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

EQQS.L vs. IUMD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L).

EQQS.L and IUMD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQS.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ - 100 Notional NTR Index. It was launched on Jun 21, 2021. IUMD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Feb 21, 2018. Both EQQS.L and IUMD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EQQS.L vs. IUMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.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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EQQS.L vs. IUMD.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EQQS.L
Invesco NASDAQ-100 Swap UCITS ETF Acc		-5.09%19.85%26.77%55.63%-33.47%19.57%
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)		-2.58%17.13%32.70%9.78%-18.13%4.95%

Returns By Period

In the year-to-date period, EQQS.L achieves a -5.09% return, which is significantly lower than IUMD.L's -2.58% return.

EQQS.L

1D
3.38%
1M
-3.03%
YTD
-5.09%
6M
-2.18%
1Y
24.74%
3Y*
23.31%
5Y*
—
10Y*
—

IUMD.L

1D
4.99%
1M
-2.61%
YTD
-2.58%
6M
-2.97%
1Y
17.14%
3Y*
20.22%
5Y*
8.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco NASDAQ-100 Swap UCITS ETF Acc

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

Often compared with EQQS.L:
EQQS.L vs. QQQMEQQS.L vs. IUIT.LEQQS.L vs. QQQEQQS.L vs. EQQQ.LEQQS.L vs. EQQU.LEQQS.L vs. VWRA.LEQQS.L vs. VUAA.L
Often compared with IUMD.L:
IUMD.L vs. IUMF.LIUMD.L vs. JMOMIUMD.L vs. IWFM.LIUMD.L vs. SCHGIUMD.L vs. IITU.LIUMD.L vs. SPHQIUMD.L vs. SPMO

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

Both EQQS.L and IUMD.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

EQQS.L
Invesco NASDAQ-100 Swap UCITS ETF Acc
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQQS.L
EQQS.L Risk / Return Rank: 7070
Overall Rank
EQQS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EQQS.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQS.L Omega Ratio Rank: 6565
Omega Ratio Rank
EQQS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQS.L Martin Ratio Rank: 7171
Martin Ratio Rank
IUMD.L
IUMD.L Risk / Return Rank: 4747
Overall Rank
IUMD.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUMD.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IUMD.L Omega Ratio Rank: 4141
Omega Ratio Rank
IUMD.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUMD.L Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.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.

EQQS.LIUMD.LDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.82

+0.45

Sortino ratio

Return per unit of downside risk

1.87

1.29

+0.57

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

2.15

1.49

+0.66

Martin ratio

Return relative to average drawdown

7.86

5.72

+2.14

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

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

The current EQQS.L Sharpe Ratio is 1.26, which is higher than the IUMD.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of EQQS.L and IUMD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EQQS.LIUMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.82

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.45

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.54

+0.09

Correlation

The correlation between EQQS.L and IUMD.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EQQS.L vs. IUMD.L - Dividend Comparison

EQQS.L has not paid dividends to shareholders, while IUMD.L's dividend yield for the trailing twelve months is around 0.90%.

TTM20252024202320222021202020192018
EQQS.L
Invesco NASDAQ-100 Swap UCITS ETF Acc		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)		0.90%0.87%0.50%1.14%1.41%0.40%0.67%1.13%0.85%

Drawdowns

EQQS.L vs. IUMD.L - Drawdown Comparison

The maximum EQQS.L drawdown since its inception was -34.93%, roughly equal to the maximum IUMD.L drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for EQQS.L and IUMD.L.

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Drawdown Indicators

EQQS.LIUMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-33.67%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-13.30%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.87%

—

Current Drawdown

Current decline from peak

-7.52%

-5.55%

-1.97%

Average Drawdown

Average peak-to-trough decline

-9.30%

-8.91%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.78%

+0.28%

Volatility

EQQS.L vs. IUMD.L - Volatility Comparison

The current volatility for Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) is 6.06%, while iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) has a volatility of 7.98%. This indicates that EQQS.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

EQQS.LIUMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

7.98%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

14.45%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

20.99%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

19.32%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

20.28%

+2.35%