RUSG.L vs. TRLGX

Last updated Jun 5, 2026

RUSG.L (Lyxor Russell 1000 Growth UCITS ETF) and TRLGX (T. Rowe Price Large-Cap Growth Fund) are both Large Cap Growth Equities funds. At a 0.50 correlation, their price movements are largely independent. RUSG.L charges 0.19%/yr vs 0.55%/yr for TRLGX.

Performance

RUSG.L vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RUSG.L

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

TRLGX

• 1D: -1.71%
• 1M: 3.23%
• YTD: 3.32%
• 6M: 2.73%
• 1Y: 17.88%
• 3Y*: 24.67%
• 5Y*: 12.21%
• 10Y*: 18.24%

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

RUSG.L vs. TRLGX - 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%
TRLGX T. Rowe Price Large-Cap Growth Fund	3.32%	17.51%	37.57%	46.22%	-35.26%	23.24%	39.57%	28.51%	4.35%	37.77%

Correlation

The correlation between RUSG.L and TRLGX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jul 2, 2014	0.50

The correlation between RUSG.L and TRLGX shifts across timeframes, from 0.24 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RUSG.L vs. TRLGX — Risk / Return Rank

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

TRLGX

TRLGX Risk / Return Rank: 15
TRLGX Sharpe Ratio Rank: 18
TRLGX Sortino Ratio Rank: 17
TRLGX Omega Ratio Rank: 16
TRLGX Calmar Ratio Rank: 11
TRLGX Martin Ratio Rank: 11

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. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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	TRLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.21	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Drawdowns

Drawdown Indicators

	RUSG.L	TRLGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.56%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-18.18%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.44%	—
Current Drawdown Current decline from peak	—	-2.60%	—
Average Drawdown Average peak-to-trough decline	—	-8.68%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.73%	—

Volatility

Volatility by Period

	RUSG.L	TRLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.68%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.39%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.76%	—

RUSG.L vs. TRLGX - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is lower than TRLGX's 0.55% expense ratio.

Dividends

RUSG.L vs. TRLGX - Dividend Comparison

RUSG.L has not paid dividends to shareholders, while TRLGX's dividend yield for the trailing twelve months is around 13.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRLGX T. Rowe Price Large-Cap Growth Fund	13.25%	13.69%	9.80%	2.04%	3.88%	2.56%	0.42%	4.09%	7.93%	9.27%	1.64%	4.71%

Frequently Asked Questions

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

RUSG.L and TRLGX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.