PRUS.L vs. R1VL.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) are both Large Cap Value Equities funds - PRUS.L tracks the RAFI Fundamental US Index (USD) while R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Both are passively managed. Over the past 3 years, PRUS.L returned 19.04%/yr vs 17.50%/yr for R1VL.L. With a 0.96 correlation, they move nearly in lockstep. PRUS.L charges 0.39%/yr vs 0.18%/yr for R1VL.L.
Performance
PRUS.L vs. R1VL.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRUS.L achieves a 16.68% return, which is significantly lower than R1VL.L's 18.22% return.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
R1VL.L
- 1D
- -0.17%
- 1M
- 2.12%
- 6M
- 14.29%
- YTD
- 18.22%
- 1Y
- 29.25%
- 3Y*
- 17.50%
- 5Y*
- —
- 10Y*
- —
PRUS.L vs. R1VL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 10.05% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.22% | 16.01% | 13.45% | 6.43% |
Correlation
The correlation between PRUS.L and R1VL.L is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.96 |
The correlation between PRUS.L and R1VL.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
PRUS.L vs. R1VL.L — Risk / Return Rank
PRUS.L
R1VL.L
PRUS.L vs. R1VL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRUS.L | R1VL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.51 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 5.04 | -0.18 |
| Martin ratioReturn relative to average drawdown | 18.47 | 18.84 | -0.36 |
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Drawdowns
PRUS.L vs. R1VL.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, which is greater than R1VL.L's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for PRUS.L and R1VL.L.
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Drawdown Indicators
| PRUS.L | R1VL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -16.43% | -40.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -5.78% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -16.43% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.17% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -2.35% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.55% | +0.03% |
Volatility
PRUS.L vs. R1VL.L - Volatility Comparison
The current volatility for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) is 1.77%, while iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) has a volatility of 2.54%. This indicates that PRUS.L experiences smaller price fluctuations and is considered to be less risky than R1VL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUS.L | R1VL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.54% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.93% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 10.48% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 12.60% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 12.60% | +3.58% |
PRUS.L vs. R1VL.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than R1VL.L's 0.18% expense ratio.
Dividends
PRUS.L vs. R1VL.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, while R1VL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, PRUS.L and R1VL.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, R1VL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1VL.L is cheaper with a 0.18% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L tracks RAFI Fundamental US Index (USD), while R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PRUS.L and 0.18% for R1VL.L.
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