RTYS.L vs. IB01.L
RTYS.L (Invesco Russell 2000 UCITS ETF) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - RTYS.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, RTYS.L returned 5.95%/yr vs 3.38%/yr for IB01.L. At a correlation of -0.01, they often move in opposite directions. RTYS.L charges 0.25%/yr vs 0.07%/yr for IB01.L.
Performance
RTYS.L vs. IB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, RTYS.L achieves a 16.53% return, which is significantly higher than IB01.L's 1.41% return.
RTYS.L
- 1D
- -1.07%
- 1M
- 3.46%
- YTD
- 16.53%
- 6M
- 16.96%
- 1Y
- 39.75%
- 3Y*
- 18.26%
- 5Y*
- 5.95%
- 10Y*
- 10.67%
IB01.L
- 1D
- -0.02%
- 1M
- 0.27%
- YTD
- 1.41%
- 6M
- 1.79%
- 1Y
- 3.98%
- 3Y*
- 4.73%
- 5Y*
- 3.38%
- 10Y*
- —
RTYS.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 16.53% | 12.51% | 10.09% | 18.90% | -21.01% | 13.97% | 19.89% | 5.76% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.41% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
Correlation
The correlation between RTYS.L and IB01.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | -0.01 |
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Return for Risk
RTYS.L vs. IB01.L — Risk / Return Rank
RTYS.L
IB01.L
RTYS.L vs. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| RTYS.L | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.82 | ||
| Sortino ratioReturn per unit of downside risk | -33.94 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 8.02 | -6.66 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 115.49 | -111.75 |
| Martin ratioReturn relative to average drawdown | 12.22 | 570.06 | -557.84 |
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
| RTYS.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 11.94 | -9.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 9.22 | -8.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 3.78 | -3.23 |
Drawdowns
RTYS.L vs. IB01.L - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for RTYS.L and IB01.L.
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Drawdown Indicators
| RTYS.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -0.91% | -41.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -0.03% | -10.54% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -0.09% | -28.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -0.29% | -31.68% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | — | — |
Current DrawdownCurrent decline from peak | -1.24% | -0.02% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -0.08% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 0.01% | +3.23% |
Volatility
RTYS.L vs. IB01.L - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 6.29% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than IB01.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.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 0.10% | +6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 0.24% | +13.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 0.33% | +18.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 0.37% | +21.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 0.72% | +21.44% |
RTYS.L vs. IB01.L - Expense Ratio Comparison
RTYS.L has a 0.25% expense ratio, which is higher than IB01.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
RTYS.L vs. IB01.L - Dividend Comparison
Neither RTYS.L nor IB01.L has paid dividends to shareholders.
Frequently Asked Questions
RTYS.L and IB01.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IB01.L is cheaper with a 0.07% expense ratio, compared with 0.25% for RTYS.L.
RTYS.L is categorized as Small Cap Blend Equities, while IB01.L is Government Bonds. RTYS.L tracks Russell 2000 TR USD, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for RTYS.L and 0.07% for IB01.L.
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