PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RTYS.L vs. ISP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RTYS.L vs. ISP6.L

Last updated Jun 5, 2026

RTYS.L (Invesco Russell 2000 UCITS ETF) and ISP6.L (iShares S&P SmallCap 600 UCITS ETF) are both Small Cap Blend Equities funds tracking the Russell 2000 TR USD, from Invesco and iShares respectively. Both are passively managed. Over the past 10 years, RTYS.L returned 10.66%/yr vs 10.21%/yr for ISP6.L. Their correlation of 0.87 suggests significant overlap in exposure. RTYS.L charges 0.25%/yr vs 0.40%/yr for ISP6.L.

Performance

RTYS.L vs. ISP6.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 S&P SmallCap 600 UCITS ETF (ISP6.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RTYS.L is traded in USD, while ISP6.L is traded in GBp. To make them comparable, the ISP6.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RTYS.L achieves a 17.84% return, which is significantly higher than ISP6.L's 15.16% return. Both investments have delivered pretty close results over the past 10 years, with RTYS.L having a 10.66% annualized return and ISP6.L not far behind at 10.21%.

RTYS.L

1D
1.12%
1M
3.43%
YTD
17.84%
6M
16.55%
1Y
41.15%
3Y*
18.71%
5Y*
6.19%
10Y*
10.66%

ISP6.L

1D
1.14%
1M
1.93%
YTD
15.16%
6M
15.69%
1Y
32.94%
3Y*
15.08%
5Y*
5.51%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTYS.L vs. ISP6.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RTYS.L
Invesco Russell 2000 UCITS ETF		17.84%12.51%10.09%18.90%-21.01%13.97%19.89%24.61%-12.53%14.83%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		15.16%6.57%6.95%16.83%-16.69%26.70%10.14%22.22%-9.96%12.86%

Correlation

The correlation between RTYS.L and ISP6.L is 0.87, 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

0.87

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

0.92

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2011

0.87

The correlation between RTYS.L and ISP6.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

RTYS.L vs. ISP6.L - Sectors Allocation Comparison

Sectors
RTYS.L
ISP6.L

Industrials

17.7%
15.1%

Technology

17.0%
17.0%

Healthcare

16.5%
11.0%

Financial Services

15.8%
16.8%

Consumer Cyclical

8.4%
12.7%

Real Estate

6.1%
7.6%

Energy

6.1%
5.8%

Basic Materials

4.8%
4.9%

Utilities

2.9%
1.9%

Communication Services

2.4%
3.5%

Consumer Defensive

2.4%
3.6%

Industrials

RTYS.L
17.7%
ISP6.L
15.1%

Technology

RTYS.L
17.0%
ISP6.L
17.0%

Healthcare

RTYS.L
16.5%
ISP6.L
11.0%

Financial Services

RTYS.L
15.8%
ISP6.L
16.8%

Consumer Cyclical

RTYS.L
8.4%
ISP6.L
12.7%

Real Estate

RTYS.L
6.1%
ISP6.L
7.6%

Energy

RTYS.L
6.1%
ISP6.L
5.8%

Basic Materials

RTYS.L
4.8%
ISP6.L
4.9%

Utilities

RTYS.L
2.9%
ISP6.L
1.9%

Communication Services

RTYS.L
2.4%
ISP6.L
3.5%

Consumer Defensive

RTYS.L
2.4%
ISP6.L
3.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco Russell 2000 UCITS ETF

iShares S&P SmallCap 600 UCITS ETF

Often compared with RTYS.L:
RTYS.L vs. HLGEXRTYS.L vs. R2SC.LRTYS.L vs. FCIGXRTYS.L vs. MARARTYS.L vs. SPYRTYS.L vs. ^GSPCRTYS.L vs. COIN
Often compared with ISP6.L:
ISP6.L vs. IJRISP6.L vs. IEEM.LISP6.L vs. USSC.LISP6.L vs. IWMISP6.L vs. CSPX.ASISP6.L vs. VIGISP6.L vs. VOO

Return for Risk

RTYS.L vs. ISP6.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: 6969
Overall Rank
RTYS.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RTYS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
RTYS.L Omega Ratio Rank: 6262
Omega Ratio Rank
RTYS.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
RTYS.L Martin Ratio Rank: 6969
Martin Ratio Rank
ISP6.L
ISP6.L Risk / Return Rank: 7474
Overall Rank
ISP6.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 6666
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISP6.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. ISP6.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 SmallCap 600 UCITS ETF (ISP6.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.LISP6.LDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.00

+0.20

Sortino ratioReturn per unit of downside risk
3.12
2.95

+0.17

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.87

3.99

-0.11

Martin ratioReturn relative to average drawdown

12.65

12.02

+0.62

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

RTYS.L vs. ISP6.L - Sharpe Ratio Comparison

The current RTYS.L Sharpe Ratio is 2.20, which is comparable to the ISP6.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of RTYS.L and ISP6.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.

Loading charts...

Sharpe Ratios by Period

RTYS.LISP6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.00

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.27

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.45

+0.11

Drawdowns

RTYS.L vs. ISP6.L - Drawdown Comparison

The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum ISP6.L drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for RTYS.L and ISP6.L.

Loading charts...

Drawdown Indicators

RTYS.LISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-50.11%

+7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-8.22%

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-28.89%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-28.89%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.15%

-45.15%

+3.00%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-9.14%

-8.67%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.73%

+0.51%

Volatility

RTYS.L vs. ISP6.L - Volatility Comparison

Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 6.29% compared to iShares S&P SmallCap 600 UCITS ETF (ISP6.L) at 4.41%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than ISP6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

RTYS.LISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

4.41%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

10.89%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

16.41%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.28%

20.69%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.16%

21.48%

+0.68%

RTYS.L vs. ISP6.L - Expense Ratio Comparison

RTYS.L has a 0.25% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.

Dividends

RTYS.L vs. ISP6.L - Dividend Comparison

RTYS.L has not paid dividends to shareholders, while ISP6.L's dividend yield for the trailing twelve months is around 1.02%.

PositionTTM20252024202320222021202020192018201720162015
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		1.02%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%
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

RTYS.L and ISP6.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 ISP6.L.

Both ETFs track Russell 2000 TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for RTYS.L and 0.40% for ISP6.L.

Portfolio Optimizer

Find the right allocation for RTYS.L and ISP6.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