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ANXG.L vs. RUSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANXG.L vs. RUSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ANXG.L is traded in GBp, while RUSG.L is traded in USD. To make them comparable, the RUSG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


ANXG.L

1D
-0.64%
1M
9.65%
YTD
19.88%
6M
18.47%
1Y
41.85%
3Y*
24.84%
5Y*
19.03%
10Y*
22.61%

RUSG.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANXG.L vs. RUSG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANXG.L
Amundi Nasdaq-100 UCITS USD
19.88%11.70%28.70%48.00%-25.42%29.85%43.37%34.20%4.47%20.19%
RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
0.00%0.00%23.38%36.12%-22.36%30.68%34.09%30.13%3.11%19.04%

Correlation

The correlation between ANXG.L and RUSG.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.78

The correlation between ANXG.L and RUSG.L shifts across timeframes, from 0.42 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

ANXG.L vs. RUSG.L - Sectors Allocation Comparison


Sectors
ANXG.L
RUSG.L

Technology

53.7%
49.3%

Communication Services

15.8%
14.0%

Consumer Cyclical

12.2%
14.8%

Consumer Defensive

7.7%
3.5%

Healthcare

4.2%
6.5%

Industrials

3.1%
3.5%

Utilities

1.4%
0.3%

Basic Materials

1.1%
0.6%

Energy

0.6%
0.4%

Financial Services

0.2%
6.7%

Real Estate

0.1%
0.5%

Technology

ANXG.L
53.7%
RUSG.L
49.3%

Communication Services

ANXG.L
15.8%
RUSG.L
14.0%

Consumer Cyclical

ANXG.L
12.2%
RUSG.L
14.8%

Consumer Defensive

ANXG.L
7.7%
RUSG.L
3.5%

Healthcare

ANXG.L
4.2%
RUSG.L
6.5%

Industrials

ANXG.L
3.1%
RUSG.L
3.5%

Utilities

ANXG.L
1.4%
RUSG.L
0.3%

Basic Materials

ANXG.L
1.1%
RUSG.L
0.6%

Energy

ANXG.L
0.6%
RUSG.L
0.4%

Financial Services

ANXG.L
0.2%
RUSG.L
6.7%

Real Estate

ANXG.L
0.1%
RUSG.L
0.5%

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Return for Risk

ANXG.L vs. RUSG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANXG.L
ANXG.L Risk / Return Rank: 7878
Overall Rank
ANXG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 8282
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 6262
Martin Ratio Rank

RUSG.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANXG.L vs. RUSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L). 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.


ANXG.LRUSG.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.75

Martin ratioReturn relative to average drawdown

10.95

ANXG.L vs. RUSG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ANXG.LRUSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

Drawdowns

ANXG.L vs. RUSG.L - Drawdown Comparison


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Drawdown Indicators


ANXG.LRUSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.69%

Current Drawdown

Current decline from peak

-0.64%

Average Drawdown

Average peak-to-trough decline

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

Volatility

ANXG.L vs. RUSG.L - Volatility Comparison


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Volatility by Period


ANXG.LRUSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

ANXG.L vs. RUSG.L - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than RUSG.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ANXG.L vs. RUSG.L - Dividend Comparison

Neither ANXG.L nor RUSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ANXG.L and RUSG.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.19% for RUSG.L.

ANXG.L is categorized as Nasdaq-100, while RUSG.L is Large Cap Growth Equities. ANXG.L tracks NASDAQ-100 Index, while RUSG.L tracks Russell 1000 Growth Net Index. Their fees differ too: 0.13% for ANXG.L and 0.19% for RUSG.L.

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