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RTWP.L vs. DRGN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTWP.L vs. DRGN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) and L&G China CNY Bond UCITS ETF (DRGN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RTWP.L is traded in GBp, while DRGN.L is traded in USD. To make them comparable, the DRGN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RTWP.L achieves a 16.93% return, which is significantly higher than DRGN.L's 5.05% return.


RTWP.L

1D
1.41%
1M
4.16%
YTD
16.93%
6M
15.64%
1Y
36.63%
3Y*
14.81%
5Y*
8.43%
10Y*
12.05%

DRGN.L

1D
-0.08%
1M
2.30%
YTD
5.05%
6M
5.55%
1Y
9.27%
3Y*
2.36%
5Y*
3.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTWP.L vs. DRGN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF
16.93%3.61%11.18%13.44%-8.94%20.68%0.62%
DRGN.L
L&G China CNY Bond UCITS ETF
5.05%-2.08%4.95%-4.56%5.93%8.17%-1.03%

Correlation

The correlation between RTWP.L and DRGN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

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

0.09

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.05

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Return for Risk

RTWP.L vs. DRGN.L — Risk / Return Rank

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

RTWP.L
RTWP.L Risk / Return Rank: 7575
Overall Rank
RTWP.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RTWP.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
RTWP.L Omega Ratio Rank: 6666
Omega Ratio Rank
RTWP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RTWP.L Martin Ratio Rank: 7878
Martin Ratio Rank

DRGN.L
DRGN.L Risk / Return Rank: 8585
Overall Rank
DRGN.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DRGN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
DRGN.L Omega Ratio Rank: 8989
Omega Ratio Rank
DRGN.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
DRGN.L Martin Ratio Rank: 9292
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.

RTWP.L vs. DRGN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) and L&G China CNY Bond UCITS ETF (DRGN.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.


RTWP.LDRGN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.39

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

4.93

2.93

+2.00

Martin ratioReturn relative to average drawdown

14.84

8.53

+6.31

RTWP.L vs. DRGN.L - Sharpe Ratio Comparison

The current RTWP.L Sharpe Ratio is 2.34, which is higher than the DRGN.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of RTWP.L and DRGN.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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Sharpe Ratios by Period


RTWP.LDRGN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.42

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.44

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.38

+0.32

Drawdowns

RTWP.L vs. DRGN.L - Drawdown Comparison

The maximum RTWP.L drawdown since its inception was -35.32%, which is greater than DRGN.L's maximum drawdown of -16.74%. Use the drawdown chart below to compare losses from any high point for RTWP.L and DRGN.L.


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Drawdown Indicators


RTWP.LDRGN.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-16.74%

-18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-3.15%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-28.77%

-9.14%

-19.63%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-16.74%

-12.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

0.00%

-5.57%

+5.57%

Average Drawdown

Average peak-to-trough decline

-7.05%

-7.74%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.09%

+1.37%

Volatility

RTWP.L vs. DRGN.L - Volatility Comparison

L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) has a higher volatility of 4.55% compared to L&G China CNY Bond UCITS ETF (DRGN.L) at 1.82%. This indicates that RTWP.L's price experiences larger fluctuations and is considered to be riskier than DRGN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTWP.LDRGN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

1.82%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

5.18%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

6.51%

+9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

7.58%

+11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

7.55%

+12.85%

RTWP.L vs. DRGN.L - Expense Ratio Comparison

Both RTWP.L and DRGN.L have an expense ratio of 0.30%.


Dividends

RTWP.L vs. DRGN.L - Dividend Comparison

RTWP.L has not paid dividends to shareholders, while DRGN.L's dividend yield for the trailing twelve months is around 1.63%.


PositionTTM20252024202320222021
DRGN.L
L&G China CNY Bond UCITS ETF
1.63%1.94%2.31%2.45%2.76%1.44%
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RTWP.L and DRGN.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RTWP.L and DRGN.L have the same expense ratio: 0.30% per year.

RTWP.L is categorized as Small Cap Blend Equities, while DRGN.L is Emerging Markets Bonds.

Portfolio Optimizer

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