ETFsMSCI USA MOMENTUM FACTOR NET INDEX
iShares

iShares Edge MSCI USA Momentum Factor UCITS ETF

IUMD LSEDistributingPhysical, full replicationIreland
Last close · EUR
11.28EUR
-5.62% · -€0.67
Published closes: 29 Oct 2026 - 30 Oct 2026
30 Oct 2026, close
IUMDBase
Fund charges
Not publishedFee basis unverified
Fund size
Not published
Return 1Y
+15.4%
Sharpe 3Y
0.98
Volatility 1Y
21.5%annualised
Holdings
125Fund holdings

Performance

Compare
  • IUMD+15.4%
  • Price, EUR

Returns

Returns1M3M6MYTD1Y3Y5Y
IUMD-9.9%-2.6%+6.0%+18.7%+15.4%+92.1%+57.3%
MSCI World+0.4%+4.9%+10.8%+16.3%+15.9%+75.5%+71.2%
Gap to MSCI World-10.3%-7.5%-4.8%+2.5%-0.5%+16.5%-13.9%

Risk and return

Sharpe ratio · 3Y
0.98
Below MSCI World · 1.24
Return p.a.
+22.7%
Volatility
20.1%
Max loss
-25.4%Apr 2025

Sharpe vs indices

MSCI World
1.24
S&P 500
1.21
STOXX Europe 600
1.04
IUMD
0.98
MSCI Emerging Markets IMI
0.93
CAC 40
0.37
Method

Weekly EUR returns from adjusted closes. Sharpe is the annualised excess return over the euro overnight rate (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) divided by its volatility. Max loss uses daily closes.

Top holdings

Top 10
37.4%
Holdings
125
As of
Fund holdings
  1. 1ADVANCED MICRO DEVICES5.83%
  2. 2MICRON TECHNOLOGY5.08%
  3. 3JOHNSON & JOHNSON4.38%
  4. 4EXXONMOBIL HOLDINGS CORP4.17%
  5. 5CISCO SYSTEMS INC3.62%
  6. 6INTEL CORPORATION3.37%
  7. 7LAM RESEARCH2.90%
  8. 8APPLIED MATERIAL INC2.75%
  9. 9CATERPILLAR INC2.64%
  10. 10GE VERNOVA2.63%

Countries

Classified 0.1%
Largest
0.1%Ireland
Top 3
0.1%
Effective number
2,702,702.71 / HHI

Market cap

Weight vs holdings

37.4%of the fund sits in the top 10 holdings
  • Holdings 1-10
  • Holdings 11-50
  • Holdings 51-125

Size split

Not published

Compare ETFs in Copio.

ETF comparison in the Copio app, showing costs and returns with illustrative data.

Factual research, without a suitability score or investment recommendation. Past relationships can change.