R1GR.L vs. IUMF.L
R1GR.L (iShares Russell 1000 Growth UCITS ETF USD (Acc)) and IUMF.L (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both exchange-traded funds - R1GR.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while IUMF.L is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 3 years, R1GR.L returned 19.37%/yr vs 26.66%/yr for IUMF.L. A 0.77 correlation means they provide meaningful diversification when combined. R1GR.L charges 0.18%/yr vs 0.20%/yr for IUMF.L.
Performance
R1GR.L vs. IUMF.L - Performance Comparison
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Different Trading Currencies
R1GR.L is traded in USD, while IUMF.L is traded in GBp. To make them comparable, the IUMF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, R1GR.L achieves a 0.07% return, which is significantly lower than IUMF.L's 20.74% return.
R1GR.L
- 1D
- -2.50%
- 1M
- -3.30%
- 6M
- 1.11%
- YTD
- 0.07%
- 1Y
- 9.87%
- 3Y*
- 19.37%
- 5Y*
- —
- 10Y*
- —
IUMF.L
- 1D
- -1.97%
- 1M
- -9.15%
- 6M
- 17.39%
- YTD
- 20.74%
- 1Y
- 27.78%
- 3Y*
- 26.66%
- 5Y*
- 12.59%
- 10Y*
- —
R1GR.L vs. IUMF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1GR.L iShares Russell 1000 Growth UCITS ETF USD (Acc) | 0.07% | 17.39% | 34.17% | 10.92% |
IUMF.L iShares Edge MSCI USA Momentum Factor UCITS ETF | 20.74% | 17.37% | 32.63% | 10.89% |
Correlation
The correlation between R1GR.L and IUMF.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.77 |
The correlation between R1GR.L and IUMF.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
R1GR.L vs. IUMF.L — Risk / Return Rank
R1GR.L
IUMF.L
R1GR.L vs. IUMF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF USD (Acc) (R1GR.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.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.L | IUMF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.19 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.90 | 8.18 | -6.28 |
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Drawdowns
R1GR.L vs. IUMF.L - Drawdown Comparison
The maximum R1GR.L drawdown since its inception was -23.18%, smaller than the maximum IUMF.L drawdown of -33.19%. Use the drawdown chart below to compare losses from any high point for R1GR.L and IUMF.L.
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Drawdown Indicators
| R1GR.L | IUMF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.18% | -33.19% | +10.01% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -12.63% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.18% | -21.77% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.86% | — |
Current DrawdownCurrent decline from peak | -7.48% | -12.63% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -9.07% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 3.39% | +1.80% |
Volatility
R1GR.L vs. IUMF.L - Volatility Comparison
The current volatility for iShares Russell 1000 Growth UCITS ETF USD (Acc) (R1GR.L) is 6.07%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a volatility of 11.22%. This indicates that R1GR.L experiences smaller price fluctuations and is considered to be less risky than IUMF.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.L | IUMF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 11.22% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 20.20% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 22.76% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 24.46% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 40.37% | -22.29% |
R1GR.L vs. IUMF.L - Expense Ratio Comparison
R1GR.L has a 0.18% expense ratio, which is lower than IUMF.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
R1GR.L vs. IUMF.L - Dividend Comparison
Neither R1GR.L nor IUMF.L has paid dividends to shareholders.
Frequently Asked Questions
R1GR.L and IUMF.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1GR.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1GR.L is cheaper with a 0.18% expense ratio, compared with 0.20% for IUMF.L.
R1GR.L is categorized as Large Cap Growth Equities, while IUMF.L is Momentum. R1GR.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while IUMF.L tracks MSCI USA Momentum Index. Their fees differ too: 0.18% for R1GR.L and 0.20% for IUMF.L.
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