R1GR.AS vs. SC0K.DE
R1GR.AS (iShares Russell 1000 Growth UCITS ETF) and SC0K.DE (Invesco Russell 2000 UCITS ETF) are both exchange-traded funds - R1GR.AS is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped index, while SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®. Both are passively managed. Over the past year, R1GR.AS returned 25.33% vs 40.93% for SC0K.DE. A 0.57 correlation means they provide meaningful diversification when combined. R1GR.AS charges 0.18%/yr vs 0.45%/yr for SC0K.DE.
Performance
R1GR.AS vs. SC0K.DE - Performance Comparison
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Different Trading Currencies
R1GR.AS is traded in USD, while SC0K.DE is traded in EUR. To make them comparable, the SC0K.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, R1GR.AS achieves a 6.45% return, which is significantly lower than SC0K.DE's 16.57% return.
R1GR.AS
- 1D
- -0.17%
- 1M
- 5.23%
- YTD
- 6.45%
- 6M
- 6.63%
- 1Y
- 25.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0K.DE
- 1D
- 1.08%
- 1M
- 3.40%
- YTD
- 16.57%
- 6M
- 16.56%
- 1Y
- 40.93%
- 3Y*
- 18.66%
- 5Y*
- 6.16%
- 10Y*
- 10.64%
R1GR.AS vs. SC0K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1GR.AS iShares Russell 1000 Growth UCITS ETF | 6.45% | 17.57% | 35.07% | 6.55% |
SC0K.DE Invesco Russell 2000 UCITS ETF | 16.57% | 14.65% | 9.28% | 3.78% |
Correlation
The correlation between R1GR.AS and SC0K.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.57 |
The correlation between R1GR.AS and SC0K.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
R1GR.AS vs. SC0K.DE — Risk / Return Rank
R1GR.AS
SC0K.DE
R1GR.AS vs. SC0K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF (R1GR.AS) and Invesco Russell 2000 UCITS ETF (SC0K.DE). 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.
| R1GR.AS | SC0K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.97 | -2.38 |
| Martin ratioReturn relative to average drawdown | 5.20 | 12.58 | -7.38 |
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
| R1GR.AS | SC0K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.21 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 0.60 | +0.73 |
Drawdowns
R1GR.AS vs. SC0K.DE - Drawdown Comparison
The maximum R1GR.AS drawdown since its inception was -23.09%, smaller than the maximum SC0K.DE drawdown of -42.30%. Use the drawdown chart below to compare losses from any high point for R1GR.AS and SC0K.DE.
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Drawdown Indicators
| R1GR.AS | SC0K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -42.30% | +19.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -10.26% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.30% | — |
Current DrawdownCurrent decline from peak | -1.53% | -0.25% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -8.73% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 3.24% | +1.60% |
Volatility
R1GR.AS vs. SC0K.DE - Volatility Comparison
The current volatility for iShares Russell 1000 Growth UCITS ETF (R1GR.AS) is 4.13%, while Invesco Russell 2000 UCITS ETF (SC0K.DE) has a volatility of 5.81%. This indicates that R1GR.AS experiences smaller price fluctuations and is considered to be less risky than SC0K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R1GR.AS | SC0K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 5.81% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 12.94% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 18.47% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 21.94% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 22.05% | -3.15% |
R1GR.AS vs. SC0K.DE - Expense Ratio Comparison
R1GR.AS has a 0.18% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.
Dividends
R1GR.AS vs. SC0K.DE - Dividend Comparison
Neither R1GR.AS nor SC0K.DE has paid dividends to shareholders.
Frequently Asked Questions
R1GR.AS and SC0K.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1GR.AS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1GR.AS is cheaper with a 0.18% expense ratio, compared with 0.45% for SC0K.DE.
R1GR.AS is categorized as Large Cap Growth Equities, while SC0K.DE is Small Cap Blend Equities. R1GR.AS tracks Russell 1000 Growth UCITS 30/18 Capped index, while SC0K.DE tracks Russell 2000®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for R1GR.AS and 0.45% for SC0K.DE.
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