IUMD.L vs. RUSG.L

Last updated Jun 5, 2026

IUMD.L (iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)) and RUSG.L (Lyxor Russell 1000 Growth UCITS ETF) are both exchange-traded funds - IUMD.L is a Momentum fund tracking the MSCI USA Momentum Index, while RUSG.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Net Index. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. IUMD.L charges 0.20%/yr vs 0.19%/yr for RUSG.L.

Performance

IUMD.L vs. RUSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IUMD.L

• 1D: -1.92%
• 1M: 11.97%
• YTD: 29.46%
• 6M: 29.72%
• 1Y: 39.40%
• 3Y*: 32.20%
• 5Y*: 14.09%
• 10Y*: —

RUSG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)	29.46%	17.13%	32.70%	9.78%	-18.13%	12.60%	29.52%	27.26%	-8.17%
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	24.09%	43.28%	-30.45%	29.15%	38.14%	35.28%	-5.97%

Correlation

The correlation between IUMD.L and RUSG.L is 0.71, 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	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018	0.71

The correlation between IUMD.L and RUSG.L shifts across timeframes, from 0.41 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

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

Sectors	IUMD.L	RUSG.L
Technology	42.9%	49.3%
Industrials	19.2%	3.5%
Healthcare	9.6%	6.5%
Financial Services	7.3%	6.7%
Communication Services	6.7%	14.0%
Consumer Cyclical	5.1%	14.8%
Energy	2.5%	0.4%
Consumer Defensive	2.2%	3.5%
Basic Materials	1.9%	0.6%
Utilities	1.5%	0.3%
Real Estate	1.1%	0.5%

Return for Risk

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

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

IUMD.L

IUMD.L Risk / Return Rank: 67
IUMD.L Sharpe Ratio Rank: 61
IUMD.L Sortino Ratio Rank: 65
IUMD.L Omega Ratio Rank: 60
IUMD.L Calmar Ratio Rank: 74
IUMD.L Martin Ratio Rank: 77

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.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.

	IUMD.L	RUSG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.02	—	—
Sortino ratio: Return per unit of downside risk	2.98	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.69	—	—
Martin ratio: Return relative to average drawdown	14.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IUMD.L	RUSG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	—	—

Drawdowns

Drawdown Indicators

	IUMD.L	RUSG.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.67%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.63%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.87%	—	—
Current Drawdown Current decline from peak	-1.92%	—	—
Average Drawdown Average peak-to-trough decline	-8.75%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	—	—

Volatility

Volatility by Period

	IUMD.L	RUSG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.62%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.47%	—	—

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

IUMD.L has a 0.20% expense ratio, which is higher than RUSG.L's 0.19% 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

IUMD.L vs. RUSG.L - Dividend Comparison

IUMD.L's dividend yield for the trailing twelve months is around 0.67%, while RUSG.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)	0.67%	0.87%	0.50%	1.14%	1.41%	0.40%	0.67%	1.13%	0.85%
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IUMD.L and RUSG.L in my portfolio?

IUMD.L and RUSG.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUMD.L or RUSG.L?

On fees, RUSG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IUMD.L or RUSG.L?

RUSG.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IUMD.L.

What is the main difference between IUMD.L and RUSG.L?

IUMD.L is categorized as Momentum, while RUSG.L is Large Cap Growth Equities. IUMD.L tracks MSCI USA Momentum Index, while RUSG.L tracks Russell 1000 Growth Net Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUMD.L and 0.19% for RUSG.L.