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R1GB.L vs. FDNI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

R1GB.L vs. FDNI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) (FDNI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

R1GB.L is traded in GBP, while FDNI.L is traded in GBp. To make them comparable, the FDNI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, R1GB.L achieves a 2.35% return, which is significantly higher than FDNI.L's -19.25% return.


R1GB.L

1D
0.00%
1M
-1.51%
6M
2.88%
YTD
2.35%
1Y
12.02%
3Y*
5Y*
10Y*

FDNI.L

1D
-0.07%
1M
3.36%
6M
-20.02%
YTD
-19.25%
1Y
-17.95%
3Y*
4.08%
5Y*
-8.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

R1GB.L vs. FDNI.L - Yearly Performance Comparison


Correlation

The correlation between R1GB.L and FDNI.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2024

0.47

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Return for Risk

R1GB.L vs. FDNI.L — Risk / Return Rank

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

R1GB.L
R1GB.L Risk / Return Rank: 2424
Overall Rank
R1GB.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 2525
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 2222
Martin Ratio Rank

FDNI.L
FDNI.L Risk / Return Rank: 55
Overall Rank
FDNI.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FDNI.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDNI.L Omega Ratio Rank: 44
Omega Ratio Rank
FDNI.L Calmar Ratio Rank: 66
Calmar Ratio Rank
FDNI.L Martin Ratio Rank: 66
Martin Ratio Rank
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.

R1GB.L vs. FDNI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) (FDNI.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.


R1GB.LFDNI.LDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.14

0.89

+0.25

Calmar ratioReturn relative to maximum drawdown

0.77

-0.46

+1.23

Martin ratioReturn relative to average drawdown

2.05

-0.81

+2.86

R1GB.L vs. FDNI.L - Sharpe Ratio Comparison

The current R1GB.L Sharpe Ratio is 0.76, which is higher than the FDNI.L Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of R1GB.L and FDNI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

R1GB.L vs. FDNI.L - Drawdown Comparison

The maximum R1GB.L drawdown since its inception was -33.43%, smaller than the maximum FDNI.L drawdown of -64.63%. Use the drawdown chart below to compare losses from any high point for R1GB.L and FDNI.L.


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Drawdown Indicators


R1GB.LFDNI.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-64.63%

+31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-35.98%

+20.23%

Max Drawdown (3Y)

Largest decline over 3 years

-35.98%

Max Drawdown (5Y)

Largest decline over 5 years

-56.60%

Current Drawdown

Current decline from peak

-5.21%

-47.95%

+42.74%

Average Drawdown

Average peak-to-trough decline

-14.68%

-27.64%

+12.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

20.58%

-14.71%

Volatility

R1GB.L vs. FDNI.L - Volatility Comparison

iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) has a higher volatility of 6.08% compared to First Trust Dow Jones International Internet UCITS ETF Class A USD (Acc) (FDNI.L) at 5.46%. This indicates that R1GB.L's price experiences larger fluctuations and is considered to be riskier than FDNI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R1GB.LFDNI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.46%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

17.15%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

21.67%

-5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.38%

33.25%

-8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

2,375.51%

-2,351.13%

R1GB.L vs. FDNI.L - Expense Ratio Comparison

R1GB.L has a 0.18% expense ratio, which is lower than FDNI.L's 0.65% expense ratio.


Dividends

R1GB.L vs. FDNI.L - Dividend Comparison

Neither R1GB.L nor FDNI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


R1GB.L and FDNI.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.65% for FDNI.L.

R1GB.L is categorized as Large Cap Growth Equities, while FDNI.L is Technology Equities. R1GB.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while FDNI.L tracks Dow Jones International Internet Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.18% for R1GB.L and 0.65% for FDNI.L.

Portfolio Optimizer

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