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GCP.L vs. IUMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GCP.L vs. IUMF.L

Last updated Jul 21, 2026
Documentation

GCP.L (GCP Infrastructure Investments Limited) is a stock, while IUMF.L (iShares Edge MSCI USA Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI USA Momentum Index. Over the past 5 years, GCP.L returned 3.73%/yr vs 13.04%/yr for IUMF.L. At a 0.11 correlation, their price movements are largely independent.

Performance

GCP.L vs. IUMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in GCP Infrastructure Investments Limited (GCP.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.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, GCP.L achieves a 16.21% return, which is significantly lower than IUMF.L's 23.05% return.

GCP.L

1D
0.00%
1M
4.83%
6M
17.95%
YTD
16.21%
1Y
18.17%
3Y*
11.15%
5Y*
3.73%
10Y*
3.37%
ALL TIME*
6.08%

IUMF.L

1D
1.86%
1M
-11.17%
6M
21.08%
YTD
23.05%
1Y
29.72%
3Y*
25.57%
5Y*
13.04%
10Y*
—
ALL TIME*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCP.L vs. IUMF.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GCP.L
GCP Infrastructure Investments Limited		16.21%15.63%7.89%-22.98%0.44%6.30%-11.70%9.93%5.00%11.41%
IUMF.L
iShares Edge MSCI USA Momentum Factor UCITS ETF		23.05%9.14%34.88%3.74%-8.43%14.11%25.03%23.31%2.36%2.58%

Correlation

The correlation between GCP.L and IUMF.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.02

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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.11

The correlation between GCP.L and IUMF.L shifts across timeframes, from 0.02 (1 year) to 0.15 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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GCP Infrastructure Investments Limited

iShares Edge MSCI USA Momentum Factor UCITS ETF

Often compared with GCP.L:
GCP.L vs. NESF.LGCP.L vs. SEITXGCP.L vs. SWDA.LGCP.L vs. HICL.LGCP.L vs. FSV.LGCP.L vs. UKW.LGCP.L vs. JEPI
Often compared with IUMF.L:
IUMF.L vs. IWFM.LIUMF.L vs. XDEM.LIUMF.L vs. JPLG.LIUMF.L vs. IUMD.LIUMF.L vs. JMOMIUMF.L vs. QQQIUMF.L vs. SEIV

Return for Risk

GCP.L vs. IUMF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GCP.L
GCP.L Risk / Return Rank: 7777
Overall Rank
GCP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GCP.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
GCP.L Omega Ratio Rank: 7373
Omega Ratio Rank
GCP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
GCP.L Martin Ratio Rank: 7575
Martin Ratio Rank
IUMF.L
IUMF.L Risk / Return Rank: 5454
Overall Rank
IUMF.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IUMF.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUMF.L Omega Ratio Rank: 5151
Omega Ratio Rank
IUMF.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUMF.L Martin Ratio Rank: 6262
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.

GCP.L vs. IUMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GCP Infrastructure Investments Limited (GCP.L) and iShares Edge MSCI USA Momentum Factor UCITS 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

GCP.LIUMF.LDifference
Sharpe ratioReturn per unit of total volatility
1.23
1.33

-0.10

Sortino ratioReturn per unit of downside risk
1.84
1.89

-0.05

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.96

2.13

-0.18

Martin ratioReturn relative to average drawdown

3.82

8.00

-4.18

GCP.L vs. IUMF.L - Sharpe Ratio Comparison

The current GCP.L Sharpe Ratio is 1.23, which is comparable to the IUMF.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GCP.L and IUMF.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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Drawdowns

GCP.L vs. IUMF.L - Drawdown Comparison

The maximum GCP.L drawdown since its inception was -44.22%, 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 GCP.L and IUMF.L.

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Drawdown Indicators

GCP.LIUMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-25.23%

-18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-13.87%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-22.56%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-44.22%

-24.37%

-19.85%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

—

—

Current Drawdown

Current decline from peak

-1.55%

-12.27%

+10.72%

Average Drawdown

Average peak-to-trough decline

-7.93%

-8.55%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.71%

+1.04%

Volatility

GCP.L vs. IUMF.L - Volatility Comparison

The current volatility for GCP Infrastructure Investments Limited (GCP.L) is 4.80%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a volatility of 11.40%. This indicates that GCP.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

GCP.LIUMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

11.40%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

19.35%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

22.24%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

23.67%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

39.79%

-19.13%

Dividends

GCP.L vs. IUMF.L - Dividend Comparison

GCP.L's dividend yield for the trailing twelve months is around 8.48%, while IUMF.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
GCP.L
GCP Infrastructure Investments Limited		8.48%9.41%9.89%9.72%6.86%6.46%6.97%5.77%5.97%5.89%6.18%6.33%
IUMF.L
iShares Edge MSCI USA Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GCP.L and IUMF.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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