IWMO.MI vs. IMTM

In the year-to-date period, IWMO.MI achieves a 0.72% return, which is significantly lower than IMTM's 16.42% return. Over the past 10 years, IWMO.MI has outperformed IMTM with an annualized return of 12.85%, while IMTM has yielded a comparatively lower 7.37% annualized return.

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IWMO.MI has a 0.25% expense ratio, which is lower than IMTM's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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.

The current IWMO.MI Sharpe Ratio is 0.61, which is comparable to the IMTM Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of IWMO.MI and IMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWMO.MI has not paid dividends to shareholders, while IMTM's dividend yield for the trailing twelve months is around 2.52%.

The maximum IWMO.MI drawdown since its inception was -31.03%, roughly equal to the maximum IMTM drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for IWMO.MI and IMTM. For additional features, visit the drawdowns tool.

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a higher volatility of 6.02% compared to iShares MSCI Intl Momentum Factor ETF (IMTM) at 3.61%. This indicates that IWMO.MI's price experiences larger fluctuations and is considered to be riskier than IMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.