IUMD.L vs. NESG.L
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L).
IUMD.L and NESG.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. NESG.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 ESG Index®. It was launched on Oct 25, 2021. Both IUMD.L and NESG.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.
Performance
IUMD.L vs. NESG.L - Performance Comparison
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IUMD.L vs. NESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) | -2.58% | 17.13% | 32.70% | 9.78% | -18.13% | -4.15% |
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | -5.70% | 21.09% | 26.52% | 56.71% | -32.09% | 1.40% |
Returns By Period
In the year-to-date period, IUMD.L achieves a -2.58% return, which is significantly higher than NESG.L's -5.70% return.
IUMD.L
- 1D
- 4.99%
- 1M
- -2.61%
- YTD
- -2.58%
- 6M
- -2.97%
- 1Y
- 17.14%
- 3Y*
- 20.22%
- 5Y*
- 8.62%
- 10Y*
- —
NESG.L
- 1D
- 3.45%
- 1M
- -2.31%
- YTD
- -5.70%
- 6M
- -2.59%
- 1Y
- 25.89%
- 3Y*
- 23.40%
- 5Y*
- —
- 10Y*
- —
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IUMD.L vs. NESG.L - Expense Ratio Comparison
IUMD.L has a 0.20% expense ratio, which is lower than NESG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IUMD.L vs. NESG.L — Risk / Return Rank
IUMD.L
NESG.L
IUMD.L vs. NESG.L - Risk-Adjusted Trends 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 Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.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.
| IUMD.L | NESG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.30 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.90 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.10 | -0.60 |
Martin ratioReturn relative to average drawdown | 5.72 | 7.46 | -1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUMD.L | NESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.30 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.51 | +0.03 |
Correlation
The correlation between IUMD.L and NESG.L is 0.75, 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
IUMD.L vs. NESG.L - Dividend Comparison
IUMD.L's dividend yield for the trailing twelve months is around 0.90%, while NESG.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) | 0.90% | 0.87% | 0.50% | 1.14% | 1.41% | 0.40% | 0.67% | 1.13% | 0.85% |
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUMD.L vs. NESG.L - Drawdown Comparison
The maximum IUMD.L drawdown since its inception was -33.67%, roughly equal to the maximum NESG.L drawdown of -34.69%. Use the drawdown chart below to compare losses from any high point for IUMD.L and NESG.L.
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Drawdown Indicators
| IUMD.L | NESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -34.69% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -12.01% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -31.87% | — | — |
Current DrawdownCurrent decline from peak | -5.55% | -8.22% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -9.41% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.38% | -0.60% |
Volatility
IUMD.L vs. NESG.L - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) has a higher volatility of 7.98% compared to Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) at 6.14%. This indicates that IUMD.L's price experiences larger fluctuations and is considered to be riskier than NESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUMD.L | NESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 6.14% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 12.55% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 19.94% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.32% | 22.65% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 22.65% | -2.37% |