IUMF.L vs. XZMU.DE
IUMF.L (iShares Edge MSCI USA Momentum Factor UCITS ETF) and XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) are both exchange-traded funds - IUMF.L is a Momentum fund tracking the MSCI USA Momentum Index, while XZMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Low Carbon SRI Leaders. Both are passively managed. Over the past 5 years, IUMF.L returned 15.33%/yr vs 14.79%/yr for XZMU.DE. A 0.77 correlation means they provide meaningful diversification when combined. IUMF.L charges 0.20%/yr vs 0.15%/yr for XZMU.DE.
Performance
IUMF.L vs. XZMU.DE - Performance Comparison
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Different Trading Currencies
IUMF.L is traded in GBp, while XZMU.DE is traded in EUR. To make them comparable, the XZMU.DE 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 29.89% return, which is significantly higher than XZMU.DE's 7.36% return.
IUMF.L
- 1D
- -1.75%
- 1M
- 13.21%
- YTD
- 29.89%
- 6M
- 29.09%
- 1Y
- 40.90%
- 3Y*
- 28.84%
- 5Y*
- 15.33%
- 10Y*
- —
XZMU.DE
- 1D
- 0.81%
- 1M
- 5.57%
- YTD
- 7.36%
- 6M
- 8.11%
- 1Y
- 26.80%
- 3Y*
- 18.89%
- 5Y*
- 14.79%
- 10Y*
- —
IUMF.L vs. XZMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUMF.L iShares Edge MSCI USA Momentum Factor UCITS ETF | 29.89% | 9.14% | 34.88% | 3.73% | -8.43% | 14.11% | 25.03% | 23.31% | -1.80% |
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 7.36% | 10.59% | 26.80% | 24.03% | -13.36% | 35.61% | 15.29% | 29.69% | -3.81% |
Correlation
The correlation between IUMF.L and XZMU.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018 | 0.77 |
The correlation between IUMF.L and XZMU.DE shifts across timeframes, from 0.67 (1 year) to 0.78 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUMF.L vs. XZMU.DE — Risk / Return Rank
IUMF.L
XZMU.DE
IUMF.L vs. XZMU.DE - 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 Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE). 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.
| IUMF.L | XZMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 2.48 | +1.89 |
| Martin ratioReturn relative to average drawdown | 14.10 | 8.92 | +5.19 |
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
| IUMF.L | XZMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.20 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.94 | -0.09 |
Drawdowns
IUMF.L vs. XZMU.DE - Drawdown Comparison
The maximum IUMF.L drawdown since its inception was -25.23%, roughly equal to the maximum XZMU.DE drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for IUMF.L and XZMU.DE.
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Drawdown Indicators
| IUMF.L | XZMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.23% | -26.42% | +1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -10.77% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.56% | -24.00% | +1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -24.00% | -0.37% |
Current DrawdownCurrent decline from peak | -1.75% | -0.37% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -4.37% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.00% | -0.11% |
Volatility
IUMF.L vs. XZMU.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a higher volatility of 7.86% compared to Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) at 3.40%. This indicates that IUMF.L's price experiences larger fluctuations and is considered to be riskier than XZMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUMF.L | XZMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 3.40% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 8.59% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 12.14% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 15.78% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 17.40% | +1.26% |
IUMF.L vs. XZMU.DE - Expense Ratio Comparison
IUMF.L has a 0.20% expense ratio, which is higher than XZMU.DE's 0.15% 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. XZMU.DE - Dividend Comparison
Neither IUMF.L nor XZMU.DE has paid dividends to shareholders.
Frequently Asked Questions
IUMF.L and XZMU.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IUMF.L.
IUMF.L is categorized as Momentum, while XZMU.DE is Large Cap Blend Equities. IUMF.L tracks MSCI USA Momentum Index, while XZMU.DE tracks MSCI USA Low Carbon SRI Leaders. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IUMF.L and 0.15% for XZMU.DE.
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