IUMD.L vs. IUMF.L
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.L).
IUMD.L and IUMF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUMD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Feb 21, 2018. IUMF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Oct 13, 2016. Both IUMD.L and IUMF.L 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: IUMD.L or IUMF.L.
Performance
IUMD.L vs. IUMF.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IUMD.L having a 32.59% return and IUMF.L slightly higher at 33.71%.
IUMD.L
32.59%
-0.68%
9.44%
39.83%
12.15%
N/A
IUMF.L
33.71%
2.40%
9.87%
37.43%
12.63%
N/A
Key characteristics
| IUMD.L | IUMF.L | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.10 |
| Sortino Ratio | 2.84 | 2.82 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 1.88 | 2.51 |
| Martin Ratio | 11.67 | 10.30 |
| Ulcer Index | 3.34% | 3.64% |
| Daily Std Dev | 18.19% | 17.82% |
| Max Drawdown | -33.67% | -25.23% |
| Current Drawdown | -2.26% | -1.28% |
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IUMD.L vs. IUMF.L - Expense Ratio Comparison
Both IUMD.L and IUMF.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IUMD.L and IUMF.L is 0.95, 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.
Risk-Adjusted Performance
IUMD.L vs. IUMF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and IShares Edge MSCI USA Momentum Factor 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.
Dividends
IUMD.L vs. IUMF.L - Dividend Comparison
IUMD.L's dividend yield for the trailing twelve months is around 0.47%, while IUMF.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) | 0.47% | 1.14% | 1.41% | 0.40% | 0.67% | 1.13% | 0.85% |
IUMF.L IShares Edge MSCI USA Momentum Factor ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUMD.L vs. IUMF.L - Drawdown Comparison
The maximum IUMD.L drawdown since its inception was -33.67%, 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 IUMD.L and IUMF.L. For additional features, visit the drawdowns tool.
Volatility
IUMD.L vs. IUMF.L - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) have volatilities of 3.54% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.