RTWP.L vs. ZPRV.DE
Compare and contrast key facts about L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
RTWP.L and ZPRV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTWP.L is a passively managed fund by Legal & General that tracks the performance of the Russell 2000 TR USD. It was launched on Sep 11, 2008. ZPRV.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Small Cap Value Weighted Index. It was launched on Feb 18, 2015. Both RTWP.L and ZPRV.DE 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
RTWP.L vs. ZPRV.DE - Performance Comparison
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RTWP.L vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 5.76% | 8.35% | 9.10% | 16.73% | -0.12% | 37.63% | 3.69% | 20.78% | -10.54% | 0.36% |
Different Trading Currencies
RTWP.L is traded in GBp, while ZPRV.DE is traded in EUR. To make them comparable, the ZPRV.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 ZPRV.DE's 5.76% return. Over the past 10 years, RTWP.L has underperformed ZPRV.DE with an annualized return of 11.03%, while ZPRV.DE has yielded a comparatively higher 12.44% annualized return.
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%
ZPRV.DE
- 1D
- 1.22%
- 1M
- -1.62%
- YTD
- 5.76%
- 6M
- 10.40%
- 1Y
- 24.64%
- 3Y*
- 13.57%
- 5Y*
- 10.18%
- 10Y*
- 12.44%
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RTWP.L vs. ZPRV.DE - Expense Ratio Comparison
Both RTWP.L and ZPRV.DE have an expense ratio of 0.30%.
Return for Risk
RTWP.L vs. ZPRV.DE — Risk / Return Rank
RTWP.L
ZPRV.DE
RTWP.L vs. ZPRV.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 MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.L | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.20 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.63 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.79 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.56 | 9.94 | -2.38 |
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
| RTWP.L | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.20 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.50 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.58 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.54 | +0.13 |
Correlation
The correlation between RTWP.L and ZPRV.DE is 0.82, 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. ZPRV.DE - Dividend Comparison
Neither RTWP.L nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
RTWP.L vs. ZPRV.DE - Drawdown Comparison
The maximum RTWP.L drawdown since its inception was -35.32%, smaller than the maximum ZPRV.DE drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for RTWP.L and ZPRV.DE.
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Drawdown Indicators
| RTWP.L | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.32% | -46.04% | +10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -16.83% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -28.77% | -31.14% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.32% | -46.04% | +10.72% |
Current DrawdownCurrent decline from peak | -4.65% | -2.88% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -8.47% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.64% | -0.03% |
Volatility
RTWP.L vs. ZPRV.DE - Volatility Comparison
L&G Russell 2000 US Small Cap UCITS ETF (RTWP.L) has a higher volatility of 5.67% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 4.84%. This indicates that RTWP.L's price experiences larger fluctuations and is considered to be riskier than ZPRV.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.L | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 4.84% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 11.29% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 20.41% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 20.10% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 22.17% | -1.76% |