iShares
IUMF.L
IE00BD1F4N50
iShares Edge MSCI USA Momentum Factor UCITS ETF
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About this ETF

The iShares Edge MSCI USA Momentum Factor UCITS ETF seeks to track the MSCI USA Momentum index. The MSCI USA Momentum index tracks stocks with a high price momentum from the United States. The index consists of titles that have experienced price increases over the past 6 and past 12 months with the assumption that increases will continue in the future.

TER
0.2%

Total Expense Ratio per year

Fund Size
€672.06M

Assets under management

Holdings
126

Underlying equities

Dividend Yield
-

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
28.17
Weighted Fwd P/E
17.32
💰 Revenue Estimates
Current Year CY
+34.12% ⌀ 26 Analysts Coverage
Next Year NY
+22.4% ⌀ 27 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+68.57% ⌀ 26 Analysts Coverage
Next Year NY
+29.46% ⌀ 27 Analysts Coverage

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ETF Profile
Provider
iShares
iShares
Fund Type
ETF
Inception Date
10/13/2016 (9 yrs)
Index Group
MSCI USA
Region
-
Sector
-
Theme
-
Distribution Policy
Accumulating
Replication
Full replication
Sustainable
No

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

7/7 Very High
68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
27.3% p.a.
Max Drawdown (5Y)
-30.6%
Sharpe Ratio (5Y)
0.40
Notes & Warnings
Fund Volume (AUM) 🟢 Established large fund (> 500M € AUM)
⚠️ Sector concentration: 48% in "Technology".
ℹ️ Tech-Capex Exposure: 49% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Short-Term Volatility: 3Y volatility (32.1%) is noticeably higher than the 5Y average (27.3%).
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