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RUSC vs. RINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RUSC vs. RINT - 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 International Developed Equity ETF (RINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RUSC achieves a 20.77% return, which is significantly higher than RINT's 11.32% return.


RUSC

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

RINT

1D
-0.41%
1M
1.64%
6M
6.58%
YTD
11.32%
1Y
24.87%
3Y*
5Y*
10Y*
ALL TIME*
23.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$663.68K$551.61K$523.28K
$288.67K$289.35K$509.97K

RUSC vs. RINT - Yearly Performance Comparison


Correlation

The correlation between RUSC and RINT is 0.74, 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.

0.74

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.71

The correlation between RUSC and RINT has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

RUSC vs. RINT — Risk / Return Rank

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

RUSC
RUSC Risk / Return Rank: 8484
Overall Rank
RUSC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RUSC Sortino Ratio Rank: 8383
Sortino Ratio Rank
RUSC Omega Ratio Rank: 7878
Omega Ratio Rank
RUSC Calmar Ratio Rank: 9090
Calmar Ratio Rank
RUSC Martin Ratio Rank: 8888
Martin Ratio Rank

RINT
RINT Risk / Return Rank: 6565
Overall Rank
RINT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 6868
Sortino Ratio Rank
RINT Omega Ratio Rank: 6868
Omega Ratio Rank
RINT Calmar Ratio Rank: 5858
Calmar Ratio Rank
RINT Martin Ratio Rank: 6464
Martin Ratio Rank
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. RINT - 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 International Developed Equity ETF (RINT). 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.


RUSCRINTDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.80

2.06

+1.74

Martin ratioReturn relative to average drawdown

13.21

7.81

+5.40

RUSC vs. RINT - Sharpe Ratio Comparison

The current RUSC Sharpe Ratio is 1.89, which is comparable to the RINT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of RUSC and RINT, 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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Drawdowns

RUSC vs. RINT - Drawdown Comparison

The maximum RUSC drawdown since its inception was -9.18%, smaller than the maximum RINT drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for RUSC and RINT.


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Drawdown Indicators


RUSCRINTDifference

Max Drawdown

Largest peak-to-trough decline

-9.18%

-11.91%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-11.91%

+2.73%

Current Drawdown

Current decline from peak

-3.74%

-0.41%

-3.33%

Average Drawdown

Average peak-to-trough decline

-1.74%

-1.74%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.13%

-0.49%

Volatility

RUSC vs. RINT - Volatility Comparison

The current volatility for U.S. Small Cap Equity Active ETF (RUSC) is 4.10%, while Russell Investments International Developed Equity ETF (RINT) has a volatility of 4.58%. This indicates that RUSC experiences smaller price fluctuations and is considered to be less risky than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RUSCRINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.58%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.57%

13.47%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

15.46%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

14.90%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

14.90%

+3.06%

RUSC vs. RINT - Expense Ratio Comparison

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


Dividends

RUSC vs. RINT - Dividend Comparison

RUSC's dividend yield for the trailing twelve months is around 0.32%, less than RINT's 0.80% yield.


Frequently Asked Questions


RUSC and RINT have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.58%) compared to RUSC (4.10%). In terms of maximum drawdown, RUSC dropped -9.18% vs RINT's -11.91%.

On 1-year performance, RUSC leads with 37.10% vs 24.87% for RINT. On fees, RINT is cheaper at 0.49% per year. 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.

Over the 1-year period, RUSC has performed better with a 37.10% return vs 24.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RINT has the higher dividend yield at 0.80%, compared with 0.32% for RUSC.

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

RUSC currently has the higher Sharpe Ratio (1.89 vs 1.59), 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.

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