RTWO.L vs. RTYS.L
Compare and contrast key facts about L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) and Invesco Russell 2000 UCITS ETF (RTYS.L).
RTWO.L and RTYS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTWO.L is a passively managed fund by L&G that tracks the performance of the Russell 2000 0.4 Quality Target Exposure Factor Index. It was launched on Sep 11, 2008. RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009. Both RTWO.L and RTYS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RTWO.L vs. RTYS.L - Performance Comparison
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RTWO.L vs. RTYS.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 | -0.96% | 11.33% | 9.23% | 20.06% | -18.68% | 19.21% | 19.82% | 24.50% | -12.79% | 14.73% |
RTYS.L Invesco Russell 2000 UCITS ETF | 1.72% | 12.51% | 10.09% | 18.90% | -21.01% | 13.97% | 19.89% | 24.61% | -12.53% | 14.83% |
Returns By Period
In the year-to-date period, RTWO.L achieves a -0.96% return, which is significantly lower than RTYS.L's 1.72% return. Both investments have delivered pretty close results over the past 10 years, with RTWO.L having a 10.00% annualized return and RTYS.L not far behind at 9.63%.
RTWO.L
- 1D
- 0.39%
- 1M
- -6.23%
- YTD
- -0.96%
- 6M
- 1.43%
- 1Y
- 19.39%
- 3Y*
- 11.66%
- 5Y*
- 4.24%
- 10Y*
- 10.00%
RTYS.L
- 1D
- 3.23%
- 1M
- -3.45%
- YTD
- 1.72%
- 6M
- 4.59%
- 1Y
- 26.81%
- 3Y*
- 13.28%
- 5Y*
- 3.51%
- 10Y*
- 9.63%
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RTWO.L vs. RTYS.L - Expense Ratio Comparison
RTWO.L has a 0.30% expense ratio, which is lower than RTYS.L's 0.45% expense ratio.
Return for Risk
RTWO.L vs. RTYS.L — Risk / Return Rank
RTWO.L
RTYS.L
RTWO.L vs. RTYS.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 Invesco Russell 2000 UCITS ETF (RTYS.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.L | RTYS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.27 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.82 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.48 | -1.01 |
Martin ratioReturn relative to average drawdown | 5.73 | 7.98 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTWO.L | RTYS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.27 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.16 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.44 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.50 | +0.05 |
Correlation
The correlation between RTWO.L and RTYS.L is 0.94, 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. RTYS.L - Dividend Comparison
Neither RTWO.L nor RTYS.L has paid dividends to shareholders.
Drawdowns
RTWO.L vs. RTYS.L - Drawdown Comparison
The maximum RTWO.L drawdown since its inception was -42.35%, roughly equal to the maximum RTYS.L drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for RTWO.L and RTYS.L.
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Drawdown Indicators
| RTWO.L | RTYS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.35% | -42.15% | -0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.19% | -13.91% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -31.97% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -42.15% | -0.20% |
Current DrawdownCurrent decline from peak | -8.72% | -7.05% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -9.24% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.29% | +0.09% |
Volatility
RTWO.L vs. RTYS.L - Volatility Comparison
The current volatility for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L) is 5.97%, while Invesco Russell 2000 UCITS ETF (RTYS.L) has a volatility of 7.31%. This indicates that RTWO.L experiences smaller price fluctuations and is considered to be less risky than RTYS.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.L | RTYS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 7.31% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 13.59% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 21.02% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 22.29% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 22.06% | -0.67% |