R1GR.L vs. IUMO.L
R1GR.L (iShares Russell 1000 Growth UCITS ETF USD (Acc)) and IUMO.L (iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc) 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 IUMO.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 26.62%/yr for IUMO.L. Their correlation of 0.82 suggests significant overlap in exposure. R1GR.L charges 0.18%/yr vs 0.20%/yr for IUMO.L.
Performance
R1GR.L vs. IUMO.L - Performance Comparison
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Returns By Period
In the year-to-date period, R1GR.L achieves a 0.07% return, which is significantly lower than IUMO.L's 20.79% return.
R1GR.L
- 1D
- -2.50%
- 1M
- -3.30%
- 6M
- 1.11%
- YTD
- 0.07%
- 1Y
- 9.87%
- 3Y*
- 19.37%
- 5Y*
- —
- 10Y*
- —
IUMO.L
- 1D
- -1.91%
- 1M
- -9.74%
- 6M
- 17.35%
- YTD
- 20.79%
- 1Y
- 27.84%
- 3Y*
- 26.62%
- 5Y*
- 12.57%
- 10Y*
- —
R1GR.L vs. IUMO.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% |
IUMO.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc | 20.79% | 17.16% | 32.56% | 11.21% |
Correlation
The correlation between R1GR.L and IUMO.L is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.82 |
The correlation between R1GR.L and IUMO.L has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
R1GR.L vs. IUMO.L — Risk / Return Rank
R1GR.L
IUMO.L
R1GR.L vs. IUMO.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 USD Acc (IUMO.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 | IUMO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.19 | -1.57 |
| Martin ratioReturn relative to average drawdown | 1.90 | 8.19 | -6.29 |
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Drawdowns
R1GR.L vs. IUMO.L - Drawdown Comparison
The maximum R1GR.L drawdown since its inception was -23.18%, smaller than the maximum IUMO.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for R1GR.L and IUMO.L.
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Drawdown Indicators
| R1GR.L | IUMO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.18% | -33.75% | +10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -12.63% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.18% | -20.99% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.90% | — |
Current DrawdownCurrent decline from peak | -7.48% | -12.63% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -7.57% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 3.39% | +1.80% |
Volatility
R1GR.L vs. IUMO.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 USD Acc (IUMO.L) has a volatility of 11.38%. This indicates that R1GR.L experiences smaller price fluctuations and is considered to be less risky than IUMO.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 | IUMO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 11.38% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 20.74% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 23.23% | -6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 20.39% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 19.63% | -1.55% |
R1GR.L vs. IUMO.L - Expense Ratio Comparison
R1GR.L has a 0.18% expense ratio, which is lower than IUMO.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. IUMO.L - Dividend Comparison
Neither R1GR.L nor IUMO.L has paid dividends to shareholders.
Frequently Asked Questions
R1GR.L and IUMO.L have a correlation of 0.73, 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 IUMO.L.
R1GR.L is categorized as Large Cap Growth Equities, while IUMO.L is Momentum. R1GR.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while IUMO.L tracks MSCI USA Momentum Index. Their fees differ too: 0.18% for R1GR.L and 0.20% for IUMO.L.
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