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

RTWP.L vs. XRSG.L

Last updated Jun 5, 2026

RTWP.L (L&G Russell 2000 US Small Cap UCITS ETF) and XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) are both Small Cap Blend Equities funds tracking the Russell 2000 TR USD, from Legal & General and Xtrackers respectively. Both are passively managed. Over the past 10 years, RTWP.L returned 12.05%/yr vs 11.37%/yr for XRSG.L. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.30% expense ratio.

Performance

RTWP.L vs. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RTWP.L achieves a 16.93% return, which is significantly lower than XRSG.L's 17.87% return. Over the past 10 years, RTWP.L has outperformed XRSG.L with an annualized return of 12.05%, while XRSG.L has yielded a comparatively lower 11.37% annualized 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%

XRSG.L

1D
1.10%
1M
4.49%
YTD
17.87%
6M
15.72%
1Y
42.23%
3Y*
15.45%
5Y*
7.21%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
RTWP.L
L&G Russell 2000 US Small Cap UCITS ETF		16.93%3.61%11.18%13.44%-8.94%20.68%15.78%20.59%-7.77%4.46%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		17.87%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%

Correlation

The correlation between RTWP.L and XRSG.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.98

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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.97

The correlation between RTWP.L and XRSG.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

RTWP.L vs. XRSG.L - Sectors Allocation Comparison

Sectors
RTWP.L
XRSG.L

Technology

20.0%
17.1%

Industrials

17.9%
17.7%

Financial Services

15.3%
15.7%

Healthcare

14.5%
16.4%

Consumer Cyclical

8.6%
8.4%

Real Estate

5.9%
6.1%

Energy

5.3%
6.0%

Basic Materials

4.6%
4.8%

Utilities

2.8%
2.9%

Consumer Defensive

2.7%
2.4%

Communication Services

2.4%
2.5%

Technology

RTWP.L
20.0%
XRSG.L
17.1%

Industrials

RTWP.L
17.9%
XRSG.L
17.7%

Financial Services

RTWP.L
15.3%
XRSG.L
15.7%

Healthcare

RTWP.L
14.5%
XRSG.L
16.4%

Consumer Cyclical

RTWP.L
8.6%
XRSG.L
8.4%

Real Estate

RTWP.L
5.9%
XRSG.L
6.1%

Energy

RTWP.L
5.3%
XRSG.L
6.0%

Basic Materials

RTWP.L
4.6%
XRSG.L
4.8%

Utilities

RTWP.L
2.8%
XRSG.L
2.9%

Consumer Defensive

RTWP.L
2.7%
XRSG.L
2.4%

Communication Services

RTWP.L
2.4%
XRSG.L
2.5%

Compare stocks, funds, or ETFs

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L&G Russell 2000 US Small Cap UCITS ETF

Xtrackers Russell 2000 UCITS ETF 1C

Often compared with RTWP.L:
RTWP.L vs. IWMRTWP.L vs. ^GSPCRTWP.L vs. R2SC.LRTWP.L vs. FESMRTWP.L vs. SPY4.DERTWP.L vs. VWRL.ASRTWP.L vs. AVUV
Often compared with XRSG.L:
XRSG.L vs. R2SC.LXRSG.L vs. WLDS.LXRSG.L vs. SPX4.LXRSG.L vs. XNAQ.LXRSG.L vs. SMGB.LXRSG.L vs. AVUVXRSG.L vs. IITU.L

Return for Risk

RTWP.L vs. XRSG.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
XRSG.L
XRSG.L Risk / Return Rank: 7777
Overall Rank
XRSG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
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. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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.LXRSG.LDifference
Sharpe ratioReturn per unit of total volatility
2.34
2.49

-0.15

Sortino ratioReturn per unit of downside risk
3.18
3.35

-0.17

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

4.93

4.88

+0.05

Martin ratioReturn relative to average drawdown

14.84

14.33

+0.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current RTWP.L Sharpe Ratio is 2.34, which is comparable to the XRSG.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of RTWP.L and XRSG.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.LXRSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.49

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.36

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.55

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.49

+0.20

Drawdowns

RTWP.L vs. XRSG.L - Drawdown Comparison

The maximum RTWP.L drawdown since its inception was -35.32%, roughly equal to the maximum XRSG.L drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for RTWP.L and XRSG.L.

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Drawdown Indicators

RTWP.LXRSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-35.31%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-8.61%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-28.77%

-30.09%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-30.09%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-35.31%

-0.01%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.05%

-8.72%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.94%

-0.48%

Volatility

RTWP.L vs. XRSG.L - Volatility Comparison

The current volatility for L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) is 4.55%, while Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a volatility of 5.20%. This indicates that RTWP.L experiences smaller price fluctuations and is considered to be less risky than XRSG.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.LXRSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

5.20%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

11.83%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

16.89%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

20.04%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

20.88%

-0.48%

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

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

Dividends

RTWP.L vs. XRSG.L - Dividend Comparison

Neither RTWP.L nor XRSG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.98, RTWP.L and XRSG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 XRSG.L have the same expense ratio: 0.30% per year.

Both ETFs track Russell 2000 TR USD. They also come from different issuers: Legal & General and Xtrackers.

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