RUSC vs. RGLO

Last updated Aug 1, 2026

RUSC (U.S. Small Cap Equity Active ETF) and RGLO (Russell Investments Global Equity ETF) are both exchange-traded funds - RUSC is a Small Cap Blend Equities fund actively managed by Russell, while RGLO is a Global Equities fund actively managed by Russell. Both are actively managed. Over the past year, RUSC returned 37.10% vs 25.52% for RGLO. Their 0.74 correlation means they have sometimes moved together and sometimes differently. RUSC charges 0.64%/yr vs 0.49%/yr for RGLO.

Performance

RUSC vs. RGLO - 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 Global Equity ETF (RGLO). 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 RGLO's 11.23% return.

RUSC

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

RGLO

• 1D: 0.82%
• 1M: 1.83%
• 6M: 8.10%
• YTD: 11.23%
• 1Y: 25.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 26.15%

*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)
RGLO Russell Investments Global Equity ETF	$807.21K	$816.28K	$983.08K
RUSC U.S. Small Cap Equity Active ETF	$288.67K	$289.35K	$509.97K

RUSC vs. RGLO - Yearly Performance Comparison

	2026 (YTD)	2025
RUSC U.S. Small Cap Equity Active ETF	20.77%	18.73%
RGLO Russell Investments Global Equity ETF	11.23%	17.96%

Correlation

The correlation between RUSC and RGLO is 0.75, 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.	0.75
Correlation (All Time) Calculated using the full available price history since May 30, 2025	0.74

The correlation between RUSC and RGLO has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

Return for Risk

RUSC vs. RGLO — 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

RGLO

RGLO Risk / Return Rank: 76
RGLO Sharpe Ratio Rank: 77
RGLO Sortino Ratio Rank: 76
RGLO Omega Ratio Rank: 76
RGLO Calmar Ratio Rank: 70
RGLO Martin Ratio Rank: 81

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. RGLO - 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 Global Equity ETF (RGLO). 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	RGLO	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.76	+0.13
Sortino ratio: Return per unit of downside risk	2.73	2.48	+0.24
Omega ratio: Gain probability vs. loss probability	1.33	1.32	+0.01
Calmar ratio: Return relative to maximum drawdown	3.80	2.49	+1.31
Martin ratio: Return relative to average drawdown	13.21	10.73	+2.48

RUSC vs. RGLO - Sharpe Ratio Comparison

The current RUSC Sharpe Ratio is 1.89, which is comparable to the RGLO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of RUSC and RGLO, 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. RGLO - Drawdown Comparison

The maximum RUSC drawdown since its inception was -9.18%, roughly equal to the maximum RGLO drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for RUSC and RGLO.

Drawdown Indicators

	RUSC	RGLO	Difference
Max Drawdown Largest peak-to-trough decline	-9.18%	-9.61%	+0.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-9.61%	+0.43%
Current Drawdown Current decline from peak	-3.74%	-0.10%	-3.64%
Average Drawdown Average peak-to-trough decline	-1.74%	-1.22%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.23%	+0.41%

Volatility

RUSC vs. RGLO - Volatility Comparison

U.S. Small Cap Equity Active ETF (RUSC) and Russell Investments Global Equity ETF (RGLO) have volatilities of 4.10% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUSC	RGLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	4.12%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	10.94%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	13.59%	+4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.96%	13.08%	+4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	13.08%	+4.88%

RUSC vs. RGLO - Expense Ratio Comparison

RUSC has a 0.64% expense ratio, which is higher than RGLO's 0.49% expense ratio.

Dividends

RUSC vs. RGLO - Dividend Comparison

RUSC's dividend yield for the trailing twelve months is around 0.32%, less than RGLO's 0.57% yield.

Position	TTM	2025
RGLO Russell Investments Global Equity ETF	0.57%	0.63%
RUSC U.S. Small Cap Equity Active ETF	0.32%	0.38%

Frequently Asked Questions

Can I hold both RUSC and RGLO in my portfolio?

RUSC and RGLO have a correlation of 0.75, 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 RGLO?

RGLO has higher volatility (4.12%) compared to RUSC (4.10%). In terms of maximum drawdown, RUSC dropped -9.18% vs RGLO's -9.61%.

Which ETF is better, RUSC or RGLO?

On 1-year performance, RUSC leads with 37.10% vs 25.52% for RGLO. On fees, RGLO is cheaper at 0.49% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RUSC or RGLO?

Over the 1-year period, RUSC has performed better with a 37.10% return vs 25.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RUSC or RGLO?

RGLO is cheaper with a 0.49% expense ratio, compared with 0.64% for RUSC.

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

RGLO has the higher dividend yield at 0.57%, compared with 0.32% for RUSC.

What is the main difference between RUSC and RGLO?

RUSC is categorized as Small Cap Blend Equities, while RGLO is Global Equities. Their fees differ too: 0.64% for RUSC and 0.49% for RGLO.

Which has better risk-adjusted returns?

RUSC currently has the higher Sharpe Ratio (1.89 vs 1.76), 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.