EQSG.L vs. R1GB.L
EQSG.L (Invesco Nasdaq-100 Swap UCITS ETF Acc) and R1GB.L (iShares Russell 1000 Growth UCITS ETF USD Acc) are both exchange-traded funds - EQSG.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD, while R1GB.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index. Both are passively managed. Over the past year, EQSG.L returned 41.07% vs 25.79% for R1GB.L. Their correlation of 0.93 suggests significant overlap in exposure. EQSG.L charges 0.20%/yr vs 0.18%/yr for R1GB.L.
Performance
EQSG.L vs. R1GB.L - Performance Comparison
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Different Trading Currencies
EQSG.L is traded in GBp, while R1GB.L is traded in GBP. To make them comparable, the R1GB.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EQSG.L achieves a 19.91% return, which is significantly higher than R1GB.L's 6.65% return.
EQSG.L
- 1D
- -0.75%
- 1M
- 8.13%
- YTD
- 19.91%
- 6M
- 17.66%
- 1Y
- 41.07%
- 3Y*
- 24.92%
- 5Y*
- 19.08%
- 10Y*
- —
R1GB.L
- 1D
- -0.19%
- 1M
- 5.14%
- YTD
- 6.65%
- 6M
- 5.28%
- 1Y
- 25.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQSG.L vs. R1GB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 19.91% | 11.73% | 6.94% |
R1GB.L iShares Russell 1000 Growth UCITS ETF USD Acc | 6.65% | 9.47% | -13.92% |
Correlation
The correlation between EQSG.L and R1GB.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2024 | 0.93 |
The correlation between EQSG.L and R1GB.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
EQSG.L vs. R1GB.L — Risk / Return Rank
EQSG.L
R1GB.L
EQSG.L vs. R1GB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.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.
| EQSG.L | R1GB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.32 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.68 | -0.32 |
| Martin ratioReturn relative to average drawdown | 2.21 | 4.64 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQSG.L | R1GB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.82 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.01 | +0.54 |
Drawdowns
EQSG.L vs. R1GB.L - Drawdown Comparison
The maximum EQSG.L drawdown since its inception was -31.87%, roughly equal to the maximum R1GB.L drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for EQSG.L and R1GB.L.
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Drawdown Indicators
| EQSG.L | R1GB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.87% | -33.43% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -30.73% | -15.75% | -14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -31.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.87% | — | — |
Current DrawdownCurrent decline from peak | -10.55% | -1.23% | -9.32% |
Average DrawdownAverage peak-to-trough decline | -13.16% | -15.36% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.86% | 5.70% | +13.16% |
Volatility
EQSG.L vs. R1GB.L - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) has a higher volatility of 4.19% compared to iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) at 3.68%. This indicates that EQSG.L's price experiences larger fluctuations and is considered to be riskier than R1GB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQSG.L | R1GB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 3.68% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.12% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.57% | 14.51% | +30.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 24.56% | +10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.99% | 24.56% | +10.43% |
EQSG.L vs. R1GB.L - Expense Ratio Comparison
EQSG.L has a 0.20% expense ratio, which is higher than R1GB.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EQSG.L vs. R1GB.L - Dividend Comparison
Neither EQSG.L nor R1GB.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, EQSG.L and R1GB.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, R1GB.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1GB.L is cheaper with a 0.18% expense ratio, compared with 0.20% for EQSG.L.
EQSG.L is categorized as Nasdaq-100, while R1GB.L is Large Cap Growth Equities. EQSG.L tracks Russell 1000 Growth TR USD, while R1GB.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for EQSG.L and 0.18% for R1GB.L.
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