TER
0.30% p.a.
Distribution policy
Accumulating
Replication
Sampling
Fund size
158 m
Holdings
1,035
Overview
Description
The L&G Russell 2000 US Small Cap Quality UCITS ETF seeks to track the Russell 2000 0.4 Quality Target Exposure Factor index. The Russell 2000 0.4 Quality Target Exposure Factor index tracks US small cap stocks. Companies with a high quality factor are given a higher weighting in the index.
Documents
Chart
Basics
Data
| Index | Russell 2000 0.4 Quality Target Exposure Factor |
| Investment focus | Equity, United States, Small Cap |
| Fund size | GBP 158 m |
| Total expense ratio | 0.30% p.a. |
| Replication | Physical (Optimized sampling) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 20.11% |
| Inception/ Listing Date | 15 September 2008 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Ireland |
| Fund Provider | Legal & General (LGIM) |
| Fund Structure | Open-ended Investment Company (OEIC) |
| UCITS compliance | Yes |
| Administrator | BNY Mellon Fund Services (Ireland) Designated Activity Company |
| Investment Advisor | Legal & General Investment Management Limited |
| Custodian Bank | BNY Mellon Trust Company (Ireland) Limited |
| Revision Company | EY |
| Fiscal Year End | 30 June |
| Swiss representative | State Street |
| Swiss paying agent | State Street Bank International GmbH, München, Zweigniederlassung Zürich |
| Germany | 30% tax rebate |
| Switzerland | ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | Merrill Lynch International |
| Collateral manager | BNY Mellon Fund Services (Ireland) Limited |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the L&G Russell 2000 US Small Cap Quality UCITS ETF.
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How do you like our ETF profile? Here you'll find our Questionnaire.
Holdings
Below you find information about the composition of the L&G Russell 2000 US Small Cap Quality UCITS ETF.
Top 10 Holdings
Weight of top 10 holdings
out of 1,035
6.00%
| Hamilton Lane | 0.77% |
| Alkermes | 0.67% |
| Marathon Digital Holdings | 0.66% |
| Essent Group | 0.60% |
| Lantheus Holdings, Inc. | 0.59% |
| Fabrinet | 0.59% |
| Ensign Group | 0.57% |
| Abercrombie & Fitch | 0.53% |
| FTAI Aviation | 0.51% |
| Hims & Hers Health | 0.51% |
Countries
| United States | 88.98% |
| Bermuda | 1.97% |
| Other | 9.05% |
Sectors
| Health Care | 16.93% |
| Financials | 15.57% |
| Industrials | 14.77% |
| Technology | 14.57% |
| Other | 38.16% |
As of 27/09/2024
Performance
Returns overview
| YTD | +15.16% |
| 1 month | +4.48% |
| 3 months | +11.03% |
| 6 months | +10.94% |
| 1 year | +25.44% |
| 3 years | +13.31% |
| 5 years | +68.27% |
| Since inception (MAX) | +459.00% |
| 2023 | +11.63% |
| 2022 | -8.74% |
| 2021 | +21.06% |
| 2020 | +15.48% |
Monthly returns in a heat map
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 20.11% |
| Volatility 3 years | 22.91% |
| Volatility 5 years | 27.18% |
| Return per risk 1 year | 1.26 |
| Return per risk 3 years | 0.19 |
| Return per risk 5 years | 0.40 |
| Maximum drawdown 1 year | -9.34% |
| Maximum drawdown 3 years | -20.64% |
| Maximum drawdown 5 years | -36.51% |
| Maximum drawdown since inception | -40.77% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| gettex | EUR | ETLZ | - - | - - | - |
| Bolsa Mexicana de Valores | MXN | - | RTWO MM NA | RTWO.MX NA | Flow Traders B.V. |
| Borsa Italiana | EUR | RTWO | RTWO IM RTWOEUIV | RTWO.MI .INRTW | Flow Traders B.V. |
| Euronext Amsterdam | EUR | RTWO | RTWO NA RTWOEUIV | RTWO.AS .INRTW | Flow Traders B.V. |
| London Stock Exchange | GBX | RTWP | RTWP LN NA | RTWP.L NA | Flow Traders B.V. |
| London Stock Exchange | USD | RTWO | RTWO LN NA | RTWO.L NA | Flow Traders B.V. |
| London Stock Exchange | GBP | - | RTWP LN NA | RTWP.L NA | Flow Traders B.V. |
| SIX Swiss Exchange | USD | RTWO | RTWO SW | RTWO.S | Flow Traders B.V. |
| XETRA | EUR | ETLZ | ETLZ GY RTWOEUIV | ETLZ.DE .INRTW | Flow Traders B.V. |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| SPDR Russell 2000 US Small Cap UCITS ETF | 4,042 | 0.30% p.a. | Accumulating | Sampling |
| iShares S&P SmallCap 600 UCITS ETF | 2,647 | 0.30% p.a. | Distributing | Sampling |
| iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 2,072 | 0.43% p.a. | Accumulating | Sampling |
| Xtrackers Russell 2000 UCITS ETF 1C | 1,828 | 0.30% p.a. | Accumulating | Full replication |
| SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 531 | 0.30% p.a. | Accumulating | Sampling |
Frequently asked questions
What is the name of RTWO?
The name of RTWO is L&G Russell 2000 US Small Cap Quality UCITS ETF.
What is the ticker of L&G Russell 2000 US Small Cap Quality UCITS ETF?
The primary ticker of L&G Russell 2000 US Small Cap Quality UCITS ETF is RTWO.
What is the ISIN of L&G Russell 2000 US Small Cap Quality UCITS ETF?
The ISIN of L&G Russell 2000 US Small Cap Quality UCITS ETF is IE00B3CNHJ55.
What are the costs of L&G Russell 2000 US Small Cap Quality UCITS ETF?
The total expense ratio (TER) of L&G Russell 2000 US Small Cap Quality UCITS ETF amounts to 0.30% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.
Is L&G Russell 2000 US Small Cap Quality UCITS ETF paying dividends?
L&G Russell 2000 US Small Cap Quality UCITS ETF is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.
What's the fund size of L&G Russell 2000 US Small Cap Quality UCITS ETF?
The fund size of L&G Russell 2000 US Small Cap Quality UCITS ETF is 158m GBP. See the following article for more information about the size of ETFs.
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.