EXO.AS vs. IEFM.L
Compare and contrast key facts about Exor N.V. (EXO.AS) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L).
IEFM.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Growth NR EUR. It was launched on Jan 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXO.AS or IEFM.L.
Correlation
The correlation between EXO.AS and IEFM.L is 0.64, 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.
Performance
EXO.AS vs. IEFM.L - Performance Comparison
Key characteristics
EXO.AS:
0.02
IEFM.L:
0.70
EXO.AS:
0.15
IEFM.L:
1.19
EXO.AS:
1.02
IEFM.L:
1.24
EXO.AS:
0.02
IEFM.L:
1.27
EXO.AS:
0.05
IEFM.L:
2.33
EXO.AS:
7.52%
IEFM.L:
7.72%
EXO.AS:
17.67%
IEFM.L:
25.55%
EXO.AS:
-16.61%
IEFM.L:
-23.88%
EXO.AS:
-15.90%
IEFM.L:
-5.11%
Returns By Period
In the year-to-date period, EXO.AS achieves a -0.34% return, which is significantly lower than IEFM.L's 1.74% return.
EXO.AS
-0.34%
-5.87%
-9.81%
-1.79%
N/A
N/A
IEFM.L
1.74%
0.34%
1.57%
17.35%
9.00%
N/A
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Risk-Adjusted Performance
EXO.AS vs. IEFM.L — Risk-Adjusted Performance Rank
EXO.AS
IEFM.L
EXO.AS vs. IEFM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EXO.AS) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.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.
Dividends
EXO.AS vs. IEFM.L - Dividend Comparison
EXO.AS's dividend yield for the trailing twelve months is around 0.52%, while IEFM.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | |
|---|---|---|---|
EXO.AS Exor N.V. | 0.52% | 0.52% | 0.49% |
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
EXO.AS vs. IEFM.L - Drawdown Comparison
The maximum EXO.AS drawdown since its inception was -16.61%, smaller than the maximum IEFM.L drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for EXO.AS and IEFM.L. For additional features, visit the drawdowns tool.
Volatility
EXO.AS vs. IEFM.L - Volatility Comparison
Exor N.V. (EXO.AS) has a higher volatility of 5.72% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) at 3.66%. This indicates that EXO.AS's price experiences larger fluctuations and is considered to be riskier than IEFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.