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R1GR.AS vs. VUAG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between R1GR.AS and VUAG.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

R1GR.AS vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth UCITS ETF (R1GR.AS) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.78%
10.47%
R1GR.AS
VUAG.L

Key characteristics

Sharpe Ratio

R1GR.AS:

1.82

VUAG.L:

2.00

Sortino Ratio

R1GR.AS:

2.42

VUAG.L:

2.85

Omega Ratio

R1GR.AS:

1.34

VUAG.L:

1.38

Calmar Ratio

R1GR.AS:

2.61

VUAG.L:

1.89

Martin Ratio

R1GR.AS:

9.44

VUAG.L:

14.27

Ulcer Index

R1GR.AS:

3.24%

VUAG.L:

1.64%

Daily Std Dev

R1GR.AS:

16.74%

VUAG.L:

11.69%

Max Drawdown

R1GR.AS:

-11.73%

VUAG.L:

-25.61%

Current Drawdown

R1GR.AS:

-0.08%

VUAG.L:

-1.72%

Returns By Period

In the year-to-date period, R1GR.AS achieves a 2.53% return, which is significantly lower than VUAG.L's 2.86% return.


R1GR.AS

YTD

2.53%

1M

2.38%

6M

14.79%

1Y

27.88%

5Y*

N/A

10Y*

N/A

VUAG.L

YTD

2.86%

1M

-1.28%

6M

13.67%

1Y

22.98%

5Y*

14.61%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


R1GR.AS vs. VUAG.L - Expense Ratio Comparison

R1GR.AS has a 0.18% expense ratio, which is higher than VUAG.L's 0.07% 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%.


R1GR.AS
iShares Russell 1000 Growth UCITS ETF
Expense ratio chart for R1GR.AS: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

R1GR.AS vs. VUAG.L — Risk-Adjusted Performance Rank

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

R1GR.AS
The Risk-Adjusted Performance Rank of R1GR.AS is 7272
Overall Rank
The Sharpe Ratio Rank of R1GR.AS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of R1GR.AS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of R1GR.AS is 7474
Omega Ratio Rank
The Calmar Ratio Rank of R1GR.AS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of R1GR.AS is 7272
Martin Ratio Rank

VUAG.L
The Risk-Adjusted Performance Rank of VUAG.L is 7878
Overall Rank
The Sharpe Ratio Rank of VUAG.L is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAG.L is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VUAG.L is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VUAG.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VUAG.L is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

R1GR.AS vs. VUAG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF (R1GR.AS) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


Sharpe ratio
The chart of Sharpe ratio for R1GR.AS, currently valued at 1.64, compared to the broader market0.002.004.001.641.90
The chart of Sortino ratio for R1GR.AS, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.0012.002.192.63
The chart of Omega ratio for R1GR.AS, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.35
The chart of Calmar ratio for R1GR.AS, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.312.10
The chart of Martin ratio for R1GR.AS, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.3611.22
R1GR.AS
VUAG.L

The current R1GR.AS Sharpe Ratio is 1.82, which is comparable to the VUAG.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of R1GR.AS and VUAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.64
1.90
R1GR.AS
VUAG.L

Dividends

R1GR.AS vs. VUAG.L - Dividend Comparison

Neither R1GR.AS nor VUAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

R1GR.AS vs. VUAG.L - Drawdown Comparison

The maximum R1GR.AS drawdown since its inception was -11.73%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for R1GR.AS and VUAG.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.08%
0
R1GR.AS
VUAG.L

Volatility

R1GR.AS vs. VUAG.L - Volatility Comparison

iShares Russell 1000 Growth UCITS ETF (R1GR.AS) has a higher volatility of 6.11% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.38%. This indicates that R1GR.AS's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
6.11%
3.38%
R1GR.AS
VUAG.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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