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R1GR.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

R1GR.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth UCITS ETF (R1GR.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, R1GR.L achieves a 3.02% return, which is significantly higher than IGLN.L's -6.13% return.


R1GR.L

1D
-0.21%
1M
-1.39%
6M
4.77%
YTD
3.02%
1Y
13.82%
3Y*
20.56%
5Y*
10Y*

IGLN.L

1D
-0.82%
1M
-7.02%
6M
-12.44%
YTD
-6.13%
1Y
21.47%
3Y*
27.22%
5Y*
17.30%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

R1GR.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023
R1GR.L
iShares Russell 1000 Growth UCITS ETF
3.02%17.39%34.17%10.92%
IGLN.L
iShares Physical Gold ETC
-6.13%64.93%26.14%8.12%

Correlation

The correlation between R1GR.L and IGLN.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.13

The correlation between R1GR.L and IGLN.L shifts across timeframes, from 0.12 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

R1GR.L vs. IGLN.L — Risk / Return Rank

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

R1GR.L
R1GR.L Risk / Return Rank: 2727
Overall Rank
R1GR.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
R1GR.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
R1GR.L Omega Ratio Rank: 2727
Omega Ratio Rank
R1GR.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
R1GR.L Martin Ratio Rank: 2626
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 2525
Overall Rank
IGLN.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2727
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2222
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.

R1GR.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF (R1GR.L) and iShares Physical Gold ETC (IGLN.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.


R1GR.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.94

0.88

+0.06

Martin ratioReturn relative to average drawdown

2.86

2.15

+0.71

R1GR.L vs. IGLN.L - Sharpe Ratio Comparison

The current R1GR.L Sharpe Ratio is 0.89, which is comparable to the IGLN.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of R1GR.L and IGLN.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

R1GR.L vs. IGLN.L - Drawdown Comparison

The maximum R1GR.L drawdown since its inception was -23.18%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for R1GR.L and IGLN.L.


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Drawdown Indicators


R1GR.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.18%

-45.25%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-24.39%

+8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-23.18%

-24.39%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-24.39%

Current Drawdown

Current decline from peak

-4.75%

-23.66%

+18.91%

Average Drawdown

Average peak-to-trough decline

-3.46%

-19.73%

+16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

9.97%

-4.81%

Volatility

R1GR.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares Russell 1000 Growth UCITS ETF (R1GR.L) is 5.51%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.59%. This indicates that R1GR.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R1GR.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

7.59%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

23.02%

-10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

26.39%

-9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

17.79%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

15.74%

+2.29%

Dividends

R1GR.L vs. IGLN.L - Dividend Comparison

Neither R1GR.L nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


R1GR.L and IGLN.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

R1GR.L is categorized as Global Equities, while IGLN.L is Gold. R1GR.L tracks iShares Russell 1000 Growth UCITS ETF, while IGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

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