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RTYS.L vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RTYS.L vs. VOO

Last updated Jun 4, 2026

RTYS.L (Invesco Russell 2000 UCITS ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - RTYS.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, RTYS.L returned 10.67%/yr vs 15.56%/yr for VOO. At a 0.45 correlation, their price movements are largely independent. RTYS.L charges 0.25%/yr vs 0.03%/yr for VOO.

Performance

RTYS.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 2000 UCITS ETF (RTYS.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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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 VOO's 10.91% return. Over the past 10 years, RTYS.L has underperformed VOO with an annualized return of 10.67%, while VOO has yielded a comparatively higher 15.56% annualized 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%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTYS.L vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RTYS.L
Invesco Russell 2000 UCITS ETF		16.53%12.51%10.09%18.90%-21.01%13.97%19.89%24.61%-12.53%14.83%
VOO
Vanguard S&P 500 ETF		10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between RTYS.L and VOO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

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

0.48

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

0.49

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

0.49

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

0.45

The correlation between RTYS.L and VOO shifts across timeframes, from 0.45 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

RTYS.L vs. VOO - Sectors Allocation Comparison

Sectors
RTYS.L
VOO

Industrials

17.7%
8.3%

Technology

17.0%
35.7%

Healthcare

16.5%
8.5%

Financial Services

15.8%
11.6%

Consumer Cyclical

8.4%
10.2%

Real Estate

6.1%
1.9%

Energy

6.1%
3.5%

Basic Materials

4.8%
1.8%

Utilities

2.9%
2.4%

Communication Services

2.4%
11.3%

Consumer Defensive

2.4%
4.9%

Industrials

RTYS.L
17.7%
VOO
8.3%

Technology

RTYS.L
17.0%
VOO
35.7%

Healthcare

RTYS.L
16.5%
VOO
8.5%

Financial Services

RTYS.L
15.8%
VOO
11.6%

Consumer Cyclical

RTYS.L
8.4%
VOO
10.2%

Real Estate

RTYS.L
6.1%
VOO
1.9%

Energy

RTYS.L
6.1%
VOO
3.5%

Basic Materials

RTYS.L
4.8%
VOO
1.8%

Utilities

RTYS.L
2.9%
VOO
2.4%

Communication Services

RTYS.L
2.4%
VOO
11.3%

Consumer Defensive

RTYS.L
2.4%
VOO
4.9%

Compare stocks, funds, or ETFs

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Invesco Russell 2000 UCITS ETF

Vanguard S&P 500 ETF

Often compared with RTYS.L:
RTYS.L vs. HLGEXRTYS.L vs. R2SC.LRTYS.L vs. FCIGXRTYS.L vs. SPYRTYS.L vs. MARARTYS.L vs. ^GSPCRTYS.L vs. COIN
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

RTYS.L vs. VOO — 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: 6666
Overall Rank
RTYS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RTYS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
RTYS.L Omega Ratio Rank: 5858
Omega Ratio Rank
RTYS.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
RTYS.L Martin Ratio Rank: 6767
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and Vanguard S&P 500 ETF (VOO). 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.LVOODifference
Sharpe ratioReturn per unit of total volatility
2.13
2.39

-0.26

Sortino ratioReturn per unit of downside risk
3.03
3.25

-0.22

Omega ratioGain probability vs. loss probability

1.36

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

3.74

3.16

+0.58

Martin ratioReturn relative to average drawdown

12.22

14.73

-2.51

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. VOO - Sharpe Ratio Comparison

The current RTYS.L Sharpe Ratio is 2.13, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of RTYS.L and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

RTYS.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.39

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.83

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.87

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.89

-0.34

Drawdowns

RTYS.L vs. VOO - Drawdown Comparison

The maximum RTYS.L drawdown since its inception was -42.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTYS.L and VOO.

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Drawdown Indicators

RTYS.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-33.99%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-8.90%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-18.69%

-10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-24.52%

-7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.15%

-33.99%

-8.16%

Current Drawdown

Current decline from peak

-1.24%

-0.70%

-0.54%

Average Drawdown

Average peak-to-trough decline

-9.15%

-3.69%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

1.91%

+1.33%

Volatility

RTYS.L vs. VOO - Volatility Comparison

Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 6.29% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RTYS.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

2.84%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

8.90%

+4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

11.80%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

16.81%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.16%

18.01%

+4.15%

RTYS.L vs. VOO - Expense Ratio Comparison

RTYS.L has a 0.25% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison

RTYS.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.

PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF		1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

RTYS.L and VOO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.25% for RTYS.L.

RTYS.L is categorized as Small Cap Blend Equities, while VOO is S&P 500. RTYS.L tracks Russell 2000 TR USD, while VOO tracks S&P 500 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.25% for RTYS.L and 0.03% for VOO.

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