RTYS.L vs. IDP6.L
RTYS.L (Invesco Russell 2000 UCITS ETF) and IDP6.L (iShares S&P Small Cap 600 UCITS ETF USD (Dist)) are both Small Cap Blend Equities funds - RTYS.L tracks the Russell 2000 TR USD while IDP6.L tracks the iShares S&P Small Cap 600 UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, RTYS.L returned 10.52%/yr vs 10.14%/yr for IDP6.L. Their correlation of 0.89 suggests significant overlap in exposure. RTYS.L charges 0.25%/yr vs 0.40%/yr for IDP6.L.
Performance
RTYS.L vs. IDP6.L - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with RTYS.L having a 19.90% return and IDP6.L slightly lower at 19.44%. Both investments have delivered pretty close results over the past 10 years, with RTYS.L having a 10.52% annualized return and IDP6.L not far behind at 10.14%.
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%
IDP6.L
- 1D
- -0.60%
- 1M
- 1.24%
- 6M
- 14.55%
- YTD
- 19.44%
- 1Y
- 30.44%
- 3Y*
- 13.63%
- 5Y*
- 7.17%
- 10Y*
- 10.14%
RTYS.L vs. IDP6.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 19.44% | 6.28% | 7.11% | 17.37% | -16.73% | 26.35% | 10.58% | 21.32% | -9.77% | 13.15% |
Correlation
The correlation between RTYS.L and IDP6.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2009 | 0.89 |
The correlation between RTYS.L and IDP6.L has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RTYS.L vs. IDP6.L — Risk / Return Rank
RTYS.L
IDP6.L
RTYS.L vs. IDP6.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 S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.L | IDP6.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.80 | -0.51 |
| Martin ratioReturn relative to average drawdown | 10.70 | 12.09 | -1.38 |
Loading charts...
Drawdowns
RTYS.L vs. IDP6.L - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum IDP6.L drawdown of -52.21%. Use the drawdown chart below to compare losses from any high point for RTYS.L and IDP6.L.
Loading charts...
Drawdown Indicators
| RTYS.L | IDP6.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -52.21% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -8.66% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -28.99% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -28.99% | -2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | -45.49% | +3.34% |
Current DrawdownCurrent decline from peak | -2.19% | -2.42% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -9.38% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.73% | +0.52% |
Volatility
RTYS.L vs. IDP6.L - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) and iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) have volatilities of 4.28% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RTYS.L | IDP6.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.36% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 12.06% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 16.95% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 21.13% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.05% | 21.67% | +0.38% |
RTYS.L vs. IDP6.L - Expense Ratio Comparison
RTYS.L has a 0.25% expense ratio, which is lower than IDP6.L's 0.40% expense ratio.
Dividends
RTYS.L vs. IDP6.L - Dividend Comparison
RTYS.L has not paid dividends to shareholders, while IDP6.L's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDP6.L iShares S&P Small Cap 600 UCITS ETF USD (Dist) | 1.01% | 1.16% | 1.18% | 1.07% | 1.06% | 0.66% | 0.88% | 0.94% | 1.01% | 0.72% | 0.87% | 0.56% |
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, RTYS.L and IDP6.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 0.40% for IDP6.L.
RTYS.L tracks Russell 2000 TR USD, while IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for RTYS.L and 0.40% for IDP6.L.
Find the right allocation for RTYS.L and IDP6.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer