	-8.36%	+2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	3.10%	+0.01%

Volatility

RSSL vs. VTWO - Volatility Comparison

Global X Russell 2000 ETF (RSSL) and Vanguard Russell 2000 ETF (VTWO) have volatilities of 6.41% and 6.57%, 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.

Volatility by Period

	RSSL	VTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	6.57%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	14.20%	14.28%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	19.69%	19.68%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	22.56%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.51%	23.11%	-0.60%

RSSL vs. VTWO - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is higher than VTWO's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

RSSL vs. VTWO - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.25%, more than VTWO's 1.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSL Global X Russell 2000 ETF	1.25%	1.35%	0.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTWO Vanguard Russell 2000 ETF	1.10%	1.25%	1.21%	1.45%	1.48%	1.13%	0.92%	1.36%	1.41%	1.18%	1.27%	1.23%

Frequently Asked Questions

Can I hold both RSSL and VTWO in my portfolio?

With a correlation of 0.99, RSSL and VTWO 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.

Which is riskier, RSSL or VTWO?

VTWO has higher volatility (6.57%) compared to RSSL (6.41%). In terms of maximum drawdown, RSSL dropped -27.79% vs VTWO's -41.19%.

Which ETF is better, RSSL or VTWO?

On 1-year performance, VTWO leads with 41.24% vs 41.18% for RSSL. On fees, VTWO is cheaper at 0.06% per year. On volatility, RSSL has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSL or VTWO?

Over the 1-year period, VTWO has performed better with a 41.24% return vs 41.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSL or VTWO?

VTWO is cheaper with a 0.06% expense ratio, compared with 0.08% for RSSL.

Which ETF pays a higher dividend yield, RSSL or VTWO?

RSSL has the higher dividend yield at 1.25%, compared with 1.10% for VTWO.

What is the main difference between RSSL and VTWO?

RSSL tracks Russell 2000 RIC Capped Index, while VTWO tracks Russell 2000 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.08% for RSSL and 0.06% for VTWO.

Which has better risk-adjusted returns?

VTWO currently has the higher Sharpe Ratio (2.11 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.