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RTWP.L vs. SPY4.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTWP.L vs. SPY4.DE - 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 SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE). The values are adjusted to include any dividend payments, if applicable.

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RTWP.L vs. SPY4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF
3.17%3.61%11.18%13.44%-8.94%20.68%15.78%20.59%-7.77%4.46%
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
3.97%1.38%13.50%10.97%-3.82%26.02%8.13%22.47%-7.47%6.01%
Different Trading Currencies

RTWP.L is traded in GBp, while SPY4.DE is traded in EUR. To make them comparable, the SPY4.DE 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 3.17% return, which is significantly lower than SPY4.DE's 3.97% return. Both investments have delivered pretty close results over the past 10 years, with RTWP.L having a 11.03% annualized return and SPY4.DE not far behind at 10.88%.


RTWP.L

1D
2.23%
1M
-2.94%
YTD
3.17%
6M
5.92%
1Y
19.70%
3Y*
10.07%
5Y*
5.67%
10Y*
11.03%

SPY4.DE

1D
2.24%
1M
-3.06%
YTD
3.97%
6M
6.82%
1Y
14.85%
3Y*
9.46%
5Y*
7.28%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTWP.L vs. SPY4.DE - Expense Ratio Comparison

Both RTWP.L and SPY4.DE have an expense ratio of 0.30%.


Return for Risk

RTWP.L vs. SPY4.DE — 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: 6262
Overall Rank
RTWP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RTWP.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
RTWP.L Omega Ratio Rank: 4949
Omega Ratio Rank
RTWP.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
RTWP.L Martin Ratio Rank: 6969
Martin Ratio Rank

SPY4.DE
SPY4.DE Risk / Return Rank: 2929
Overall Rank
SPY4.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPY4.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPY4.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPY4.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPY4.DE Martin Ratio Rank: 3535
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. SPY4.DE - 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 SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE). 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.LSPY4.DEDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.76

+0.27

Sortino ratio

Return per unit of downside risk

1.47

1.12

+0.35

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

2.67

1.70

+0.97

Martin ratio

Return relative to average drawdown

7.56

6.06

+1.50

RTWP.L vs. SPY4.DE - Sharpe Ratio Comparison

The current RTWP.L Sharpe Ratio is 1.03, which is higher than the SPY4.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of RTWP.L and SPY4.DE, 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


RTWP.LSPY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.76

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.40

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.66

0.00

Correlation

The correlation between RTWP.L and SPY4.DE is 0.86, 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

RTWP.L vs. SPY4.DE - Dividend Comparison

Neither RTWP.L nor SPY4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RTWP.L vs. SPY4.DE - Drawdown Comparison

The maximum RTWP.L drawdown since its inception was -35.32%, roughly equal to the maximum SPY4.DE drawdown of -36.32%. Use the drawdown chart below to compare losses from any high point for RTWP.L and SPY4.DE.


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Drawdown Indicators


RTWP.LSPY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-42.72%

+7.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-15.98%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-29.11%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-42.72%

+7.40%

Current Drawdown

Current decline from peak

-4.65%

-7.91%

+3.26%

Average Drawdown

Average peak-to-trough decline

-7.11%

-5.91%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.67%

-0.06%

Volatility

RTWP.L vs. SPY4.DE - Volatility Comparison

L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) has a higher volatility of 5.67% compared to SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) at 5.13%. This indicates that RTWP.L's price experiences larger fluctuations and is considered to be riskier than SPY4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTWP.LSPY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

5.13%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

10.50%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

19.38%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

17.92%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

19.11%

+1.30%