XNAS.L vs. IUMO.L
Compare and contrast key facts about Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L).
XNAS.L and IUMO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAS.L is a passively managed fund by Xtrackers that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 21, 2021. IUMO.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum Index. It was launched on Feb 21, 2018. Both XNAS.L and IUMO.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
XNAS.L vs. IUMO.L - Performance Comparison
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XNAS.L vs. IUMO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XNAS.L Xtrackers NASDAQ 100 UCITS ETF | -5.13% | 19.83% | 26.60% | 56.41% | -1.82% |
IUMO.L iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc | -2.64% | 17.81% | 31.88% | 9.83% | 4.82% |
Returns By Period
In the year-to-date period, XNAS.L achieves a -5.13% return, which is significantly lower than IUMO.L's -2.64% return.
XNAS.L
- 1D
- 3.29%
- 1M
- -3.00%
- YTD
- -5.13%
- 6M
- -2.24%
- 1Y
- 24.79%
- 3Y*
- 23.19%
- 5Y*
- —
- 10Y*
- —
IUMO.L
- 1D
- 5.02%
- 1M
- -2.66%
- YTD
- -2.64%
- 6M
- -3.03%
- 1Y
- 17.02%
- 3Y*
- 20.20%
- 5Y*
- 8.60%
- 10Y*
- —
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XNAS.L vs. IUMO.L - Expense Ratio Comparison
Both XNAS.L and IUMO.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
XNAS.L vs. IUMO.L — Risk / Return Rank
XNAS.L
IUMO.L
XNAS.L vs. IUMO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.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.
| XNAS.L | IUMO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.82 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.29 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.95 | +0.76 |
Martin ratioReturn relative to average drawdown | 10.04 | 7.90 | +2.13 |
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
| XNAS.L | IUMO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.82 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 0.79 | +0.54 |
Correlation
The correlation between XNAS.L and IUMO.L is 0.79, 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.
Dividends
XNAS.L vs. IUMO.L - Dividend Comparison
Neither XNAS.L nor IUMO.L has paid dividends to shareholders.
Drawdowns
XNAS.L vs. IUMO.L - Drawdown Comparison
The maximum XNAS.L drawdown since its inception was -22.92%, smaller than the maximum IUMO.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for XNAS.L and IUMO.L.
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Drawdown Indicators
| XNAS.L | IUMO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -33.75% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.66% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.98% | — |
Current DrawdownCurrent decline from peak | -7.52% | -5.65% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -8.60% | +5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.62% | +0.33% |
Volatility
XNAS.L vs. IUMO.L - Volatility Comparison
The current volatility for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) is 5.98%, while iShares Edge MSCI USA Momentum Factor UCITS ETF USD Acc (IUMO.L) has a volatility of 8.00%. This indicates that XNAS.L experiences smaller price fluctuations and is considered to be less risky than IUMO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XNAS.L | IUMO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 8.00% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 14.39% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 20.75% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 19.29% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 20.36% | -0.94% |