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

Performance

R1GB.L vs. VONE - 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 Vanguard Russell 1000 ETF (VONE). The values are adjusted to include any dividend payments, if applicable.

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R1GB.L vs. VONE - Yearly Performance Comparison


2026 (YTD)20252024
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
-8.60%9.47%-13.92%
VONE
Vanguard Russell 1000 ETF
-1.95%8.86%9.53%
Different Trading Currencies

R1GB.L is traded in GBP, while VONE is traded in USD. To make them comparable, the VONE 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 -8.60% return, which is significantly lower than VONE's -1.95% return.


R1GB.L

1D
2.06%
1M
-3.53%
YTD
-8.60%
6M
-6.92%
1Y
15.42%
3Y*
5Y*
10Y*

VONE

1D
0.48%
1M
-3.27%
YTD
-1.95%
6M
0.11%
1Y
14.96%
3Y*
15.55%
5Y*
12.10%
10Y*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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R1GB.L vs. VONE - Expense Ratio Comparison

R1GB.L has a 0.18% expense ratio, which is higher than VONE's 0.08% 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%.


Return for Risk

R1GB.L vs. VONE — 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: 3636
Overall Rank
R1GB.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 3737
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 2929
Martin Ratio Rank

VONE
VONE Risk / Return Rank: 5959
Overall Rank
VONE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONE Omega Ratio Rank: 5858
Omega Ratio Rank
VONE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VONE Martin Ratio Rank: 6868
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. VONE - 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 Vanguard Russell 1000 ETF (VONE). 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.


R1GB.LVONEDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.81

0.00

Sortino ratio

Return per unit of downside risk

1.25

1.23

+0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.96

1.33

-0.37

Martin ratio

Return relative to average drawdown

2.86

5.46

-2.60

R1GB.L vs. VONE - Sharpe Ratio Comparison

The current R1GB.L Sharpe Ratio is 0.81, which is comparable to the VONE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of R1GB.L and VONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


R1GB.LVONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.81

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.87

-1.20

Correlation

The correlation between R1GB.L and VONE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

R1GB.L vs. VONE - Dividend Comparison

R1GB.L has not paid dividends to shareholders, while VONE's dividend yield for the trailing twelve months is around 1.14%.


TTM20252024202320222021202020192018201720162015
R1GB.L
iShares Russell 1000 Growth 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%
VONE
Vanguard Russell 1000 ETF
1.14%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%

Drawdowns

R1GB.L vs. VONE - Drawdown Comparison

The maximum R1GB.L drawdown since its inception was -33.43%, which is greater than VONE's maximum drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for R1GB.L and VONE.


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Drawdown Indicators


R1GB.LVONEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-34.66%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-12.11%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-14.18%

-5.50%

-8.68%

Average Drawdown

Average peak-to-trough decline

-16.33%

-3.94%

-12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

2.57%

+2.71%

Volatility

R1GB.L vs. VONE - Volatility Comparison

iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and Vanguard Russell 1000 ETF (VONE) have volatilities of 4.59% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R1GB.LVONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

4.58%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

9.53%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

18.61%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.30%

16.03%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

18.30%

+7.00%