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RTWP.L vs. IDP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTWP.L vs. IDP6.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 iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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 IDP6.L is traded in USD. To make them comparable, the IDP6.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with RTWP.L having a 19.61% return and IDP6.L slightly higher at 19.67%. Over the past 10 years, RTWP.L has outperformed IDP6.L with an annualized return of 10.99%, while IDP6.L has yielded a comparatively lower 9.98% annualized return.


RTWP.L

1D
-0.27%
1M
0.63%
6M
13.88%
YTD
19.61%
1Y
32.03%
3Y*
15.21%
5Y*
8.94%
10Y*
10.99%

IDP6.L

1D
0.00%
1M
0.95%
6M
14.54%
YTD
19.67%
1Y
29.84%
3Y*
12.57%
5Y*
7.67%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTWP.L vs. IDP6.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF
19.61%3.61%11.18%13.44%-8.94%20.68%15.78%20.59%-7.77%4.46%
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.67%-1.29%8.98%11.50%-6.83%27.55%7.33%16.71%-4.42%3.36%

Correlation

The correlation between RTWP.L and IDP6.L is 0.90, 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

0.90

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

0.91

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2008

0.86

The correlation between RTWP.L and IDP6.L has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

RTWP.L vs. IDP6.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: 8080
Overall Rank
RTWP.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RTWP.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RTWP.L Omega Ratio Rank: 7272
Omega Ratio Rank
RTWP.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
RTWP.L Martin Ratio Rank: 8383
Martin Ratio Rank

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
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. IDP6.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 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.


RTWP.LIDP6.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

4.31

4.54

-0.23

Martin ratioReturn relative to average drawdown

12.92

14.12

-1.20

RTWP.L vs. IDP6.L - Sharpe Ratio Comparison

The current RTWP.L Sharpe Ratio is 2.01, which is comparable to the IDP6.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of RTWP.L and IDP6.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

RTWP.L vs. IDP6.L - Drawdown Comparison

The maximum RTWP.L drawdown since its inception was -67.20%, which is greater than IDP6.L's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for RTWP.L and IDP6.L.


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Drawdown Indicators


RTWP.LIDP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.20%

-39.21%

-27.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-7.19%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-28.77%

-30.39%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-30.39%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-39.21%

+3.89%

Current Drawdown

Current decline from peak

-2.94%

-3.72%

+0.78%

Average Drawdown

Average peak-to-trough decline

-15.66%

-8.04%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.31%

+0.16%

Volatility

RTWP.L vs. IDP6.L - Volatility Comparison

L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) have volatilities of 4.47% and 4.64%, 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


RTWP.LIDP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.64%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

12.17%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

16.63%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

20.19%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

21.25%

+0.98%

RTWP.L vs. IDP6.L - Expense Ratio Comparison

RTWP.L has a 0.30% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.


Dividends

RTWP.L vs. IDP6.L - Dividend Comparison

RTWP.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
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%
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF
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


RTWP.L and IDP6.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

RTWP.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDP6.L.

RTWP.L tracks Russell 2000 TR USD, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.30% for RTWP.L and 0.40% for IDP6.L.

Portfolio Optimizer

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