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IUMO.L vs. CNDX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IUMO.L vs. CNDX.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L).

IUMO.L and CNDX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUMO.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum Index. It was launched on Feb 21, 2018. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both IUMO.L and CNDX.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

IUMO.L vs. CNDX.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 Acc (IUMO.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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IUMO.L vs. CNDX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUMO.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc		-2.64%17.81%31.88%9.83%-18.15%12.60%29.61%28.49%-3.73%37.07%
CNDX.L
iShares NASDAQ 100 UCITS ETF		-5.13%19.75%26.45%56.31%-33.45%27.96%48.33%38.07%-1.03%32.36%

Returns By Period

In the year-to-date period, IUMO.L achieves a -2.64% return, which is significantly higher than CNDX.L's -5.13% return.

IUMO.L

1D
5.02%
1M
-2.66%
YTD
-2.64%
6M
-3.03%
1Y
17.02%
3Y*
20.20%
5Y*
8.60%
10Y*
—

CNDX.L

1D
3.32%
1M
-2.99%
YTD
-5.13%
6M
-2.25%
1Y
24.64%
3Y*
23.05%
5Y*
13.06%
10Y*
18.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc

iShares NASDAQ 100 UCITS ETF

Often compared with IUMO.L:
IUMO.L vs. SPMOIUMO.L vs. CSKR.LIUMO.L vs. IWMO.LIUMO.L vs. GLDIUMO.L vs. CSPX.LIUMO.L vs. VOOIUMO.L vs. CNX1.L
Often compared with CNDX.L:
CNDX.L vs. QQQCNDX.L vs. EQQQ.DECNDX.L vs. CNX1.LCNDX.L vs. SXRV.DECNDX.L vs. CSPX.LCNDX.L vs. EQQU.LCNDX.L vs. CNDX.AS

IUMO.L vs. CNDX.L - Expense Ratio Comparison

IUMO.L has a 0.20% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.

CNDX.L
iShares NASDAQ 100 UCITS ETF
IUMO.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc

Return for Risk

IUMO.L vs. CNDX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUMO.L
IUMO.L Risk / Return Rank: 5353
Overall Rank
IUMO.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUMO.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IUMO.L Omega Ratio Rank: 4242
Omega Ratio Rank
IUMO.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IUMO.L Martin Ratio Rank: 7070
Martin Ratio Rank
CNDX.L
CNDX.L Risk / Return Rank: 7777
Overall Rank
CNDX.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 9090
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.

IUMO.L vs. CNDX.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 Acc (IUMO.L) and iShares NASDAQ 100 UCITS ETF (CNDX.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.

IUMO.LCNDX.LDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.24

-0.43

Sortino ratio

Return per unit of downside risk

1.29

1.83

-0.54

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.95

3.26

-1.31

Martin ratio

Return relative to average drawdown

7.90

12.14

-4.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUMO.L vs. CNDX.L - Sharpe Ratio Comparison

The current IUMO.L Sharpe Ratio is 0.82, which is lower than the CNDX.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IUMO.L and CNDX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IUMO.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.24

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.62

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.03

-0.24

Correlation

The correlation between IUMO.L and CNDX.L is 0.78, 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

IUMO.L vs. CNDX.L - Dividend Comparison

Neither IUMO.L nor CNDX.L has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IUMO.L
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%

Drawdowns

IUMO.L vs. CNDX.L - Drawdown Comparison

The maximum IUMO.L drawdown since its inception was -33.75%, roughly equal to the maximum CNDX.L drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for IUMO.L and CNDX.L.

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Drawdown Indicators

IUMO.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-35.17%

+1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-12.06%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-35.17%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.17%

—

Current Drawdown

Current decline from peak

-5.65%

-7.55%

+1.90%

Average Drawdown

Average peak-to-trough decline

-8.60%

-5.35%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.95%

-0.33%

Volatility

IUMO.L vs. CNDX.L - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) has a higher volatility of 8.00% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 6.11%. This indicates that IUMO.L's price experiences larger fluctuations and is considered to be riskier than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUMO.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

6.11%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

11.94%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

19.67%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

20.86%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

20.01%

+0.35%