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RTYS.L vs. CUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTYS.L vs. CUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 2000 UCITS ETF (RTYS.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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, RTYS.L achieves a 19.90% return, which is significantly higher than CUSS.L's 16.17% return. Both investments have delivered pretty close results over the past 10 years, with RTYS.L having a 10.52% annualized return and CUSS.L not far ahead at 10.74%.


RTYS.L

1D
0.39%
1M
0.18%
6M
13.34%
YTD
19.90%
1Y
34.90%
3Y*
16.84%
5Y*
7.42%
10Y*
10.52%

CUSS.L

1D
-0.63%
1M
-1.86%
6M
11.10%
YTD
16.17%
1Y
29.03%
3Y*
13.99%
5Y*
7.45%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTYS.L vs. CUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTYS.L
Invesco Russell 2000 UCITS ETF
19.90%12.51%10.09%18.90%-21.01%13.97%19.89%24.60%-12.53%14.83%
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.17%10.15%9.80%17.73%-17.15%18.55%18.55%26.39%-10.90%16.10%

Correlation

The correlation between RTYS.L and CUSS.L is 0.95 - 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

0.95

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

0.97

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 Sep 15, 2010

0.95

The correlation between RTYS.L and CUSS.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

RTYS.L vs. CUSS.L — Risk / Return Rank

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

RTYS.L
RTYS.L Risk / Return Rank: 7272
Overall Rank
RTYS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RTYS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
RTYS.L Omega Ratio Rank: 6464
Omega Ratio Rank
RTYS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTYS.L Martin Ratio Rank: 7272
Martin Ratio Rank

CUSS.L
CUSS.L Risk / Return Rank: 7878
Overall Rank
CUSS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CUSS.L Omega Ratio Rank: 6969
Omega Ratio Rank
CUSS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CUSS.L Martin Ratio Rank: 8181
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.

RTYS.L vs. CUSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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.


RTYS.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

3.29

3.74

-0.45

Martin ratioReturn relative to average drawdown

10.70

12.44

-1.74

RTYS.L vs. CUSS.L - Sharpe Ratio Comparison

The current RTYS.L Sharpe Ratio is 1.84, which is comparable to the CUSS.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RTYS.L and CUSS.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

RTYS.L vs. CUSS.L - Drawdown Comparison

The maximum RTYS.L drawdown since its inception was -42.15%, roughly equal to the maximum CUSS.L drawdown of -42.70%. Use the drawdown chart below to compare losses from any high point for RTYS.L and CUSS.L.


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Drawdown Indicators


RTYS.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-42.70%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-8.38%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-27.77%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-28.73%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.15%

-42.70%

+0.55%

Current Drawdown

Current decline from peak

-2.19%

-3.61%

+1.42%

Average Drawdown

Average peak-to-trough decline

-8.43%

-6.94%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.52%

+0.73%

Volatility

RTYS.L vs. CUSS.L - Volatility Comparison

The current volatility for Invesco Russell 2000 UCITS ETF (RTYS.L) is 4.28%, while iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a volatility of 4.69%. This indicates that RTYS.L experiences smaller price fluctuations and is considered to be less risky than CUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTYS.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.69%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

12.22%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

16.59%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

21.16%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

20.92%

+1.13%

RTYS.L vs. CUSS.L - Expense Ratio Comparison

RTYS.L has a 0.25% expense ratio, which is lower than CUSS.L's 0.43% expense ratio.


Dividends

RTYS.L vs. CUSS.L - Dividend Comparison

Neither RTYS.L nor CUSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, RTYS.L and CUSS.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.

On fees, RTYS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RTYS.L is cheaper with a 0.25% expense ratio, compared with 0.43% for CUSS.L.

RTYS.L tracks Russell 2000 TR USD, while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for RTYS.L and 0.43% for CUSS.L.

Portfolio Optimizer

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