Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) has returned -7.29% so far this year and 13.26% over the past 12 months.
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc
- 1D
- 0.50%
- 1M
- -7.55%
- YTD
- -7.29%
- 6M
- -7.48%
- 1Y
- 13.26%
- 3Y*
- 18.25%
- 5Y*
- 7.54%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 3, 2016, IUMO.L's average daily return is +0.07%, while the average monthly return is +1.17%. At this rate, your investment would double in approximately 5.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +10.9%, while the worst month was Apr 2022 at -11.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IUMO.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 13, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.21% | -0.92% | -7.55% | -7.29% | |||||||||
| 2025 | 6.38% | -3.12% | -6.43% | 2.63% | 9.20% | 3.32% | 0.79% | -0.15% | 5.06% | 0.60% | -1.57% | 0.78% | 17.81% |
| 2024 | 5.56% | 8.88% | 4.17% | -3.88% | 3.10% | 6.17% | -3.10% | 1.97% | 3.75% | 0.69% | 4.70% | -3.13% | 31.88% |
| 2023 | -1.05% | -2.87% | -0.46% | 2.54% | -4.82% | 7.11% | 1.54% | 0.87% | -4.69% | -2.66% | 9.31% | 5.73% | 9.83% |
| 2022 | -10.55% | -0.78% | 6.15% | -11.65% | -2.58% | -6.74% | 4.63% | -0.54% | -5.37% | 10.93% | 1.46% | -2.35% | -18.15% |
| 2021 | 2.15% | -0.69% | -1.76% | 7.36% | -1.84% | 1.81% | 0.99% | 4.39% | -2.44% | 7.02% | -3.72% | -0.64% | 12.60% |
Benchmark Metrics
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc has an annualized alpha of 10.89%, beta of 0.47, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since November 30, 2016.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.65%) than losses (82.01%) — typical of diversified or defensive assets.
- Beta of 0.47 may look defensive, but with R² of 0.20 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.20 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.89%
- Beta
- 0.47
- R²
- 0.20
- Upside Capture
- 97.65%
- Downside Capture
- 82.01%
Expense Ratio
IUMO.L has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
IUMO.L ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) and compare them to a chosen benchmark (S&P 500 Index).
| IUMO.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.90 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.39 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.40 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.69 | 6.61 | -2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore IUMO.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc was 33.75%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.
The current iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc drawdown is 10.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 6, 2020 | 94 |
| -31.98% | Nov 9, 2021 | 150 | Jun 17, 2022 | 431 | Mar 4, 2024 | 581 |
| -21.01% | Feb 20, 2025 | 33 | Apr 7, 2025 | 52 | Jun 24, 2025 | 85 |
| -19.13% | Oct 2, 2018 | 58 | Dec 27, 2018 | 105 | Jun 18, 2019 | 163 |
| -17.48% | Feb 16, 2021 | 14 | Mar 5, 2021 | 107 | Aug 9, 2021 | 121 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...