QQQY.L vs. IUMF.L
Compare and contrast key facts about IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.L).
QQQY.L and IUMF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQY.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024. IUMF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Oct 13, 2016.
Performance
QQQY.L vs. IUMF.L - Performance Comparison
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QQQY.L vs. IUMF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | -8.98% | 14.25% | 7.28% |
IUMF.L IShares Edge MSCI USA Momentum Factor ETF | -2.69% | 17.37% | 6.80% |
Different Trading Currencies
QQQY.L is traded in USD, while IUMF.L is traded in GBp. To make them comparable, the IUMF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QQQY.L achieves a -8.98% return, which is significantly lower than IUMF.L's -2.69% return.
QQQY.L
- 1D
- -4.38%
- 1M
- -7.58%
- YTD
- -8.98%
- 6M
- -6.97%
- 1Y
- 7.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUMF.L
- 1D
- 4.77%
- 1M
- -3.05%
- YTD
- -2.69%
- 6M
- -3.23%
- 1Y
- 16.95%
- 3Y*
- 20.26%
- 5Y*
- 8.57%
- 10Y*
- —
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QQQY.L vs. IUMF.L - Expense Ratio Comparison
QQQY.L has a 0.45% expense ratio, which is higher than IUMF.L's 0.20% expense ratio.
Return for Risk
QQQY.L vs. IUMF.L — Risk / Return Rank
QQQY.L
IUMF.L
QQQY.L vs. IUMF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and IShares Edge MSCI USA Momentum Factor ETF (IUMF.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.
| QQQY.L | IUMF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.81 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.28 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.41 | -0.64 |
Martin ratioReturn relative to average drawdown | 3.17 | 5.47 | -2.30 |
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
| QQQY.L | IUMF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.81 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.72 | -0.39 |
Correlation
The correlation between QQQY.L and IUMF.L is 0.56, 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
QQQY.L vs. IUMF.L - Dividend Comparison
QQQY.L's dividend yield for the trailing twelve months is around 100.37%, while IUMF.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | 100.37% | 120.60% | 18.65% |
IUMF.L IShares Edge MSCI USA Momentum Factor ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
QQQY.L vs. IUMF.L - Drawdown Comparison
The maximum QQQY.L drawdown since its inception was -19.23%, smaller than the maximum IUMF.L drawdown of -33.19%. Use the drawdown chart below to compare losses from any high point for QQQY.L and IUMF.L.
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Drawdown Indicators
| QQQY.L | IUMF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.23% | -25.23% | +6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.71% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.37% | — |
Current DrawdownCurrent decline from peak | -10.84% | -5.14% | -5.70% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -6.54% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.94% | -0.29% |
Volatility
QQQY.L vs. IUMF.L - Volatility Comparison
The current volatility for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) is 6.30%, while IShares Edge MSCI USA Momentum Factor ETF (IUMF.L) has a volatility of 7.50%. This indicates that QQQY.L experiences smaller price fluctuations and is considered to be less risky than IUMF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQY.L | IUMF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 7.50% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 14.40% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 20.91% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.59% | 19.17% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 19.10% | +2.49% |