IWMO.MI vs. SPMO

In the year-to-date period, IWMO.MI achieves a 0.05% return, which is significantly lower than SPMO's 10.31% return.

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IWMO.MI has a 0.25% expense ratio, which is higher than SPMO's 0.13% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) and Invesco S&P 500® Momentum ETF (SPMO). 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 0.59, which is lower than the SPMO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of IWMO.MI and SPMO, 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 SPMO's dividend yield for the trailing twelve months is around 0.49%.

The maximum IWMO.MI drawdown since its inception was -31.03%, roughly equal to the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for IWMO.MI and SPMO. For additional features, visit the drawdowns tool.

The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) is 6.37%, while Invesco S&P 500® Momentum ETF (SPMO) has a volatility of 7.29%. This indicates that IWMO.MI experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.