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RUSG.L vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RUSG.LVONG

Correlation

-0.50.00.51.00.6

The correlation between RUSG.L and VONG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

RUSG.L vs. VONG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
13.63%
9.52%
RUSG.L
VONG

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RUSG.L vs. VONG - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is higher than VONG's 0.08% 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%.


RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
Expense ratio chart for RUSG.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

RUSG.L vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Vanguard Russell 1000 Growth ETF (VONG). 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.


RUSG.L
Sharpe ratio
The chart of Sharpe ratio for RUSG.L, currently valued at 3.21, compared to the broader market0.002.004.003.21
Sortino ratio
The chart of Sortino ratio for RUSG.L, currently valued at 4.49, compared to the broader market-2.000.002.004.006.008.0010.0012.004.49
Omega ratio
The chart of Omega ratio for RUSG.L, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.001.69
Calmar ratio
The chart of Calmar ratio for RUSG.L, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for RUSG.L, currently valued at 24.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0024.12
VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.0012.002.93
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.42
Martin ratio
The chart of Martin ratio for VONG, currently valued at 11.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.17

RUSG.L vs. VONG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
3.21
2.27
RUSG.L
VONG

Dividends

RUSG.L vs. VONG - Dividend Comparison

RUSG.L has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.63%.


TTM20232022202120202019201820172016201520142013
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%
VONG
Vanguard Russell 1000 Growth ETF
0.63%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

RUSG.L vs. VONG - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-4.26%
RUSG.L
VONG

Volatility

RUSG.L vs. VONG - Volatility Comparison

The current volatility for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) is 0.00%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.57%. This indicates that RUSG.L experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
5.57%
RUSG.L
VONG