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RUSG.L vs. CW8G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RUSG.L vs. CW8G.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 MSCI World UCITS USD (CW8G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RUSG.L is traded in USD, while CW8G.L is traded in GBp. To make them comparable, the CW8G.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*

CW8G.L

1D
0.10%
1M
4.27%
YTD
9.70%
6M
10.98%
1Y
25.60%
3Y*
20.39%
5Y*
11.61%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUSG.L vs. CW8G.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%
CW8G.L
Amundi MSCI World UCITS USD
9.70%20.57%18.93%23.48%-18.24%22.46%15.31%28.54%-9.85%22.33%

Correlation

The correlation between RUSG.L and CW8G.L is 0.71, 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

0.37

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

0.64

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

0.71

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

0.71

The correlation between RUSG.L and CW8G.L shifts across timeframes, from 0.37 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

RUSG.L vs. CW8G.L - Sectors Allocation Comparison


Sectors
RUSG.L
CW8G.L

Technology

49.3%
28.3%

Consumer Cyclical

14.8%
9.3%

Communication Services

14.0%
9.3%

Financial Services

6.7%
15.7%

Healthcare

6.5%
8.8%

Consumer Defensive

3.5%
5.2%

Industrials

3.5%
11.4%

Basic Materials

0.6%
3.3%

Real Estate

0.5%
1.9%

Energy

0.4%
4.2%

Utilities

0.3%
2.7%

Technology

RUSG.L
49.3%
CW8G.L
28.3%

Consumer Cyclical

RUSG.L
14.8%
CW8G.L
9.3%

Communication Services

RUSG.L
14.0%
CW8G.L
9.3%

Financial Services

RUSG.L
6.7%
CW8G.L
15.7%

Healthcare

RUSG.L
6.5%
CW8G.L
8.8%

Consumer Defensive

RUSG.L
3.5%
CW8G.L
5.2%

Industrials

RUSG.L
3.5%
CW8G.L
11.4%

Basic Materials

RUSG.L
0.6%
CW8G.L
3.3%

Real Estate

RUSG.L
0.5%
CW8G.L
1.9%

Energy

RUSG.L
0.4%
CW8G.L
4.2%

Utilities

RUSG.L
0.3%
CW8G.L
2.7%

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Return for Risk

RUSG.L vs. CW8G.L — Risk / Return Rank

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

RUSG.L

CW8G.L
CW8G.L Risk / Return Rank: 8383
Overall Rank
CW8G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CW8G.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CW8G.L Omega Ratio Rank: 8585
Omega Ratio Rank
CW8G.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
CW8G.L Martin Ratio Rank: 8181
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. CW8G.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 MSCI World UCITS USD (CW8G.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. CW8G.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RUSG.LCW8G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

Drawdowns

RUSG.L vs. CW8G.L - Drawdown Comparison


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Drawdown Indicators


RUSG.LCW8G.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

Current Drawdown

Current decline from peak

-0.46%

Average Drawdown

Average peak-to-trough decline

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

RUSG.L vs. CW8G.L - Volatility Comparison


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Volatility by Period


RUSG.LCW8G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

RUSG.L vs. CW8G.L - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.


Dividends

RUSG.L vs. CW8G.L - Dividend Comparison

Neither RUSG.L nor CW8G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RUSG.L and CW8G.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RUSG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RUSG.L is cheaper with a 0.19% expense ratio, compared with 0.28% for CW8G.L.

RUSG.L is categorized as Large Cap Growth Equities, while CW8G.L is Global Equities. RUSG.L tracks Russell 1000 Growth Net Index, while CW8G.L tracks MSCI ACWI NR USD. Their fees differ too: 0.19% for RUSG.L and 0.28% for CW8G.L.

Portfolio Optimizer

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