MJMT.DE vs. ISEU.L
Compare and contrast key facts about Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and iShares MSCI Europe UCITS Dist (ISEU.L).
MJMT.DE and ISEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MJMT.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe Momentum. It was launched on Mar 22, 2018. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. Both MJMT.DE and ISEU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MJMT.DE or ISEU.L.
Key characteristics
| MJMT.DE | ISEU.L | |
|---|---|---|
| YTD Return | 18.61% | 2.90% |
| 1Y Return | 25.45% | 14.32% |
| 3Y Return (Ann) | 3.83% | 1.78% |
| 5Y Return (Ann) | 9.66% | 6.37% |
| Sharpe Ratio | 1.91 | 0.87 |
| Sortino Ratio | 2.53 | 1.30 |
| Omega Ratio | 1.34 | 1.15 |
| Calmar Ratio | 2.49 | 1.15 |
| Martin Ratio | 11.20 | 4.30 |
| Ulcer Index | 2.16% | 2.62% |
| Daily Std Dev | 12.62% | 13.16% |
| Max Drawdown | -31.35% | -36.02% |
| Current Drawdown | -2.17% | -9.78% |
Correlation
The correlation between MJMT.DE and ISEU.L is 0.84, 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.
Performance
MJMT.DE vs. ISEU.L - Performance Comparison
In the year-to-date period, MJMT.DE achieves a 18.61% return, which is significantly higher than ISEU.L's 2.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MJMT.DE vs. ISEU.L - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.
Risk-Adjusted Performance
MJMT.DE vs. ISEU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and iShares MSCI Europe UCITS Dist (ISEU.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.
Dividends
MJMT.DE vs. ISEU.L - Dividend Comparison
MJMT.DE has not paid dividends to shareholders, while ISEU.L's dividend yield for the trailing twelve months is around 2.98%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISEU.L iShares MSCI Europe UCITS Dist | 2.98% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.28% | 2.48% |
Drawdowns
MJMT.DE vs. ISEU.L - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, smaller than the maximum ISEU.L drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and ISEU.L. For additional features, visit the drawdowns tool.
Volatility
MJMT.DE vs. ISEU.L - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 5.06% compared to iShares MSCI Europe UCITS Dist (ISEU.L) at 4.47%. This indicates that MJMT.DE's price experiences larger fluctuations and is considered to be riskier than ISEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.