EQQS.L vs. IUMF.L
Compare and contrast key facts about Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.L).
EQQS.L and IUMF.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. IUMF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Oct 13, 2016. Both EQQS.L and IUMF.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. IUMF.L - Performance Comparison
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EQQS.L vs. IUMF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQS.L Invesco NASDAQ-100 Swap UCITS ETF Acc | -5.09% | 19.85% | 26.77% | 55.63% | -33.47% | 19.57% |
IUMF.L IShares Edge MSCI USA Momentum Factor ETF | -2.69% | 17.37% | 32.63% | 9.21% | -18.22% | 5.47% |
Different Trading Currencies
EQQS.L is traded in USD, while IUMF.L is traded in GBp. To make them comparable, the IUMF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EQQS.L achieves a -5.09% return, which is significantly lower than IUMF.L's -2.69% return.
EQQS.L
- 1D
- 3.38%
- 1M
- -3.03%
- YTD
- -5.09%
- 6M
- -2.18%
- 1Y
- 24.74%
- 3Y*
- 23.31%
- 5Y*
- —
- 10Y*
- —
IUMF.L
- 1D
- 4.77%
- 1M
- -3.05%
- YTD
- -2.69%
- 6M
- -3.23%
- 1Y
- 16.95%
- 3Y*
- 20.26%
- 5Y*
- 8.57%
- 10Y*
- —
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EQQS.L vs. IUMF.L - Expense Ratio Comparison
Both EQQS.L and IUMF.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%.
Return for Risk
EQQS.L vs. IUMF.L — Risk / Return Rank
EQQS.L
IUMF.L
EQQS.L vs. IUMF.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 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.
| EQQS.L | IUMF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.81 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.28 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.41 | +0.74 |
Martin ratioReturn relative to average drawdown | 7.86 | 5.47 | +2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQQS.L | IUMF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.81 | +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 | 0.72 | -0.09 |
Correlation
The correlation between EQQS.L and IUMF.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EQQS.L vs. IUMF.L - Dividend Comparison
Neither EQQS.L nor IUMF.L has paid dividends to shareholders.
Drawdowns
EQQS.L vs. IUMF.L - Drawdown Comparison
The maximum EQQS.L drawdown since its inception was -34.93%, which is greater than IUMF.L's maximum drawdown of -33.19%. Use the drawdown chart below to compare losses from any high point for EQQS.L and IUMF.L.
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Drawdown Indicators
| EQQS.L | IUMF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -25.23% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.71% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.37% | — |
Current DrawdownCurrent decline from peak | -7.52% | -5.14% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -6.54% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.94% | +0.12% |
Volatility
EQQS.L vs. IUMF.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 ETF (IUMF.L) has a volatility of 7.50%. This indicates that EQQS.L experiences smaller price fluctuations and is considered to be less risky 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
| EQQS.L | IUMF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 7.50% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 14.40% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 20.91% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 19.17% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 19.10% | +3.53% |