Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) Sharpe Ratio

Sharpe ratio is not yet available for RUSG.L. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Lyxor Russell 1000 Growth UCITS ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how RUSG.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

Symbol	Name	1Y Sharpe Ratio
IUMF.L	iShares Edge MSCI USA Momentum Factor UCITS ETF	2.26
SWRD.L	SPDR MSCI World UCITS ETF	2.20
IUMO.L	iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc	2.02
IUMD.L	iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)	2.02
R1GB.L	iShares Russell 1000 Growth UCITS ETF USD Acc	1.82
FPX.L	First Trust US IPO Index UCITS ETF	1.72
RUSG.L	Lyxor Russell 1000 Growth UCITS ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows RUSG.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RUSG.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does RUSG.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio