R1VL.L vs. PRUS.L
R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) and PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) are both Large Cap Value Equities funds - R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index while PRUS.L tracks the RAFI Fundamental US Index (USD). Both are passively managed. Over the past 3 years, R1VL.L returned 17.93%/yr vs 19.57%/yr for PRUS.L. With a 0.96 correlation, they move nearly in lockstep. R1VL.L charges 0.18%/yr vs 0.39%/yr for PRUS.L.
Performance
R1VL.L vs. PRUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, R1VL.L achieves a 18.42% return, which is significantly higher than PRUS.L's 17.18% return.
R1VL.L
- 1D
- 0.79%
- 1M
- 2.24%
- 6M
- 14.11%
- YTD
- 18.42%
- 1Y
- 30.51%
- 3Y*
- 17.93%
- 5Y*
- —
- 10Y*
- —
PRUS.L
- 1D
- 0.52%
- 1M
- 1.18%
- 6M
- 13.32%
- YTD
- 17.18%
- 1Y
- 30.73%
- 3Y*
- 19.57%
- 5Y*
- 12.85%
- 10Y*
- 13.02%
R1VL.L vs. PRUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.42% | 16.01% | 13.45% | 6.43% |
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 17.18% | 16.58% | 16.26% | 10.05% |
Correlation
The correlation between R1VL.L and PRUS.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.96 |
The correlation between R1VL.L and PRUS.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
R1VL.L vs. PRUS.L — Risk / Return Rank
R1VL.L
PRUS.L
R1VL.L vs. PRUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) and Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.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.
| R1VL.L | PRUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.57 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 5.11 | +0.15 |
| Martin ratioReturn relative to average drawdown | 19.65 | 19.42 | +0.23 |
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Drawdowns
R1VL.L vs. PRUS.L - Drawdown Comparison
The maximum R1VL.L drawdown since its inception was -16.43%, smaller than the maximum PRUS.L drawdown of -57.16%. Use the drawdown chart below to compare losses from any high point for R1VL.L and PRUS.L.
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Drawdown Indicators
| R1VL.L | PRUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -57.16% | +40.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -5.99% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -16.52% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.86% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -6.71% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.58% | -0.03% |
Volatility
R1VL.L vs. PRUS.L - Volatility Comparison
iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) has a higher volatility of 2.62% compared to Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) at 1.90%. This indicates that R1VL.L's price experiences larger fluctuations and is considered to be riskier than PRUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R1VL.L | PRUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 1.90% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 7.40% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 10.09% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 14.84% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.61% | 16.18% | -3.57% |
R1VL.L vs. PRUS.L - Expense Ratio Comparison
R1VL.L has a 0.18% expense ratio, which is lower than PRUS.L's 0.39% expense ratio.
Dividends
R1VL.L vs. PRUS.L - Dividend Comparison
R1VL.L has not paid dividends to shareholders, while PRUS.L's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.15% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, R1VL.L and PRUS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, R1VL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1VL.L is cheaper with a 0.18% expense ratio, compared with 0.39% for PRUS.L.
R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index, while PRUS.L tracks RAFI Fundamental US Index (USD). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for R1VL.L and 0.39% for PRUS.L.
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