S&P 500 or Russell 2000? Comparison, Returns & Historical Performance

The two indices share 0.0 % of their weight across 0 companies, and their daily returns correlate at 0.85. Small overlap and limited co-movement: these are two genuinely different building blocks.

Side by side

S&P 500 or Russell 2000? Comparison, Returns & Historical Performance
S&P 500Russell 2000
Holdings covered4743
Volatility16.6 %21.5 %
Max drawdown-19.0 %-27.9 %
Cheapest ETF we coverSPYL · 0.03 %–

Overlap and shared positions are computed from the holdings of one representative ETF each (SXR8 and XRS2); of those we could attribute 97.4 % and 0.1 % of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 550 shared trading days.

Data note 1

Data note 2

The largest single holdings

S&P 500

To the index page S&P 500

Russell 2000

  • Twist Bioscience 0.36 %
  • Moog Inc. Class A 0.35 %
  • Hut Corp. 0.34 %
  • Jfrog 0.34 %
  • Umb Financial 0.33 %
  • Viasat Inc. 0.32 %
  • Glaukos 0.31 %
  • Brightspring Health Services Inc. 0.31 %
  • Cytokinetics 0.30 %
  • 10X Genomics Class A 0.30 %

To the index page Russell 2000

More comparisons with these indices

More comparisons with these indices
ComparisonOverlap
S&P 500 vs MSCI USA94 %
MSCI World vs S&P 50069 %
S&P 500 vs Nasdaq 10054 %
S&P 500 vs S&P 500 Informationstechnologie38 %
S&P 500 vs Dow Jones29 %
S&P 500 vs Euro STOXX 500 %
S&P 500 vs MSCI Emerging Markets0 %
S&P 500 vs MSCI World ex USA0 %
S&P 500 vs STOXX Europe 6000 %

In the Alysly network

How S&P 500 connects to ETFs, indices and neighbouring names — every link is a measured relation, not a recommendation.

View the full network