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iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) Sharpe Ratio: 0.82

IUMO.L's Sharpe Ratio of 0.82 indicates that for each unit of volatility, it generates 0.82 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IUMO.L Sharpe Ratio Rank

IUMO.L Sharpe Ratio Rank: 41.241
Average

IUMO.L ranks above 41.2% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

IUMO.L Sharpe Ratio Market Positioning

The chart shows IUMO.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.50 or lower
  • Yellow zone (middle 50%): 0.50 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.87+
  • Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how IUMO.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FPX.LFirst Trust US IPO Index UCITS ETF1.44
SWRD.LSPDR MSCI World UCITS ETF1.33
NESG.LInvesco NASDAQ-100 ESG UCITS ETF Acc1.30
ANXU.LAmundi Nasdaq-100 UCITS USD1.27
EQQS.LInvesco NASDAQ-100 Swap UCITS ETF Acc1.26
EQQU.LInvesco EQQQ NASDAQ-100 UCITS ETF1.26
EQQD.LInvesco Nasdaq-100 Swap UCITS ETF Dist1.25
NASD.LLyxor Nasdaq-100 Ucits ETF Acc USD1.25
XNAS.LXtrackers NASDAQ 100 UCITS ETF1.24
EQGB.LInvesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc1.16
IUMO.LiShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc0.82

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IUMO.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IUMO.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore IUMO.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

IUMO.L Sortino Ratio