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RTWO.L vs. CUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTWO.L vs. CUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RTWO.L achieves a 20.10% return, which is significantly higher than CUSS.L's 16.17% return. Both investments have delivered pretty close results over the past 10 years, with RTWO.L having a 11.21% annualized return and CUSS.L not far behind at 10.74%.


RTWO.L

1D
0.57%
1M
1.17%
6M
14.38%
YTD
20.10%
1Y
33.31%
3Y*
16.35%
5Y*
8.50%
10Y*
11.21%

CUSS.L

1D
-0.63%
1M
-1.86%
6M
11.10%
YTD
16.17%
1Y
29.03%
3Y*
13.99%
5Y*
7.45%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTWO.L vs. CUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
20.10%11.33%9.23%20.05%-18.68%19.21%19.82%24.50%-12.20%13.96%
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.17%10.15%9.80%17.73%-17.15%18.55%18.55%26.39%-10.90%16.10%

Correlation

The correlation between RTWO.L and CUSS.L is 0.96 - 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

0.96

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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.94

The correlation between RTWO.L and CUSS.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

RTWO.L vs. CUSS.L — Risk / Return Rank

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

RTWO.L
RTWO.L Risk / Return Rank: 7878
Overall Rank
RTWO.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RTWO.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
RTWO.L Omega Ratio Rank: 6969
Omega Ratio Rank
RTWO.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
RTWO.L Martin Ratio Rank: 7979
Martin Ratio Rank

CUSS.L
CUSS.L Risk / Return Rank: 7878
Overall Rank
CUSS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CUSS.L Omega Ratio Rank: 6969
Omega Ratio Rank
CUSS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CUSS.L Martin Ratio Rank: 8181
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.

RTWO.L vs. CUSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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.

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.


RTWO.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.65

3.74

-0.08

Martin ratioReturn relative to average drawdown

12.05

12.44

-0.38

RTWO.L vs. CUSS.L - Sharpe Ratio Comparison

The current RTWO.L Sharpe Ratio is 1.92, which is comparable to the CUSS.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RTWO.L and CUSS.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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Drawdowns

RTWO.L vs. CUSS.L - Drawdown Comparison

The maximum RTWO.L drawdown since its inception was -53.86%, which is greater than CUSS.L's maximum drawdown of -42.70%. Use the drawdown chart below to compare losses from any high point for RTWO.L and CUSS.L.


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Drawdown Indicators


RTWO.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-42.70%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-8.38%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-26.96%

-27.77%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-28.73%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.01%

-42.70%

+0.69%

Current Drawdown

Current decline from peak

-1.25%

-3.61%

+2.36%

Average Drawdown

Average peak-to-trough decline

-9.95%

-6.94%

-3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.52%

+0.24%

Volatility

RTWO.L vs. CUSS.L - Volatility Comparison

The current volatility for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) is 4.39%, while iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a volatility of 4.69%. This indicates that RTWO.L experiences smaller price fluctuations and is considered to be less risky than CUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTWO.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.69%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.22%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

16.59%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

21.16%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

20.92%

+0.45%

RTWO.L vs. CUSS.L - Expense Ratio Comparison

RTWO.L has a 0.30% expense ratio, which is lower than CUSS.L's 0.43% expense ratio.


Dividends

RTWO.L vs. CUSS.L - Dividend Comparison

Neither RTWO.L nor CUSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, RTWO.L and CUSS.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.

On fees, RTWO.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RTWO.L is cheaper with a 0.30% expense ratio, compared with 0.43% for CUSS.L.

RTWO.L tracks Russell 2000 0.4 Quality Target Exposure Factor Index, while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.30% for RTWO.L and 0.43% for CUSS.L.

Portfolio Optimizer

Find the right allocation for RTWO.L and CUSS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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