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ISEU.L vs. MJMT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ISEU.L vs. MJMT.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe UCITS Dist (ISEU.L) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE).

ISEU.L and MJMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. MJMT.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe Momentum. It was launched on Mar 22, 2018. Both ISEU.L and MJMT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISEU.L vs. MJMT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe UCITS Dist (ISEU.L) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE). The values are adjusted to include any dividend payments, if applicable.

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ISEU.L vs. MJMT.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist		0.36%35.19%2.19%19.52%-13.73%15.84%5.65%24.57%-15.01%27.43%
MJMT.DE
Amundi MSCI Europe Momentum Factor UCITS ETF EUR		0.71%43.64%13.07%16.61%-20.22%12.46%21.81%28.97%-14.75%27.04%
Different Trading Currencies

ISEU.L is traded in USD, while MJMT.DE is traded in EUR. To make them comparable, the MJMT.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISEU.L achieves a 0.36% return, which is significantly lower than MJMT.DE's 0.71% return.

ISEU.L

1D
3.30%
1M
-4.42%
YTD
0.36%
6M
5.40%
1Y
21.83%
3Y*
14.69%
5Y*
9.59%
10Y*
—

MJMT.DE

1D
4.59%
1M
-4.20%
YTD
0.71%
6M
5.52%
1Y
27.70%
3Y*
21.34%
5Y*
10.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe UCITS Dist

Amundi MSCI Europe Momentum Factor UCITS ETF EUR

Often compared with ISEU.L:
ISEU.L vs. ISX5.LISEU.L vs. EMMISEU.L vs. QQQISEU.L vs. CSPX.LISEU.L vs. VEUR.LISEU.L vs. ^GSPCISEU.L vs. EWQ
Often compared with MJMT.DE:
MJMT.DE vs. DRUP.DEMJMT.DE vs. LHKG.DEMJMT.DE vs. PRAG.DEMJMT.DE vs. CEMR.DEMJMT.DE vs. QDVE.DEMJMT.DE vs. VOOMJMT.DE vs. SPMO

ISEU.L vs. MJMT.DE - Expense Ratio Comparison

ISEU.L has a 1.00% expense ratio, which is higher than MJMT.DE's 0.23% expense ratio.

ISEU.L
iShares MSCI Europe UCITS Dist
MJMT.DE
Amundi MSCI Europe Momentum Factor UCITS ETF EUR

Return for Risk

ISEU.L vs. MJMT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISEU.L
ISEU.L Risk / Return Rank: 6868
Overall Rank
ISEU.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 6868
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 6565
Martin Ratio Rank
MJMT.DE
MJMT.DE Risk / Return Rank: 5555
Overall Rank
MJMT.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MJMT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
MJMT.DE Omega Ratio Rank: 5050
Omega Ratio Rank
MJMT.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
MJMT.DE Martin Ratio Rank: 5858
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.

ISEU.L vs. MJMT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE). 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.

ISEU.LMJMT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.33

-0.03

Sortino ratio

Return per unit of downside risk

1.74

1.86

-0.12

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.92

2.06

-0.14

Martin ratio

Return relative to average drawdown

7.03

7.68

-0.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISEU.L vs. MJMT.DE - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.30, which is comparable to the MJMT.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ISEU.L and MJMT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ISEU.LMJMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.33

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.64

-0.03

Correlation

The correlation between ISEU.L and MJMT.DE is 0.80, 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.

Dividends

ISEU.L vs. MJMT.DE - Dividend Comparison

ISEU.L's dividend yield for the trailing twelve months is around 2.49%, while MJMT.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist		2.49%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.31%2.48%
MJMT.DE
Amundi MSCI Europe Momentum Factor UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISEU.L vs. MJMT.DE - Drawdown Comparison

The maximum ISEU.L drawdown since its inception was -36.02%, roughly equal to the maximum MJMT.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for ISEU.L and MJMT.DE.

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Drawdown Indicators

ISEU.LMJMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.02%

-31.35%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.20%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-23.84%

-6.93%

Current Drawdown

Current decline from peak

-7.05%

-6.07%

-0.98%

Average Drawdown

Average peak-to-trough decline

-6.68%

-5.37%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.09%

+0.03%

Volatility

ISEU.L vs. MJMT.DE - Volatility Comparison

The current volatility for iShares MSCI Europe UCITS Dist (ISEU.L) is 6.95%, while Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a volatility of 9.25%. This indicates that ISEU.L experiences smaller price fluctuations and is considered to be less risky than MJMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISEU.LMJMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

9.25%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

14.24%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

20.71%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

18.94%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

17.97%

+0.36%