RTYS.L vs. R2SC.L
Compare and contrast key facts about Invesco Russell 2000 UCITS ETF (RTYS.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L).
RTYS.L and R2SC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009. R2SC.L is a passively managed fund by State Street Global Advisors Ltd that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. Both RTYS.L and R2SC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTYS.L or R2SC.L.
Key characteristics
| RTYS.L | R2SC.L | |
|---|---|---|
| YTD Return | 18.08% | 17.78% |
| 1Y Return | 42.91% | 37.04% |
| 3Y Return (Ann) | 1.07% | 2.67% |
| 5Y Return (Ann) | 9.70% | 9.83% |
| 10Y Return (Ann) | 8.48% | 10.78% |
| Sharpe Ratio | 1.71 | 0.96 |
| Sortino Ratio | 2.54 | 1.56 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 1.36 | 1.63 |
| Martin Ratio | 9.42 | 3.52 |
| Ulcer Index | 3.83% | 9.29% |
| Daily Std Dev | 21.59% | 34.06% |
| Max Drawdown | -42.15% | -35.03% |
| Current Drawdown | -0.96% | -0.16% |
Correlation
The correlation between RTYS.L and R2SC.L is 0.96, 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.
Performance
RTYS.L vs. R2SC.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with RTYS.L having a 18.08% return and R2SC.L slightly lower at 17.78%. Over the past 10 years, RTYS.L has underperformed R2SC.L with an annualized return of 8.48%, while R2SC.L has yielded a comparatively higher 10.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RTYS.L vs. R2SC.L - Expense Ratio Comparison
RTYS.L has a 0.45% expense ratio, which is higher than R2SC.L's 0.30% expense ratio.
Risk-Adjusted Performance
RTYS.L vs. R2SC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.
Dividends
RTYS.L vs. R2SC.L - Dividend Comparison
Neither RTYS.L nor R2SC.L has paid dividends to shareholders.
Drawdowns
RTYS.L vs. R2SC.L - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, which is greater than R2SC.L's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for RTYS.L and R2SC.L. For additional features, visit the drawdowns tool.
Volatility
RTYS.L vs. R2SC.L - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 7.01% compared to SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) at 6.60%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than R2SC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.