IGSG.L vs. IUMF.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and IUMF.L (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both exchange-traded funds - IGSG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IUMF.L is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, IGSG.L returned 11.83%/yr vs 15.33%/yr for IUMF.L. A 0.77 correlation means they provide meaningful diversification when combined. IGSG.L charges 0.60%/yr vs 0.20%/yr for IUMF.L.

Performance

IGSG.L vs. IUMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGSG.L achieves a 9.09% return, which is significantly lower than IUMF.L's 29.89% return.

IGSG.L

• 1D: 0.37%
• 1M: 4.29%
• YTD: 9.09%
• 6M: 9.86%
• 1Y: 24.21%
• 3Y*: 14.94%
• 5Y*: 11.83%
• 10Y*: 13.10%

IUMF.L

• 1D: -1.75%
• 1M: 10.73%
• YTD: 29.89%
• 6M: 28.55%
• 1Y: 40.96%
• 3Y*: 28.84%
• 5Y*: 15.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)	9.09%	14.21%	12.74%	19.46%	-7.27%	23.00%	9.72%	21.71%	-3.46%	11.82%
IUMF.L iShares Edge MSCI USA Momentum Factor UCITS ETF	29.89%	9.14%	34.88%	3.73%	-8.43%	14.11%	25.03%	23.31%	2.39%	24.77%

Correlation

The correlation between IGSG.L and IUMF.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 18, 2016	0.77

The correlation between IGSG.L and IUMF.L shifts across timeframes, from 0.58 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

IGSG.L vs. IUMF.L - Sectors Allocation Comparison

Sectors	IGSG.L	IUMF.L
Technology	35.6%	42.9%
Financial Services	19.7%	7.3%
Industrials	12.8%	19.2%
Healthcare	9.1%	9.6%
Basic Materials	5.3%	1.9%
Energy	3.8%	2.5%
Consumer Cyclical	3.4%	5.1%
Communication Services	3.3%	6.7%
Utilities	3.1%	1.5%
Real Estate	2.1%	1.1%
Consumer Defensive	1.9%	2.2%

Return for Risk

IGSG.L vs. IUMF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGSG.L

IGSG.L Risk / Return Rank: 68
IGSG.L Sharpe Ratio Rank: 72
IGSG.L Sortino Ratio Rank: 70
IGSG.L Omega Ratio Rank: 74
IGSG.L Calmar Ratio Rank: 61
IGSG.L Martin Ratio Rank: 64

IUMF.L

IUMF.L Risk / Return Rank: 74
IUMF.L Sharpe Ratio Rank: 70
IUMF.L Sortino Ratio Rank: 72
IUMF.L Omega Ratio Rank: 69
IUMF.L Calmar Ratio Rank: 83
IUMF.L Martin Ratio Rank: 75

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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.

	IGSG.L	IUMF.L	Difference
Sharpe ratio: Return per unit of total volatility	2.32	2.26	+0.06
Sortino ratio: Return per unit of downside risk	3.14	3.19	-0.05
Omega ratio: Gain probability vs. loss probability	1.43	1.40	+0.03
Calmar ratio: Return relative to maximum drawdown	2.97	4.37	-1.40
Martin ratio: Return relative to average drawdown	11.52	14.10	-2.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IGSG.L Sharpe Ratio is 2.32, which is comparable to the IUMF.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of IGSG.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.

Sharpe Ratios by Period

	IGSG.L	IUMF.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.32	2.26	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.84	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.85	-0.11

Drawdowns

IGSG.L vs. IUMF.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, roughly equal to the maximum IUMF.L drawdown of -25.23%. Use the drawdown chart below to compare losses from any high point for IGSG.L and IUMF.L.

Drawdown Indicators

	IGSG.L	IUMF.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.74%	-25.23%	+0.49%
Max Drawdown (1Y) Largest decline over 1 year	-8.21%	-9.32%	+1.11%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-22.56%	+6.02%
Max Drawdown (5Y) Largest decline over 5 years	-16.54%	-24.37%	+7.83%
Max Drawdown (10Y) Largest decline over 10 years	-24.74%	—	—
Current Drawdown Current decline from peak	0.00%	-1.75%	+1.75%
Average Drawdown Average peak-to-trough decline	-3.70%	-6.44%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	2.89%	-0.77%

Volatility

IGSG.L vs. IUMF.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 2.92%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a volatility of 7.86%. This indicates that IGSG.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.

Volatility by Period

	IGSG.L	IUMF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	7.86%	-4.94%
Volatility (6M) Calculated over the trailing 6-month period	8.40%	15.09%	-6.69%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	17.99%	-7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	18.29%	-5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.14%	18.66%	-4.52%

IGSG.L vs. IUMF.L - Expense Ratio Comparison

IGSG.L has a 0.60% expense ratio, which is higher than IUMF.L's 0.20% expense ratio.

Dividends

IGSG.L vs. IUMF.L - Dividend Comparison

Neither IGSG.L nor IUMF.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IGSG.L and IUMF.L in my portfolio?

IGSG.L and IUMF.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IGSG.L or IUMF.L?

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

Which ETF is cheaper, IGSG.L or IUMF.L?

IUMF.L is cheaper with a 0.20% expense ratio, compared with 0.60% for IGSG.L.

What is the main difference between IGSG.L and IUMF.L?

IGSG.L is categorized as Global Equities, while IUMF.L is Momentum. IGSG.L tracks MSCI ACWI NR USD, while IUMF.L tracks MSCI USA Momentum Index. Their fees differ too: 0.60% for IGSG.L and 0.20% for IUMF.L.