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ABDN.L vs. IUMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ABDN.L vs. IUMF.L

Last updated Jun 4, 2026

ABDN.L (Abrdn plc) is a stock, while IUMF.L (iShares Edge MSCI USA Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI USA Momentum Index. Over the past 5 years, ABDN.L returned 5.14%/yr vs 15.74%/yr for IUMF.L. At a 0.30 correlation, their price movements are largely independent.

Performance

ABDN.L vs. IUMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Abrdn plc (ABDN.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABDN.L achieves a 20.60% return, which is significantly lower than IUMF.L's 32.21% return.

ABDN.L

1D
-3.16%
1M
15.11%
YTD
20.60%
6M
22.50%
1Y
43.30%
3Y*
15.01%
5Y*
5.14%
10Y*
4.43%

IUMF.L

1D
1.91%
1M
18.47%
YTD
32.21%
6M
32.62%
1Y
43.66%
3Y*
29.81%
5Y*
15.74%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABDN.L vs. IUMF.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ABDN.L
Abrdn plc		20.60%57.94%-12.84%2.11%-14.88%-9.77%-5.36%38.83%-37.07%23.74%
IUMF.L
iShares Edge MSCI USA Momentum Factor UCITS ETF		32.21%9.14%34.88%3.73%-8.43%14.11%25.03%23.31%2.39%24.77%

Correlation

The correlation between ABDN.L and IUMF.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.30

Compare stocks, funds, or ETFs

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Abrdn plc

iShares Edge MSCI USA Momentum Factor UCITS ETF

Often compared with ABDN.L:
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Often compared with IUMF.L:
IUMF.L vs. IWFM.LIUMF.L vs. XDEM.LIUMF.L vs. JPLG.LIUMF.L vs. FSUS.LIUMF.L vs. IUMD.LIUMF.L vs. JMOMIUMF.L vs. QQQ

Return for Risk

ABDN.L vs. IUMF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ABDN.L
ABDN.L Risk / Return Rank: 8080
Overall Rank
ABDN.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7777
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8484
Martin Ratio Rank
IUMF.L
IUMF.L Risk / Return Rank: 7777
Overall Rank
IUMF.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IUMF.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IUMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
IUMF.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IUMF.L Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABDN.L vs. IUMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L). 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.

ABDN.LIUMF.LDifference
Sharpe ratioReturn per unit of total volatility
1.49
2.43

-0.94

Sortino ratioReturn per unit of downside risk
2.04
3.40

-1.36

Omega ratioGain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratioReturn relative to maximum drawdown

2.92

4.66

-1.74

Martin ratioReturn relative to average drawdown

8.59

15.06

-6.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABDN.L vs. IUMF.L - Sharpe Ratio Comparison

The current ABDN.L Sharpe Ratio is 1.49, which is lower than the IUMF.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ABDN.L and IUMF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ABDN.LIUMF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.43

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.86

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.86

-0.69

Drawdowns

ABDN.L vs. IUMF.L - Drawdown Comparison

The maximum ABDN.L drawdown since its inception was -59.88%, which is greater than IUMF.L's maximum drawdown of -25.23%. Use the drawdown chart below to compare losses from any high point for ABDN.L and IUMF.L.

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Drawdown Indicators

ABDN.LIUMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-25.23%

-34.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-9.32%

-5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-37.10%

-22.56%

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-24.37%

-26.12%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

—

—

Current Drawdown

Current decline from peak

-3.63%

0.00%

-3.63%

Average Drawdown

Average peak-to-trough decline

-22.99%

-6.44%

-16.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

2.89%

+2.14%

Volatility

ABDN.L vs. IUMF.L - Volatility Comparison

Abrdn plc (ABDN.L) has a higher volatility of 8.28% compared to iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) at 7.74%. This indicates that ABDN.L's price experiences larger fluctuations and is considered to be riskier than IUMF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ABDN.LIUMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

7.74%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

14.98%

+9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

28.89%

17.90%

+10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.43%

18.27%

+14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.10%

18.65%

+15.45%

Dividends

ABDN.L vs. IUMF.L - Dividend Comparison

ABDN.L's dividend yield for the trailing twelve months is around 6.10%, while IUMF.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ABDN.L
Abrdn plc		6.10%7.10%10.34%8.17%7.71%6.06%7.68%6.58%22.85%4.66%5.06%17.89%
IUMF.L
iShares Edge MSCI USA Momentum Factor 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%

Frequently Asked Questions

ABDN.L and IUMF.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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