FSUS.L vs. IUMF.L
Compare and contrast key facts about iShares Edge MSCI USA Multifactor UCITS (FSUS.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.L).
FSUS.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. FSUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 4, 2015. 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 FSUS.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSUS.L or IUMF.L.
Key characteristics
| FSUS.L | IUMF.L | |
|---|---|---|
| YTD Return | 12.70% | 19.74% |
| 1Y Return | 16.18% | 27.47% |
| 3Y Return (Ann) | 8.72% | 5.38% |
| 5Y Return (Ann) | 10.04% | 9.97% |
| Sharpe Ratio | 1.38 | 1.54 |
| Daily Std Dev | 11.75% | 17.97% |
| Max Drawdown | -27.61% | -25.23% |
| Current Drawdown | -2.21% | -6.99% |
Correlation
The correlation between FSUS.L and IUMF.L is 0.83, 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.
Performance
FSUS.L vs. IUMF.L - Performance Comparison
In the year-to-date period, FSUS.L achieves a 12.70% return, which is significantly lower than IUMF.L's 19.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSUS.L vs. IUMF.L - Expense Ratio Comparison
FSUS.L has a 0.35% expense ratio, which is higher than IUMF.L's 0.20% expense ratio.
Risk-Adjusted Performance
FSUS.L vs. IUMF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (FSUS.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.
Dividends
FSUS.L vs. IUMF.L - Dividend Comparison
Neither FSUS.L nor IUMF.L has paid dividends to shareholders.
Drawdowns
FSUS.L vs. IUMF.L - Drawdown Comparison
The maximum FSUS.L drawdown since its inception was -27.61%, which is greater than IUMF.L's maximum drawdown of -25.23%. Use the drawdown chart below to compare losses from any high point for FSUS.L and IUMF.L. For additional features, visit the drawdowns tool.
Volatility
FSUS.L vs. IUMF.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS (FSUS.L) is 4.29%, while IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) has a volatility of 6.24%. This indicates that FSUS.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.