IUMO.L vs. FPX.L
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) and First Trust US IPO Index UCITS ETF (FPX.L).
IUMO.L and FPX.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. FPX.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Aug 14, 2015. Both IUMO.L and FPX.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. FPX.L - Performance Comparison
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IUMO.L vs. FPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FPX.L First Trust US IPO Index UCITS ETF | -1.86% | 36.52% | 24.89% | 23.33% | -35.80% | 3.03% | 48.23% | 31.01% | -9.12% | 26.02% |
Different Trading Currencies
IUMO.L is traded in USD, while FPX.L is traded in GBp. To make them comparable, the FPX.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUMO.L achieves a -2.64% return, which is significantly lower than FPX.L's -1.86% 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*
- —
FPX.L
- 1D
- 4.53%
- 1M
- -2.73%
- YTD
- -1.86%
- 6M
- -2.10%
- 1Y
- 43.75%
- 3Y*
- 24.62%
- 5Y*
- 6.18%
- 10Y*
- —
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IUMO.L vs. FPX.L - Expense Ratio Comparison
IUMO.L has a 0.20% expense ratio, which is lower than FPX.L's 0.65% expense ratio.
Return for Risk
IUMO.L vs. FPX.L — Risk / Return Rank
IUMO.L
FPX.L
IUMO.L vs. FPX.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 First Trust US IPO Index UCITS ETF (FPX.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.L | FPX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.55 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.21 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.16 | -1.21 |
Martin ratioReturn relative to average drawdown | 7.90 | 11.35 | -3.45 |
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
| IUMO.L | FPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.55 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.25 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.66 | +0.14 |
Correlation
The correlation between IUMO.L and FPX.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IUMO.L vs. FPX.L - Dividend Comparison
Neither IUMO.L nor FPX.L has paid dividends to shareholders.
Drawdowns
IUMO.L vs. FPX.L - Drawdown Comparison
The maximum IUMO.L drawdown since its inception was -33.75%, smaller than the maximum FPX.L drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for IUMO.L and FPX.L.
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Drawdown Indicators
| IUMO.L | FPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -36.97% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -13.42% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -36.97% | +4.99% |
Current DrawdownCurrent decline from peak | -5.65% | -5.31% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -12.23% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.85% | -1.23% |
Volatility
IUMO.L vs. FPX.L - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) and First Trust US IPO Index UCITS ETF (FPX.L) have volatilities of 8.00% and 7.72%, 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.
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Volatility by Period
| IUMO.L | FPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 7.72% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 18.38% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.75% | 28.17% | -7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 27.24% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 26.35% | -5.99% |