PortfoliosLab logoPortfoliosLab logo
RUSG.L vs. ANXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RUSG.L vs. ANXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Amundi Nasdaq-100 UCITS USD (ANXG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RUSG.L is traded in USD, while ANXG.L is traded in GBp. To make them comparable, the ANXG.L values have been converted to USD using the latest available exchange rates.

Returns By Period


RUSG.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ANXG.L

1D
-0.59%
1M
8.72%
YTD
19.59%
6M
19.35%
1Y
40.50%
3Y*
28.06%
5Y*
17.78%
10Y*
21.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUSG.L vs. ANXG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
0.00%0.00%24.09%43.28%-30.45%29.15%38.14%35.28%-2.66%30.31%
ANXG.L
Amundi Nasdaq-100 UCITS USD
19.59%20.12%26.56%55.81%-33.39%28.67%47.76%40.10%-1.80%31.63%

Correlation

The correlation between RUSG.L and ANXG.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.78

The correlation between RUSG.L and ANXG.L shifts across timeframes, from 0.43 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

RUSG.L vs. ANXG.L - Sectors Allocation Comparison


Sectors
RUSG.L
ANXG.L

Technology

49.3%
53.7%

Consumer Cyclical

14.8%
12.2%

Communication Services

14.0%
15.8%

Financial Services

6.7%
0.2%

Healthcare

6.5%
4.2%

Consumer Defensive

3.5%
7.7%

Industrials

3.5%
3.1%

Basic Materials

0.6%
1.1%

Real Estate

0.5%
0.1%

Energy

0.4%
0.6%

Utilities

0.3%
1.4%

Technology

RUSG.L
49.3%
ANXG.L
53.7%

Consumer Cyclical

RUSG.L
14.8%
ANXG.L
12.2%

Communication Services

RUSG.L
14.0%
ANXG.L
15.8%

Financial Services

RUSG.L
6.7%
ANXG.L
0.2%

Healthcare

RUSG.L
6.5%
ANXG.L
4.2%

Consumer Defensive

RUSG.L
3.5%
ANXG.L
7.7%

Industrials

RUSG.L
3.5%
ANXG.L
3.1%

Basic Materials

RUSG.L
0.6%
ANXG.L
1.1%

Real Estate

RUSG.L
0.5%
ANXG.L
0.1%

Energy

RUSG.L
0.4%
ANXG.L
0.6%

Utilities

RUSG.L
0.3%
ANXG.L
1.4%

Compare stocks, funds, or ETFs

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


Return for Risk

RUSG.L vs. ANXG.L — Risk / Return Rank

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

RUSG.L

ANXG.L
ANXG.L Risk / Return Rank: 7878
Overall Rank
ANXG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 8282
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 6262
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.

RUSG.L vs. ANXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Amundi Nasdaq-100 UCITS USD (ANXG.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RUSG.L vs. ANXG.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


RUSG.LANXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

Drawdowns

RUSG.L vs. ANXG.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


RUSG.LANXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

-0.78%

Average Drawdown

Average peak-to-trough decline

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

RUSG.L vs. ANXG.L - Volatility Comparison


Loading charts...

Volatility by Period


RUSG.LANXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

RUSG.L vs. ANXG.L - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is higher than ANXG.L's 0.13% 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%.


Dividends

RUSG.L vs. ANXG.L - Dividend Comparison

Neither RUSG.L nor ANXG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RUSG.L and ANXG.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.19% for RUSG.L.

RUSG.L is categorized as Large Cap Growth Equities, while ANXG.L is Nasdaq-100. RUSG.L tracks Russell 1000 Growth Net Index, while ANXG.L tracks NASDAQ-100 Index. Their fees differ too: 0.19% for RUSG.L and 0.13% for ANXG.L.

Portfolio Optimizer

Find the right allocation for RUSG.L and ANXG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer