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EQQU.L vs. IUMO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EQQU.L vs. IUMO.L

Last updated Jun 5, 2026

EQQU.L (Invesco EQQQ NASDAQ-100 UCITS ETF) and IUMO.L (iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc) are both exchange-traded funds - EQQU.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IUMO.L is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, EQQU.L returned 17.59%/yr vs 14.09%/yr for IUMO.L. A 0.79 correlation means they provide meaningful diversification when combined. EQQU.L charges 0.30%/yr vs 0.20%/yr for IUMO.L.

Performance

EQQU.L vs. IUMO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.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, EQQU.L achieves a 19.55% return, which is significantly lower than IUMO.L's 29.52% return.

EQQU.L

1D
-0.70%
1M
6.80%
YTD
19.55%
6M
18.58%
1Y
39.12%
3Y*
27.98%
5Y*
17.59%
10Y*
21.19%

IUMO.L

1D
-1.94%
1M
9.39%
YTD
29.52%
6M
29.71%
1Y
39.24%
3Y*
32.22%
5Y*
14.09%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQU.L vs. IUMO.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF		19.55%19.75%26.54%56.27%-33.46%27.95%47.76%37.17%-1.67%30.96%
IUMO.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc		29.52%17.81%31.88%9.83%-18.15%12.60%29.61%28.49%-3.73%37.07%

Correlation

The correlation between EQQU.L and IUMO.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.85

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

0.86

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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2016

0.79

The correlation between EQQU.L and IUMO.L has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

EQQU.L vs. IUMO.L - Sectors Allocation Comparison

Sectors
EQQU.L
IUMO.L

Technology

57.9%
42.9%

Communication Services

14.5%
6.7%

Consumer Cyclical

11.6%
5.1%

Consumer Defensive

6.6%
2.2%

Healthcare

3.7%
9.6%

Industrials

2.8%
19.2%

Utilities

1.2%
1.5%

Basic Materials

1.0%
1.9%

Energy

0.5%
2.5%

Financial Services

0.2%
7.3%

Real Estate

0.0%
1.1%

Technology

EQQU.L
57.9%
IUMO.L
42.9%

Communication Services

EQQU.L
14.5%
IUMO.L
6.7%

Consumer Cyclical

EQQU.L
11.6%
IUMO.L
5.1%

Consumer Defensive

EQQU.L
6.6%
IUMO.L
2.2%

Healthcare

EQQU.L
3.7%
IUMO.L
9.6%

Industrials

EQQU.L
2.8%
IUMO.L
19.2%

Utilities

EQQU.L
1.2%
IUMO.L
1.5%

Basic Materials

EQQU.L
1.0%
IUMO.L
1.9%

Energy

EQQU.L
0.5%
IUMO.L
2.5%

Financial Services

EQQU.L
0.2%
IUMO.L
7.3%

Real Estate

EQQU.L
0.0%
IUMO.L
1.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco EQQQ NASDAQ-100 UCITS ETF

iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc

Often compared with EQQU.L:
EQQU.L vs. EQQQ.LEQQU.L vs. CNDX.LEQQU.L vs. VUAA.LEQQU.L vs. SMHEQQU.L vs. QQQEQQU.L vs. CNX1.LEQQU.L vs. XLK
Often compared with IUMO.L:
IUMO.L vs. SPMOIUMO.L vs. IWMO.LIUMO.L vs. CSPX.LIUMO.L vs. CSKR.LIUMO.L vs. SWRD.LIUMO.L vs. R1GB.LIUMO.L vs. VOO

Return for Risk

EQQU.L vs. IUMO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQQU.L
EQQU.L Risk / Return Rank: 7575
Overall Rank
EQQU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EQQU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
EQQU.L Omega Ratio Rank: 7474
Omega Ratio Rank
EQQU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
EQQU.L Martin Ratio Rank: 7171
Martin Ratio Rank
IUMO.L
IUMO.L Risk / Return Rank: 6868
Overall Rank
IUMO.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IUMO.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IUMO.L Omega Ratio Rank: 6161
Omega Ratio Rank
IUMO.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IUMO.L Martin Ratio Rank: 7676
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.

EQQU.L vs. IUMO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.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.

EQQU.LIUMO.LDifference
Sharpe ratioReturn per unit of total volatility
2.52
2.02

+0.50

Sortino ratioReturn per unit of downside risk
3.51
3.00

+0.51

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.64

3.68

-0.04

Martin ratioReturn relative to average drawdown

13.04

14.44

-1.40

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

EQQU.L vs. IUMO.L - Sharpe Ratio Comparison

The current EQQU.L Sharpe Ratio is 2.52, which is comparable to the IUMO.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of EQQU.L and IUMO.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

EQQU.LIUMO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.02

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.72

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.96

-0.01

Drawdowns

EQQU.L vs. IUMO.L - Drawdown Comparison

The maximum EQQU.L drawdown since its inception was -35.17%, roughly equal to the maximum IUMO.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for EQQU.L and IUMO.L.

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Drawdown Indicators

EQQU.LIUMO.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.17%

-33.75%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-10.60%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-21.01%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-31.98%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

—

—

Current Drawdown

Current decline from peak

-0.77%

-1.94%

+1.17%

Average Drawdown

Average peak-to-trough decline

-6.10%

-8.46%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.70%

+0.38%

Volatility

EQQU.L vs. IUMO.L - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) is 4.93%, while iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) has a volatility of 8.41%. This indicates that EQQU.L experiences smaller price fluctuations and is considered to be less risky than IUMO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQQU.LIUMO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

8.41%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

16.63%

-4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

19.28%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

19.58%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

20.53%

-0.56%

EQQU.L vs. IUMO.L - Expense Ratio Comparison

EQQU.L has a 0.30% expense ratio, which is higher than IUMO.L's 0.20% expense ratio.

Dividends

EQQU.L vs. IUMO.L - Dividend Comparison

EQQU.L's dividend yield for the trailing twelve months is around 0.23%, while IUMO.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF		0.23%0.29%0.38%0.39%0.56%0.26%0.11%
IUMO.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EQQU.L and IUMO.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUMO.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUMO.L is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQU.L.

EQQU.L is categorized as Nasdaq-100, while IUMO.L is Momentum. EQQU.L tracks NASDAQ-100 Index, while IUMO.L tracks MSCI USA Momentum Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQQU.L and 0.20% for IUMO.L.

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