IEFM.L vs. RSG
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) and Republic Services, Inc. (RSG).
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: IEFM.L or RSG.
Key characteristics
| IEFM.L | RSG | |
|---|---|---|
| YTD Return | 14.30% | 22.67% |
| 1Y Return | 22.41% | 32.26% |
| 3Y Return (Ann) | 3.71% | 16.39% |
| 5Y Return (Ann) | 9.42% | 20.30% |
| Sharpe Ratio | 0.71 | 2.40 |
| Sortino Ratio | 1.25 | 2.92 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 1.58 | 4.32 |
| Martin Ratio | 2.56 | 15.21 |
| Ulcer Index | 8.71% | 2.22% |
| Daily Std Dev | 31.27% | 14.08% |
| Max Drawdown | -23.88% | -65.98% |
| Current Drawdown | -7.33% | -3.38% |
Correlation
The correlation between IEFM.L and RSG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IEFM.L vs. RSG - Performance Comparison
In the year-to-date period, IEFM.L achieves a 14.30% return, which is significantly lower than RSG's 22.67% 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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Risk-Adjusted Performance
IEFM.L vs. RSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) and Republic Services, Inc. (RSG). 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
IEFM.L vs. RSG - Dividend Comparison
IEFM.L has not paid dividends to shareholders, while RSG's dividend yield for the trailing twelve months is around 1.09%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFM.L iShares Edge MSCI Europe 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% |
RSG Republic Services, Inc. | 1.09% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
Drawdowns
IEFM.L vs. RSG - Drawdown Comparison
The maximum IEFM.L drawdown since its inception was -23.88%, smaller than the maximum RSG drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for IEFM.L and RSG. For additional features, visit the drawdowns tool.
Volatility
IEFM.L vs. RSG - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) is 3.34%, while Republic Services, Inc. (RSG) has a volatility of 4.89%. This indicates that IEFM.L experiences smaller price fluctuations and is considered to be less risky than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.