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IUMD.L vs. XWEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUMD.L vs. XWEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) and Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUMD.L achieves a 35.14% return, which is significantly higher than XWEM.L's 21.90% return.


IUMD.L

1D
1.62%
1M
7.76%
YTD
35.14%
6M
33.35%
1Y
44.74%
3Y*
33.33%
5Y*
14.78%
10Y*

XWEM.L

1D
0.00%
1M
2.82%
YTD
21.90%
6M
21.23%
1Y
35.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUMD.L vs. XWEM.L - Yearly Performance Comparison


2026 (YTD)202520242023
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)
35.14%17.15%32.76%10.23%
XWEM.L
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
21.90%21.57%28.83%9.50%

Correlation

The correlation between IUMD.L and XWEM.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.92

The correlation between IUMD.L and XWEM.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

IUMD.L vs. XWEM.L — Risk / Return Rank

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

IUMD.L
IUMD.L Risk / Return Rank: 8080
Overall Rank
IUMD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IUMD.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IUMD.L Omega Ratio Rank: 7474
Omega Ratio Rank
IUMD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IUMD.L Martin Ratio Rank: 8686
Martin Ratio Rank

XWEM.L
XWEM.L Risk / Return Rank: 7272
Overall Rank
XWEM.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XWEM.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XWEM.L Omega Ratio Rank: 7070
Omega Ratio Rank
XWEM.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XWEM.L Martin Ratio Rank: 7777
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.

IUMD.L vs. XWEM.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 Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUMD.LXWEM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.17

3.01

+1.16

Martin ratioReturn relative to average drawdown

15.76

12.91

+2.85

IUMD.L vs. XWEM.L - Sharpe Ratio Comparison

The current IUMD.L Sharpe Ratio is 2.14, which is comparable to the XWEM.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IUMD.L and XWEM.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.


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Drawdowns

IUMD.L vs. XWEM.L - Drawdown Comparison

The maximum IUMD.L drawdown since its inception was -33.70%, which is greater than XWEM.L's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for IUMD.L and XWEM.L.


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Drawdown Indicators


IUMD.LXWEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-19.12%

-14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-11.77%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.92%

Current Drawdown

Current decline from peak

-1.50%

-2.29%

+0.79%

Average Drawdown

Average peak-to-trough decline

-8.70%

-2.21%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.75%

+0.08%

Volatility

IUMD.L vs. XWEM.L - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) has a higher volatility of 8.96% compared to Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) at 5.85%. This indicates that IUMD.L's price experiences larger fluctuations and is considered to be riskier than XWEM.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.LXWEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.96%

5.85%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

15.18%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

20.81%

17.75%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.39%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

17.39%

+3.20%

IUMD.L vs. XWEM.L - Expense Ratio Comparison

IUMD.L has a 0.20% expense ratio, which is lower than XWEM.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%.


Dividends

IUMD.L vs. XWEM.L - Dividend Comparison

IUMD.L's dividend yield for the trailing twelve months is around 0.49%, while XWEM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IUMD.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist)
0.49%0.87%0.50%1.14%1.41%0.40%0.67%1.13%0.85%
XWEM.L
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IUMD.L and XWEM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

IUMD.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEM.L.

IUMD.L is categorized as Momentum, while XWEM.L is Global Equities. IUMD.L tracks MSCI USA Momentum Index, while XWEM.L tracks MSCI World Momentum Low Carbon SRI Screened Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IUMD.L and 0.25% for XWEM.L.

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