IUMF.L vs. IUMD.L
Compare and contrast key facts about IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L).
IUMF.L and IUMD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both IUMF.L and IUMD.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: IUMF.L or IUMD.L.
Key characteristics
| IUMF.L | IUMD.L | |
|---|---|---|
| YTD Return | 20.73% | 24.28% |
| 1Y Return | 27.10% | 34.44% |
| 3Y Return (Ann) | 5.93% | 4.03% |
| 5Y Return (Ann) | 10.08% | 11.26% |
| Sharpe Ratio | 1.59 | 1.91 |
| Daily Std Dev | 17.97% | 18.90% |
| Max Drawdown | -25.23% | -33.67% |
| Current Drawdown | -6.21% | -3.95% |
Correlation
The correlation between IUMF.L and IUMD.L is 0.94, 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.
Performance
IUMF.L vs. IUMD.L - Performance Comparison
In the year-to-date period, IUMF.L achieves a 20.73% return, which is significantly lower than IUMD.L's 24.28% 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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IUMF.L vs. IUMD.L - Expense Ratio Comparison
Both IUMF.L and IUMD.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%.
Risk-Adjusted Performance
IUMF.L vs. IUMD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.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
IUMF.L vs. IUMD.L - Dividend Comparison
IUMF.L has not paid dividends to shareholders, while IUMD.L's dividend yield for the trailing twelve months is around 0.50%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IUMF.L IShares Edge MSCI USA Momentum Factor ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUMD.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) | 0.50% | 1.14% | 1.41% | 0.40% | 0.67% | 1.13% | 0.85% |
Drawdowns
IUMF.L vs. IUMD.L - Drawdown Comparison
The maximum IUMF.L drawdown since its inception was -25.23%, smaller than the maximum IUMD.L drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IUMF.L and IUMD.L. For additional features, visit the drawdowns tool.
Volatility
IUMF.L vs. IUMD.L - Volatility Comparison
IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Dist) (IUMD.L) have volatilities of 6.86% and 7.15%, 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.