RUSG.L vs. IUMO.L

Last updated Jun 5, 2026

RUSG.L (Lyxor Russell 1000 Growth UCITS ETF) and IUMO.L (iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc) are both exchange-traded funds - RUSG.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Net Index, while IUMO.L is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. A 0.66 correlation means they provide meaningful diversification when combined. RUSG.L charges 0.19%/yr vs 0.20%/yr for IUMO.L.

Performance

RUSG.L vs. IUMO.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 iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RUSG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUMO.L

• 1D: -1.94%
• 1M: 12.05%
• YTD: 29.52%
• 6M: 29.75%
• 1Y: 39.37%
• 3Y*: 32.22%
• 5Y*: 14.09%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IUMO.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc	29.52%	17.81%	31.88%	9.83%	-18.15%	12.60%	29.61%	28.49%	-3.73%	37.07%

Correlation

The correlation between RUSG.L and IUMO.L is 0.66, 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	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Nov 4, 2016	0.66

The correlation between RUSG.L and IUMO.L shifts across timeframes, from 0.41 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

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

Sectors	RUSG.L	IUMO.L
Technology	49.3%	42.9%
Consumer Cyclical	14.8%	5.1%
Communication Services	14.0%	6.7%
Financial Services	6.7%	7.3%
Healthcare	6.5%	9.6%
Consumer Defensive	3.5%	2.2%
Industrials	3.5%	19.2%
Basic Materials	0.6%	1.9%
Real Estate	0.5%	1.1%
Energy	0.4%	2.5%
Utilities	0.3%	1.5%

Return for Risk

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

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

IUMO.L

IUMO.L Risk / Return Rank: 68
IUMO.L Sharpe Ratio Rank: 61
IUMO.L Sortino Ratio Rank: 66
IUMO.L Omega Ratio Rank: 61
IUMO.L Calmar Ratio Rank: 74
IUMO.L Martin Ratio Rank: 76

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. IUMO.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 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.

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

Sharpe Ratios by Period

	RUSG.L	IUMO.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.96	—

Drawdowns

Drawdown Indicators

	RUSG.L	IUMO.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.75%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.98%	—
Current Drawdown Current decline from peak	—	-1.94%	—
Average Drawdown Average peak-to-trough decline	—	-8.46%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	RUSG.L	IUMO.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.63%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.28%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	19.58%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.53%	—

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

RUSG.L has a 0.19% 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

RUSG.L vs. IUMO.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RUSG.L and IUMO.L in my portfolio?

RUSG.L and IUMO.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RUSG.L or IUMO.L?

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.

Which ETF is cheaper, RUSG.L or IUMO.L?

RUSG.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IUMO.L.

What is the main difference between RUSG.L and IUMO.L?

RUSG.L is categorized as Large Cap Growth Equities, while IUMO.L is Momentum. RUSG.L tracks Russell 1000 Growth Net Index, while IUMO.L tracks MSCI USA Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.19% for RUSG.L and 0.20% for IUMO.L.