One of my favorite features of Rust as someone who dabbles is that thread safety is expressed in the type system. F# is perfectly happy to let me share mutable data across threads without any synchronization, while the Rust compiler knows whether something can be safely accessed because you've either transferred ownership, or the type is thread safe.
The ownership system is also a very clever approach to managing mutable state. Usually in F# you'd get something of the same effect by using immutable structures and creating new copies, which does have a small performance impact