RTWO.L vs. IDP6.L
RTWO.L (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) and IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) are both Small Cap Blend Equities funds - RTWO.L tracks the Russell 2000 0.4 Quality Target Exposure Factor Index while IDP6.L tracks the iShares S&P Small Cap 600 UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, RTWO.L returned 11.21%/yr vs 10.14%/yr for IDP6.L. Their correlation of 0.90 suggests significant overlap in exposure. RTWO.L charges 0.30%/yr vs 0.40%/yr for IDP6.L.
Performance
RTWO.L vs. IDP6.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RTWO.L having a 20.10% return and IDP6.L slightly lower at 19.44%. Over the past 10 years, RTWO.L has outperformed IDP6.L with an annualized return of 11.21%, while IDP6.L has yielded a comparatively lower 10.14% annualized return.
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%
IDP6.L
- 1D
- -0.60%
- 1M
- 1.24%
- 6M
- 14.55%
- YTD
- 19.44%
- 1Y
- 30.44%
- 3Y*
- 13.63%
- 5Y*
- 7.17%
- 10Y*
- 10.14%
RTWO.L vs. IDP6.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 19.44% | 6.28% | 7.11% | 17.37% | -16.73% | 26.35% | 10.58% | 21.32% | -9.77% | 13.15% |
Correlation
The correlation between RTWO.L and IDP6.L is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2008 | 0.90 |
The correlation between RTWO.L and IDP6.L has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
RTWO.L vs. IDP6.L — Risk / Return Rank
RTWO.L
IDP6.L
RTWO.L vs. IDP6.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 S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.L | IDP6.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.80 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.05 | 12.09 | -0.03 |
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Drawdowns
RTWO.L vs. IDP6.L - Drawdown Comparison
The maximum RTWO.L drawdown since its inception was -53.86%, roughly equal to the maximum IDP6.L drawdown of -52.21%. Use the drawdown chart below to compare losses from any high point for RTWO.L and IDP6.L.
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Drawdown Indicators
| RTWO.L | IDP6.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -52.21% | -1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -8.66% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.96% | -28.99% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -28.99% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.01% | -45.49% | +3.48% |
Current DrawdownCurrent decline from peak | -1.25% | -2.42% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -9.38% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.73% | +0.03% |
Volatility
RTWO.L vs. IDP6.L - Volatility Comparison
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) have volatilities of 4.39% and 4.36%, 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
| RTWO.L | IDP6.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.36% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 12.06% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 16.95% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 21.13% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 21.67% | -0.30% |
RTWO.L vs. IDP6.L - Expense Ratio Comparison
RTWO.L has a 0.30% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.
Dividends
RTWO.L vs. IDP6.L - Dividend Comparison
RTWO.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 1.01% | 1.16% | 1.18% | 1.07% | 1.06% | 0.66% | 0.88% | 0.94% | 1.01% | 0.72% | 0.87% | 0.56% |
RTWO.L L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc | 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 0.93, RTWO.L and IDP6.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 0.40% for IDP6.L.
RTWO.L tracks Russell 2000 0.4 Quality Target Exposure Factor Index, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: L&G and iShares. Their fees differ too: 0.30% for RTWO.L and 0.40% for IDP6.L.
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