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Lyxor Russell 1000 Growth UCITS ETF (RUSG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0011119171
IssuerAmundi
Inception DateOct 27, 2011
CategoryLarge Cap Growth Equities
Leveraged1x
Index TrackedRussell 1000 Growth Net Index
DomicileFrance
Distribution PolicyAccumulating
Home Pagewww.amundietf.co.uk
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

RUSG.L has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for RUSG.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: RUSG.L vs. RLVSX, RUSG.L vs. SMGB.L, RUSG.L vs. TRLGX, RUSG.L vs. VONG, RUSG.L vs. IVV, RUSG.L vs. SPY, RUSG.L vs. DODGX, RUSG.L vs. IWF, RUSG.L vs. JPM, RUSG.L vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lyxor Russell 1000 Growth UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
12.44%
6.71%
RUSG.L (Lyxor Russell 1000 Growth UCITS ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A25.70%
1 monthN/A3.51%
6 monthsN/A14.80%
1 yearN/A37.91%
5 years (annualized)N/A14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of RUSG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.68%5.39%2.14%-2.95%3.33%8.82%24.09%
20237.63%0.26%5.56%0.72%5.29%6.17%3.69%-0.43%-5.22%-2.59%11.20%5.39%43.28%
2022-10.77%-2.85%5.15%-11.21%-5.34%-7.52%10.49%-2.64%-8.06%3.50%0.23%-4.30%-30.45%
20210.06%-0.43%1.76%6.71%-1.22%5.96%3.15%3.75%-4.84%7.09%1.54%3.01%29.15%
20202.83%-4.49%-10.39%11.98%5.98%4.31%7.90%10.34%-3.38%-3.60%8.57%5.31%38.14%
20198.84%3.59%2.50%4.08%-5.28%6.37%3.54%-2.61%0.25%2.77%4.48%2.84%35.28%
20186.21%-1.77%-4.12%1.78%3.78%1.29%2.63%4.83%0.82%-8.60%-0.44%-7.86%-2.66%
20172.13%4.87%0.98%2.06%2.46%-0.05%2.71%1.45%1.42%4.06%2.65%2.12%30.31%
2016-8.16%1.18%7.08%-1.57%2.16%-0.93%5.29%-0.49%0.61%-2.29%2.53%1.55%6.30%
2015-1.71%6.17%-0.64%0.61%0.45%-2.22%4.24%-6.05%-3.41%9.63%0.02%-0.31%5.98%
2014-1.72%3.85%-0.75%1.73%3.59%-0.46%6.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of RUSG.L is 95, placing it in the top 5% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of RUSG.L is 9595
Combined Rank
The Sharpe Ratio Rank of RUSG.L is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of RUSG.L is 9595Sortino Ratio Rank
The Omega Ratio Rank of RUSG.L is 9595Omega Ratio Rank
The Calmar Ratio Rank of RUSG.L is 9494Calmar Ratio Rank
The Martin Ratio Rank of RUSG.L is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RUSG.L
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Lyxor Russell 1000 Growth UCITS ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio2.002.202.402.60May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
2.67
2.37
RUSG.L (Lyxor Russell 1000 Growth UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Russell 1000 Growth UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 0700
RUSG.L (Lyxor Russell 1000 Growth UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Russell 1000 Growth UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor Russell 1000 Growth UCITS ETF was 44.58%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.58%Feb 20, 202020Mar 18, 202055Jun 9, 202075
-32.25%Nov 22, 2021223Oct 13, 2022318Jan 18, 2024541
-21.09%Oct 4, 201858Dec 24, 201881Apr 23, 2019139
-14.73%Jul 21, 2015142Feb 11, 2016102Jul 8, 2016244
-10.64%Sep 3, 202013Sep 21, 202016Oct 13, 202029

Volatility

Volatility Chart

The current Lyxor Russell 1000 Growth UCITS ETF volatility is 3.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
3.18%
1.57%
RUSG.L (Lyxor Russell 1000 Growth UCITS ETF)
Benchmark (^GSPC)