IWMO.L vs. IPRV.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc) (IWMO.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L).

IWMO.L and IPRV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWMO.L is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum Index. It was launched on Oct 3, 2014. IPRV.L is a passively managed fund by iShares that tracks the performance of the S&P Listed Private Equity Index. It was launched on Mar 16, 2007. Both IWMO.L and IPRV.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

IWMO.L vs. IPRV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc) (IWMO.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L). The values are adjusted to include any dividend payments, if applicable.

IWMO.L vs. IPRV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IWMO.L iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc)	-1.25%	21.04%	30.50%	11.96%	-17.97%	14.13%	28.58%	27.14%	-3.85%	32.09%
IPRV.L iShares Listed Private Equity UCITS ETF USD (Dist)	-15.74%	2.55%	24.84%	39.93%	-27.94%	43.80%	5.52%	46.37%	-12.86%	26.67%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IWMO.L achieves a -1.25% return, which is significantly higher than IPRV.L's -15.74% return. Over the past 10 years, IWMO.L has outperformed IPRV.L with an annualized return of 13.58%, while IPRV.L has yielded a comparatively lower 11.81% annualized return.

IWMO.L

• 1D: 5.12%
• 1M: -3.55%
• YTD: -1.25%
• 6M: 0.27%
• 1Y: 20.87%
• 3Y*: 20.92%
• 5Y*: 9.92%
• 10Y*: 13.58%

IPRV.L

• 1D: 1.53%
• 1M: -3.48%
• YTD: -15.74%
• 6M: -16.14%
• 1Y: -9.18%
• 3Y*: 13.11%
• 5Y*: 6.78%
• 10Y*: 11.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IWMO.L vs. IPRV.L - Expense Ratio Comparison

IWMO.L has a 0.25% expense ratio, which is lower than IPRV.L's 0.75% expense ratio.

IPRV.L

iShares Listed Private Equity UCITS ETF USD (Dist)

IWMO.L

iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc)

Return for Risk

IWMO.L vs. IPRV.L — Risk / Return Rank

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

IWMO.L

IWMO.L Risk / Return Rank: 61
IWMO.L Sharpe Ratio Rank: 57
IWMO.L Sortino Ratio Rank: 59
IWMO.L Omega Ratio Rank: 55
IWMO.L Calmar Ratio Rank: 65
IWMO.L Martin Ratio Rank: 68

IPRV.L

IPRV.L Risk / Return Rank: 3
IPRV.L Sharpe Ratio Rank: 3
IPRV.L Sortino Ratio Rank: 3
IPRV.L Omega Ratio Rank: 3
IPRV.L Calmar Ratio Rank: 4
IPRV.L Martin Ratio Rank: 2

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.

IWMO.L vs. IPRV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc) (IWMO.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.

	IWMO.L	IPRV.L	Difference
Sharpe ratio Return per unit of total volatility	1.05	-0.39	+1.44
Sortino ratio Return per unit of downside risk	1.58	-0.40	+1.97
Omega ratio Gain probability vs. loss probability	1.21	0.95	+0.27
Calmar ratio Return relative to maximum drawdown	1.71	-0.41	+2.13
Martin ratio Return relative to average drawdown	7.30	-1.09	+8.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWMO.L vs. IPRV.L - Sharpe Ratio Comparison

The current IWMO.L Sharpe Ratio is 1.05, which is higher than the IPRV.L Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of IWMO.L and IPRV.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.

Sharpe Ratios by Period

	IWMO.L	IPRV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	-0.39	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.31	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.53	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.20	+0.50

Correlation

The correlation between IWMO.L and IPRV.L is 0.69, 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

IWMO.L vs. IPRV.L - Dividend Comparison

IWMO.L has not paid dividends to shareholders, while IPRV.L's dividend yield for the trailing twelve months is around 4.67%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWMO.L iShares Edge MSCI World 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%
IPRV.L iShares Listed Private Equity UCITS ETF USD (Dist)	4.67%	3.98%	3.81%	4.27%	5.26%	3.42%	4.85%	4.28%	6.46%	6.70%	5.33%	8.21%

Drawdowns

IWMO.L vs. IPRV.L - Drawdown Comparison

The maximum IWMO.L drawdown since its inception was -31.52%, smaller than the maximum IPRV.L drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for IWMO.L and IPRV.L.

Drawdown Indicators

	IWMO.L	IPRV.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.52%	-76.57%	+45.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	-23.47%	+11.10%
Max Drawdown (5Y) Largest decline over 5 years	-29.63%	-27.90%	-1.73%
Max Drawdown (10Y) Largest decline over 10 years	-31.52%	-44.53%	+13.01%
Current Drawdown Current decline from peak	-5.97%	-24.83%	+18.86%
Average Drawdown Average peak-to-trough decline	-6.11%	-13.00%	+6.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	8.86%	-6.13%

Volatility

IWMO.L vs. IPRV.L - Volatility Comparison

iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc) (IWMO.L) has a higher volatility of 8.97% compared to iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) at 6.97%. This indicates that IWMO.L's price experiences larger fluctuations and is considered to be riskier than IPRV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWMO.L	IPRV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.97%	6.97%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	14.10%	14.55%	-0.45%
Volatility (1Y) Calculated over the trailing 1-year period	19.91%	23.35%	-3.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.29%	21.61%	-3.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.77%	22.15%	-4.38%