iShares Edge MSCI World Momentum Factor UCITS ETF

10-Year Study

IWFM.LSE · · GB · ETF

Executive Summary: iShares Edge MSCI World Momentum Factor UCITS ETF has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 15.1% and an annualized volatility of 22.9%.

1Y CAGR
+21.5%
3Y CAGR
+22.5%
5Y CAGR
+12.2%
10Y CAGR
+15.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +32.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.32.3-7.712.0————————7.1%
20256.0-3.2-7.90.06.81.93.5-0.95.02.6-1.10.212.7%
20245.69.05.0-2.62.16.0-3.7-0.50.23.65.2-0.732.6%
2023-1.5-0.8-1.61.4-3.84.01.10.4-0.2-1.84.64.35.9%
2022-8.5-0.77.7-6.5-2.5-4.34.02.7-2.55.40.2-2.5-8.2%
20210.6-2.61.36.6-3.73.71.14.4-1.04.90.6-0.715.6%
20203.2-5.4-5.37.06.84.80.75.31.3-3.85.62.724.2%
20193.32.94.13.10.25.06.2-1.0-1.3-3.82.8-0.023.3%
20182.12.2-6.14.35.90.52.25.30.9-8.00.6-7.01.6%
20170.83.81.4-1.64.2-0.31.73.5-1.65.9-0.11.220.4%
2016———-2.73.411.83.2-1.51.93.2-1.33.122.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 22.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 102.5% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019730.947647448642
2016-05-0110056.991385023195
2016-06-0111243.207422133863
2016-07-0111602.38568588469
2016-08-0111428.760768721007
2016-09-0111643.472498343275
2016-10-0112011.92842942346
2016-11-0111856.85884691849
2016-12-0112225.314777998676
2017-01-0112322.0675944334
2017-02-0112788.601722995361
2017-03-0112968.8535453943
2017-04-0112767.395626242544
2017-05-0113306.825712392312
2017-06-0113271.040424121937
2017-07-0113500.331345261762
2017-08-0113972.166998011928
2017-09-0113752.153744201458
2017-10-0114563.286944996687
2017-11-0114550.033134526177
2017-12-0114719.681908548708
2018-01-0115021.868787276342
2018-02-0115358.515573227303
2018-03-0114422.79655400928
2018-04-0115040.424121935057
2018-05-0115925.778661365142
2018-06-0116013.25381047051
2018-07-0116363.154406891983
2018-08-0117235.255135851556
2018-09-0117383.697813121275
2018-10-0115992.047713717695
2018-11-0116092.776673293572
2018-12-0114958.250497017892
2019-01-0115456.59377070908
2019-02-0115912.524850894632
2019-03-0116572.564612326045
2019-04-0117086.81245858184
2019-05-0117113.320079522862
2019-06-0117966.865473823724
2019-07-0119085.48707753479
2019-08-0118889.33068257124
2019-09-0118650.762094102054
2019-10-0117943.008614976807
2019-11-0118444.002650762093
2019-12-0118436.050364479786
2020-01-0119024.519549370445
2020-02-0117996.023856858847
2020-03-0117049.701789264414
2020-04-0118250.497017892645
2020-05-0119499.00596421471
2020-06-0120429.423459244532
2020-07-0120572.56461232604
2020-08-0121667.329357190192
2020-09-0121948.31013916501
2020-10-0121110.669317428765
2020-11-0122295.559973492378
2020-12-0122889.33068257124
2021-01-0123024.519549370445
2021-02-0122436.05036447979
2021-03-0122732.935719019217
2021-04-0124235.91782637508
2021-05-0123334.658714380384
2021-06-0124198.807157057654
2021-07-0124453.28031809145
2021-08-0125518.886679920477
2021-09-0125253.81047051027
2021-10-0126481.113320079523
2021-11-0126648.11133200795
2021-12-0126454.6056991385
2022-01-0124212.060967528167
2022-02-0124050.36447978794
2022-03-0125897.945659377074
2022-04-0124220.01325381047
2022-05-0123626.24254473161
2022-06-0122611.000662690523
2022-07-0123517.561298873425
2022-08-0124153.744201457917
2022-09-0123559.97349237906
2022-10-0124837.64082173625
2022-11-0124895.957587806493
2022-12-0124283.631544068918
2023-01-0123923.127899271043
2023-02-0123732.273028495692
2023-03-0123345.261762756792
2023-04-0123660.702451954938
2023-05-0122770.04638833665
2023-06-0123681.908548707754
2023-07-0123944.333996023855
2023-08-0124029.15838303512
2023-09-0123984.095427435386
2023-10-0123557.322730284955
2023-11-0124646.785950960904
2023-12-0125704.44002650762
2024-01-0127138.50231941683
2024-02-0129587.806494367134
2024-03-0131061.63021868787
2024-04-0130261.100066269053
2024-05-0130902.58449304175
2024-06-0132771.3717693837
2024-07-0131565.275016567266
2024-08-0131422.133863485753
2024-09-0131475.149105367793
2024-10-0132614.976805831673
2024-11-0134324.718356527505
2024-12-0134088.80053015242
2025-01-0136140.490390987405
2025-02-0134992.71040424122
2025-03-0132227.965540092777
2025-04-0132235.917826375084
2025-05-0134425.44731610338
2025-06-0135082.83631544069
2025-07-0136326.04373757455
2025-08-0135981.44466534129
2025-09-0137789.26441351889
2025-10-0138772.69715043075
2025-11-0138335.32140490391
2025-12-0138425.447316103375
2026-01-0138929.09211398277
2026-02-0139814.44665341286
2026-03-0136760.76872100729
2026-04-0141166.3353214049
Annual Return Matrix
YearAnnual Return
20170.2040329575021682
20180.01620745542949753
20190.23250044302675876
20200.2415528396836808
20210.15576143601621317
2022-0.08206412825651299
20230.05850889640868906
20240.3261833556770135
20250.12721617418351472
20260.07133002207505523
Total Factor Risk
0.22934811797815757
VTI.US Exposure
1.0254485465825602
VEA.US Exposure
0.12554171271978448
VWO.US Exposure
-0.019102238343386677
QQQ.US Exposure
-0.20603280587241082
VTV.US Exposure
-0.08147263049169302
IJR.US Exposure
-0.05871320090100007
QUAL.US Exposure
0.04549726532974828
SHV.US Exposure
0.008206778540906842
TLT.US Exposure
0.016500886143870307
LQD.US Exposure
-0.004563325694278412
HYG.US Exposure
-0.0013743481577926557
GLD.US Exposure
0.0012088542336126727
USO.US Exposure
0.0025735407816249033
VNQ.US Exposure
-0.01887128250913707
BTC-USD.CC Exposure
0.01071369422703351
CPER.US Exposure
-0.005945281750833125
VIX.INDX Exposure
0.018183097805846156
UUP.US Exposure
0.08064697565492107
TIP.US Exposure
-0.0005061104122535022
Idiosyncratic Exposure
0.06205987211287668
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Edge MSCI World Momentum Factor UCITS ETF a high-risk investment?

iShares Edge MSCI World Momentum Factor UCITS ETF (IWFM.LSE) has an annualized volatility of 22.9% and experienced a maximum drawdown of 15.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of IWFM.LSE?

Over the past 10 years, IWFM.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.3%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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