RTYS.L vs. URTY
Compare and contrast key facts about Invesco Russell 2000 UCITS ETF (RTYS.L) and ProShares UltraPro Russell2000 (URTY).
RTYS.L and URTY 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. URTY is a passively managed fund by ProShares that tracks the performance of the Russell 2000 Index (300%). It was launched on Feb 9, 2010. Both RTYS.L and URTY 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 URTY.
Key characteristics
| RTYS.L | URTY | |
|---|---|---|
| YTD Return | 18.08% | 36.24% |
| 1Y Return | 42.91% | 120.75% |
| 3Y Return (Ann) | 1.07% | -20.84% |
| 5Y Return (Ann) | 9.70% | -2.94% |
| 10Y Return (Ann) | 8.48% | 3.94% |
| Sharpe Ratio | 1.71 | 1.87 |
| Sortino Ratio | 2.54 | 2.46 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 1.36 | 1.54 |
| Martin Ratio | 9.42 | 9.41 |
| Ulcer Index | 3.83% | 12.81% |
| Daily Std Dev | 21.59% | 64.55% |
| Max Drawdown | -42.15% | -88.09% |
| Current Drawdown | -0.96% | -52.19% |
Correlation
The correlation between RTYS.L and URTY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RTYS.L vs. URTY - Performance Comparison
In the year-to-date period, RTYS.L achieves a 18.08% return, which is significantly lower than URTY's 36.24% return. Over the past 10 years, RTYS.L has outperformed URTY with an annualized return of 8.48%, while URTY has yielded a comparatively lower 3.94% 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. URTY - Expense Ratio Comparison
RTYS.L has a 0.45% expense ratio, which is lower than URTY's 0.95% expense ratio.
Risk-Adjusted Performance
RTYS.L vs. URTY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and ProShares UltraPro Russell2000 (URTY). 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. URTY - Dividend Comparison
RTYS.L has not paid dividends to shareholders, while URTY's dividend yield for the trailing twelve months is around 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
URTY ProShares UltraPro Russell2000 | 0.65% | 0.55% | 0.28% | 0.00% | 0.00% | 0.18% | 0.27% | 0.00% | 0.03% |
Drawdowns
RTYS.L vs. URTY - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum URTY drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for RTYS.L and URTY. For additional features, visit the drawdowns tool.
Volatility
RTYS.L vs. URTY - Volatility Comparison
The current volatility for Invesco Russell 2000 UCITS ETF (RTYS.L) is 7.01%, while ProShares UltraPro Russell2000 (URTY) has a volatility of 21.55%. This indicates that RTYS.L experiences smaller price fluctuations and is considered to be less risky than URTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.