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IUMF.L vs. VBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUMF.L vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUMF.L is traded in GBp, while VBIL is traded in USD. To make them comparable, the VBIL values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUMF.L achieves a 34.18% return, which is significantly higher than VBIL's 2.07% return.


IUMF.L

1D
2.57%
1M
10.39%
YTD
34.18%
6M
33.98%
1Y
47.38%
3Y*
29.94%
5Y*
16.22%
10Y*

VBIL

1D
-0.04%
1M
-0.41%
YTD
2.07%
6M
1.52%
1Y
5.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUMF.L vs. VBIL - Yearly Performance Comparison


Correlation

The correlation between IUMF.L and VBIL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

0.10

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Return for Risk

IUMF.L vs. VBIL — Risk / Return Rank

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

IUMF.L
IUMF.L Risk / Return Rank: 8585
Overall Rank
IUMF.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IUMF.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUMF.L Omega Ratio Rank: 8181
Omega Ratio Rank
IUMF.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IUMF.L Martin Ratio Rank: 8484
Martin Ratio Rank

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 9999
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
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.

IUMF.L vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.


IUMF.LVBILDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.44

1.14

+0.30

Calmar ratioReturn relative to maximum drawdown

5.06

1.00

+4.06

Martin ratioReturn relative to average drawdown

15.85

2.71

+13.15

IUMF.L vs. VBIL - Sharpe Ratio Comparison

The current IUMF.L Sharpe Ratio is 2.49, which is higher than the VBIL Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IUMF.L and VBIL, 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

IUMF.L vs. VBIL - Drawdown Comparison

The maximum IUMF.L drawdown since its inception was -25.23%, which is greater than VBIL's maximum drawdown of -8.01%. Use the drawdown chart below to compare losses from any high point for IUMF.L and VBIL.


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Drawdown Indicators


IUMF.LVBILDifference

Max Drawdown

Largest peak-to-trough decline

-25.23%

-8.01%

-17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-5.16%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

Current Drawdown

Current decline from peak

0.00%

-2.22%

+2.22%

Average Drawdown

Average peak-to-trough decline

-8.58%

-4.17%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.91%

+1.07%

Volatility

IUMF.L vs. VBIL - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a higher volatility of 9.15% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 1.42%. This indicates that IUMF.L's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUMF.LVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

1.42%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

4.89%

+11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

6.61%

+12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.18%

7.07%

+16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.81%

7.07%

+32.74%

IUMF.L vs. VBIL - Expense Ratio Comparison

IUMF.L has a 0.20% expense ratio, which is higher than VBIL's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUMF.L vs. VBIL - Dividend Comparison

IUMF.L has not paid dividends to shareholders, while VBIL's dividend yield for the trailing twelve months is around 3.65%.


Frequently Asked Questions


IUMF.L and VBIL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBIL is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBIL is cheaper with a 0.07% expense ratio, compared with 0.20% for IUMF.L.

IUMF.L is categorized as Momentum, while VBIL is Ultrashort Bond. IUMF.L tracks MSCI USA Momentum Index, while VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IUMF.L and 0.07% for VBIL.

Portfolio Optimizer

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