RUSC vs. REMG

Last updated Aug 1, 2026

RUSC (U.S. Small Cap Equity Active ETF) and REMG (Russell Investments Emerging Markets Equity ETF) are both exchange-traded funds - RUSC is a Small Cap Blend Equities fund actively managed by Russell, while REMG is a Emerging Markets Equities fund actively managed by Russell. Both are actively managed. Over the past year, RUSC returned 37.10% vs 38.10% for REMG. Their 0.64 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.64% expense ratio.

Performance

RUSC vs. REMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Equity Active ETF (RUSC) and Russell Investments Emerging Markets Equity ETF (REMG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RUSC achieves a 20.77% return, which is significantly higher than REMG's 18.73% return.

RUSC

• 1D: -0.21%
• 1M: -2.10%
• 6M: 14.71%
• YTD: 20.77%
• 1Y: 37.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 32.86%

REMG

• 1D: 0.52%
• 1M: -2.39%
• 6M: 9.08%
• YTD: 18.73%
• 1Y: 38.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 39.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
REMG Russell Investments Emerging Markets Equity ETF	$1.87M	$1.04M	$634.75K
RUSC U.S. Small Cap Equity Active ETF	$288.67K	$289.35K	$509.97K

RUSC vs. REMG - Yearly Performance Comparison

	2026 (YTD)	2025
RUSC U.S. Small Cap Equity Active ETF	20.77%	18.73%
REMG Russell Investments Emerging Markets Equity ETF	18.73%	24.03%

Correlation

The correlation between RUSC and REMG is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (All Time) Calculated using the full available price history since May 30, 2025	0.64

The correlation between RUSC and REMG has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.

Return for Risk

RUSC vs. REMG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RUSC

RUSC Risk / Return Rank: 84
RUSC Sharpe Ratio Rank: 81
RUSC Sortino Ratio Rank: 83
RUSC Omega Ratio Rank: 78
RUSC Calmar Ratio Rank: 90
RUSC Martin Ratio Rank: 88

REMG

REMG Risk / Return Rank: 66
REMG Sharpe Ratio Rank: 64
REMG Sortino Ratio Rank: 58
REMG Omega Ratio Rank: 65
REMG Calmar Ratio Rank: 74
REMG Martin Ratio Rank: 67

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RUSC vs. REMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Equity Active ETF (RUSC) and Russell Investments Emerging Markets Equity ETF (REMG). 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.

	RUSC	REMG	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.50	+0.39
Sortino ratio: Return per unit of downside risk	2.73	2.02	+0.70
Omega ratio: Gain probability vs. loss probability	1.33	1.28	+0.05
Calmar ratio: Return relative to maximum drawdown	3.80	2.61	+1.18
Martin ratio: Return relative to average drawdown	13.21	8.17	+5.04

RUSC vs. REMG - Sharpe Ratio Comparison

The current RUSC Sharpe Ratio is 1.89, which is comparable to the REMG Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of RUSC and REMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RUSC vs. REMG - Drawdown Comparison

The maximum RUSC drawdown since its inception was -9.18%, smaller than the maximum REMG drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for RUSC and REMG.

Drawdown Indicators

	RUSC	REMG	Difference
Max Drawdown Largest peak-to-trough decline	-9.18%	-14.13%	+4.95%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-14.13%	+4.95%
Current Drawdown Current decline from peak	-3.74%	-9.49%	+5.75%
Average Drawdown Average peak-to-trough decline	-1.74%	-2.58%	+0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	4.51%	-1.87%

Volatility

RUSC vs. REMG - Volatility Comparison

The current volatility for U.S. Small Cap Equity Active ETF (RUSC) is 4.10%, while Russell Investments Emerging Markets Equity ETF (REMG) has a volatility of 8.99%. This indicates that RUSC experiences smaller price fluctuations and is considered to be less risky than REMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUSC	REMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	8.99%	-4.89%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	22.40%	-8.83%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	24.69%	-6.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.96%	23.31%	-5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	23.31%	-5.35%

RUSC vs. REMG - Expense Ratio Comparison

Both RUSC and REMG have an expense ratio of 0.64%.

Dividends

RUSC vs. REMG - Dividend Comparison

RUSC's dividend yield for the trailing twelve months is around 0.32%, less than REMG's 1.16% yield.

Position	TTM	2025
REMG Russell Investments Emerging Markets Equity ETF	1.16%	1.37%
RUSC U.S. Small Cap Equity Active ETF	0.32%	0.38%

Frequently Asked Questions

Can I hold both RUSC and REMG in my portfolio?

RUSC and REMG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RUSC or REMG?

REMG has higher volatility (8.99%) compared to RUSC (4.10%). In terms of maximum drawdown, RUSC dropped -9.18% vs REMG's -14.13%.

Which ETF is better, RUSC or REMG?

On 1-year performance, REMG leads with 38.10% vs 37.10% for RUSC. Both ETFs have the same 0.64% expense ratio. On volatility, RUSC has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RUSC or REMG?

Over the 1-year period, REMG has performed better with a 38.10% return vs 37.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RUSC or REMG?

RUSC and REMG have the same expense ratio: 0.64% per year.

Which ETF pays a higher dividend yield, RUSC or REMG?

REMG has the higher dividend yield at 1.16%, compared with 0.32% for RUSC.

What is the main difference between RUSC and REMG?

RUSC is categorized as Small Cap Blend Equities, while REMG is Emerging Markets Equities.

Which has better risk-adjusted returns?

RUSC currently has the higher Sharpe Ratio (1.89 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.