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ANXG.L vs. IUMD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ANXG.L vs. IUMD.L

Last updated Jun 5, 2026

ANXG.L (Amundi Nasdaq-100 UCITS USD) and IUMD.L (iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)) are both exchange-traded funds - ANXG.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IUMD.L is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, ANXG.L returned 19.03%/yr vs 15.32%/yr for IUMD.L. A 0.77 correlation means they provide meaningful diversification when combined. ANXG.L charges 0.13%/yr vs 0.20%/yr for IUMD.L.

Performance

ANXG.L vs. IUMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ANXG.L is traded in GBp, while IUMD.L is traded in USD. To make them comparable, the IUMD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ANXG.L achieves a 19.88% return, which is significantly lower than IUMD.L's 29.98% return.

ANXG.L

1D
-0.64%
1M
9.65%
YTD
19.88%
6M
18.47%
1Y
41.85%
3Y*
24.84%
5Y*
19.03%
10Y*
22.61%

IUMD.L

1D
-1.92%
1M
13.00%
YTD
29.98%
6M
28.82%
1Y
40.75%
3Y*
28.88%
5Y*
15.32%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANXG.L vs. IUMD.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ANXG.L
Amundi Nasdaq-100 UCITS USD		19.88%11.70%28.70%48.00%-25.42%29.85%43.37%34.20%2.05%
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)		29.98%8.79%35.02%4.29%-8.40%13.67%25.72%22.41%0.57%

Correlation

The correlation between ANXG.L and IUMD.L is 0.70, 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

0.70

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

0.80

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

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2018

0.77

The correlation between ANXG.L and IUMD.L shifts across timeframes, from 0.70 (1 year) to 0.80 (3 years), reflecting how their relationship changes across market environments.

ANXG.L vs. IUMD.L - Sectors Allocation Comparison

Sectors
ANXG.L
IUMD.L

Technology

53.7%
42.9%

Communication Services

15.8%
6.7%

Consumer Cyclical

12.2%
5.1%

Consumer Defensive

7.7%
2.2%

Healthcare

4.2%
9.6%

Industrials

3.1%
19.2%

Utilities

1.4%
1.5%

Basic Materials

1.1%
1.9%

Energy

0.6%
2.5%

Financial Services

0.2%
7.3%

Real Estate

0.1%
1.1%

Technology

ANXG.L
53.7%
IUMD.L
42.9%

Communication Services

ANXG.L
15.8%
IUMD.L
6.7%

Consumer Cyclical

ANXG.L
12.2%
IUMD.L
5.1%

Consumer Defensive

ANXG.L
7.7%
IUMD.L
2.2%

Healthcare

ANXG.L
4.2%
IUMD.L
9.6%

Industrials

ANXG.L
3.1%
IUMD.L
19.2%

Utilities

ANXG.L
1.4%
IUMD.L
1.5%

Basic Materials

ANXG.L
1.1%
IUMD.L
1.9%

Energy

ANXG.L
0.6%
IUMD.L
2.5%

Financial Services

ANXG.L
0.2%
IUMD.L
7.3%

Real Estate

ANXG.L
0.1%
IUMD.L
1.1%

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Amundi Nasdaq-100 UCITS USD

iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)

Often compared with ANXG.L:
ANXG.L vs. QQQANXG.L vs. USTANXG.L vs. EQQQ.LANXG.L vs. LGEN.LANXG.L vs. AEDAXANXG.L vs. JUP.LANXG.L vs. EQQQ.DE
Often compared with IUMD.L:
IUMD.L vs. IUMF.LIUMD.L vs. IWFM.LIUMD.L vs. JMOMIUMD.L vs. SPMOIUMD.L vs. SCHGIUMD.L vs. IITU.LIUMD.L vs. SPHQ

Return for Risk

ANXG.L vs. IUMD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ANXG.L
ANXG.L Risk / Return Rank: 7878
Overall Rank
ANXG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 8282
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 6262
Martin Ratio Rank
IUMD.L
IUMD.L Risk / Return Rank: 6767
Overall Rank
IUMD.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IUMD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUMD.L Omega Ratio Rank: 6060
Omega Ratio Rank
IUMD.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IUMD.L Martin Ratio Rank: 7777
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.

ANXG.L vs. IUMD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.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.

ANXG.LIUMD.LDifference
Sharpe ratioReturn per unit of total volatility
2.85
2.13

+0.72

Sortino ratioReturn per unit of downside risk
3.67
3.00

+0.67

Omega ratioGain probability vs. loss probability

1.48

1.38

+0.11

Calmar ratioReturn relative to maximum drawdown

3.75

4.37

-0.62

Martin ratioReturn relative to average drawdown

10.95

13.69

-2.74

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

ANXG.L vs. IUMD.L - Sharpe Ratio Comparison

The current ANXG.L Sharpe Ratio is 2.85, which is higher than the IUMD.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ANXG.L and IUMD.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

ANXG.LIUMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.13

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.80

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.75

+0.42

Drawdowns

ANXG.L vs. IUMD.L - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -27.69%, which is greater than IUMD.L's maximum drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for ANXG.L and IUMD.L.

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Drawdown Indicators

ANXG.LIUMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-25.72%

-1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-9.29%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-24.54%

-22.43%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-24.39%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-27.69%

—

—

Current Drawdown

Current decline from peak

-0.64%

-1.92%

+1.28%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.26%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.97%

+0.84%

Volatility

ANXG.L vs. IUMD.L - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 4.14%, while iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) has a volatility of 8.53%. This indicates that ANXG.L experiences smaller price fluctuations and is considered to be less risky than IUMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ANXG.LIUMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

8.53%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

16.19%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

19.09%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

19.18%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

20.18%

-0.87%

ANXG.L vs. IUMD.L - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than IUMD.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ANXG.L vs. IUMD.L - Dividend Comparison

ANXG.L has not paid dividends to shareholders, while IUMD.L's dividend yield for the trailing twelve months is around 0.67%.

PositionTTM20252024202320222021202020192018
ANXG.L
Amundi Nasdaq-100 UCITS USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)		0.67%0.87%0.50%1.14%1.41%0.40%0.67%1.13%0.85%

Frequently Asked Questions

ANXG.L and IUMD.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.20% for IUMD.L.

ANXG.L is categorized as Nasdaq-100, while IUMD.L is Momentum. ANXG.L tracks NASDAQ-100 Index, while IUMD.L tracks MSCI USA Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.13% for ANXG.L and 0.20% for IUMD.L.

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