IUCM.L vs. MTUM
Compare and contrast key facts about iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and iShares Edge MSCI USA Momentum Factor ETF (MTUM).
IUCM.L and MTUM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCM.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Sep 17, 2018. MTUM is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum Index. It was launched on Apr 16, 2013. Both IUCM.L and MTUM 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: IUCM.L or MTUM.
Key characteristics
| IUCM.L | MTUM | |
|---|---|---|
| YTD Return | 15.71% | 17.78% |
| 1Y Return | 41.12% | 33.46% |
| 3Y Return (Ann) | 4.61% | 5.24% |
| 5Y Return (Ann) | 12.62% | 11.59% |
| Sharpe Ratio | 2.45 | 2.12 |
| Daily Std Dev | 17.24% | 15.54% |
| Max Drawdown | -47.32% | -34.08% |
| Current Drawdown | -1.33% | -2.34% |
Correlation
The correlation between IUCM.L and MTUM is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUCM.L vs. MTUM - Performance Comparison
In the year-to-date period, IUCM.L achieves a 15.71% return, which is significantly lower than MTUM's 17.78% 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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IUCM.L vs. MTUM - Expense Ratio Comparison
Both IUCM.L and MTUM have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUCM.L vs. MTUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and iShares Edge MSCI USA Momentum Factor ETF (MTUM). 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
IUCM.L vs. MTUM - Dividend Comparison
IUCM.L has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.80% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
Drawdowns
IUCM.L vs. MTUM - Drawdown Comparison
The maximum IUCM.L drawdown since its inception was -47.32%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for IUCM.L and MTUM. For additional features, visit the drawdowns tool.
Volatility
IUCM.L vs. MTUM - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a higher volatility of 6.94% compared to iShares Edge MSCI USA Momentum Factor ETF (MTUM) at 5.97%. This indicates that IUCM.L's price experiences larger fluctuations and is considered to be riskier than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.