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RTWO.L vs. R2SC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTWO.L vs. R2SC.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 SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L). The values are adjusted to include any dividend payments, if applicable.

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RTWO.L vs. R2SC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTWO.L
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
-0.96%11.33%9.23%20.06%-18.68%19.21%19.82%24.50%-12.79%14.73%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
-1.20%12.55%10.00%18.09%-21.00%14.82%19.27%25.51%-12.69%14.39%
Different Trading Currencies

RTWO.L is traded in USD, while R2SC.L is traded in GBP. To make them comparable, the R2SC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RTWO.L achieves a -0.96% return, which is significantly higher than R2SC.L's -1.20% return. Over the past 10 years, RTWO.L has outperformed R2SC.L with an annualized return of 10.00%, while R2SC.L has yielded a comparatively lower 9.26% annualized return.


RTWO.L

1D
0.39%
1M
-6.50%
YTD
-0.96%
6M
2.12%
1Y
20.99%
3Y*
11.66%
5Y*
4.24%
10Y*
10.00%

R2SC.L

1D
0.67%
1M
-6.73%
YTD
-1.20%
6M
2.30%
1Y
24.14%
3Y*
12.17%
5Y*
2.88%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTWO.L vs. R2SC.L - Expense Ratio Comparison

Both RTWO.L and R2SC.L have an expense ratio of 0.30%.


Return for Risk

RTWO.L vs. R2SC.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: 5757
Overall Rank
RTWO.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RTWO.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
RTWO.L Omega Ratio Rank: 5252
Omega Ratio Rank
RTWO.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
RTWO.L Martin Ratio Rank: 5656
Martin Ratio Rank

R2SC.L
R2SC.L Risk / Return Rank: 5959
Overall Rank
R2SC.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
R2SC.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
R2SC.L Omega Ratio Rank: 5454
Omega Ratio Rank
R2SC.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
R2SC.L Martin Ratio Rank: 5656
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. R2SC.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 SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.


RTWO.LR2SC.LDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.16

-0.07

Sortino ratio

Return per unit of downside risk

1.60

1.67

-0.08

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.47

1.65

-0.18

Martin ratio

Return relative to average drawdown

5.73

6.00

-0.27

RTWO.L vs. R2SC.L - Sharpe Ratio Comparison

The current RTWO.L Sharpe Ratio is 1.09, which is comparable to the R2SC.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of RTWO.L and R2SC.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


RTWO.LR2SC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.16

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.13

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.42

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.35

+0.20

Correlation

The correlation between RTWO.L and R2SC.L is 0.95, 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

RTWO.L vs. R2SC.L - Dividend Comparison

Neither RTWO.L nor R2SC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RTWO.L vs. R2SC.L - Drawdown Comparison

The maximum RTWO.L drawdown since its inception was -42.35%, roughly equal to the maximum R2SC.L drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for RTWO.L and R2SC.L.


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Drawdown Indicators


RTWO.LR2SC.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.35%

-35.03%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-12.68%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-30.00%

+0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-35.03%

-7.32%

Current Drawdown

Current decline from peak

-8.72%

-7.94%

-0.78%

Average Drawdown

Average peak-to-trough decline

-7.96%

-8.62%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.81%

-0.43%

Volatility

RTWO.L vs. R2SC.L - Volatility Comparison

L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) have volatilities of 5.97% and 6.16%, 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.LR2SC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.16%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

12.83%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

20.74%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

21.81%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

21.78%

-0.39%