SC0K.DE vs. R1GR.AS
SC0K.DE (Invesco Russell 2000 UCITS ETF) and R1GR.AS (iShares Russell 1000 Growth UCITS ETF) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while R1GR.AS is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped index. Both are passively managed. Over the past year, SC0K.DE returned 38.56% vs 23.23% for R1GR.AS. A 0.55 correlation means they provide meaningful diversification when combined. SC0K.DE charges 0.45%/yr vs 0.18%/yr for R1GR.AS.
Performance
SC0K.DE vs. R1GR.AS - Performance Comparison
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Different Trading Currencies
SC0K.DE is traded in EUR, while R1GR.AS is traded in USD. To make them comparable, the R1GR.AS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly higher than R1GR.AS's 7.67% return.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
R1GR.AS
- 1D
- -0.31%
- 1M
- 5.93%
- YTD
- 7.67%
- 6M
- 6.91%
- 1Y
- 23.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0K.DE vs. R1GR.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 3.40% |
R1GR.AS iShares Russell 1000 Growth UCITS ETF | 7.67% | 3.62% | 43.99% | 6.17% |
Correlation
The correlation between SC0K.DE and R1GR.AS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.55 |
The correlation between SC0K.DE and R1GR.AS has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. R1GR.AS — Risk / Return Rank
SC0K.DE
R1GR.AS
SC0K.DE vs. R1GR.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.DE) and iShares Russell 1000 Growth UCITS ETF (R1GR.AS). 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.
| SC0K.DE | R1GR.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 1.56 | +3.01 |
| Martin ratioReturn relative to average drawdown | 13.31 | 4.39 | +8.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0K.DE | R1GR.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.44 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.15 | -0.51 |
Drawdowns
SC0K.DE vs. R1GR.AS - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, which is greater than R1GR.AS's maximum drawdown of -27.06%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and R1GR.AS.
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Drawdown Indicators
| SC0K.DE | R1GR.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -27.06% | -14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -14.67% | +6.27% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.39% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -4.95% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.26% | -2.37% |
Volatility
SC0K.DE vs. R1GR.AS - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to iShares Russell 1000 Growth UCITS ETF (R1GR.AS) at 4.11%. This indicates that SC0K.DE's price experiences larger fluctuations and is considered to be riskier than R1GR.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0K.DE | R1GR.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.11% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 11.20% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.90% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 19.57% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 19.57% | +2.03% |
SC0K.DE vs. R1GR.AS - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than R1GR.AS's 0.18% expense ratio.
Dividends
SC0K.DE vs. R1GR.AS - Dividend Comparison
Neither SC0K.DE nor R1GR.AS has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and R1GR.AS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1GR.AS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1GR.AS is cheaper with a 0.18% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while R1GR.AS is Large Cap Growth Equities. SC0K.DE tracks Russell 2000®, while R1GR.AS tracks Russell 1000 Growth UCITS 30/18 Capped index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.45% for SC0K.DE and 0.18% for R1GR.AS.
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