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iShares MSCI Intl Momentum Factor ETF (IMTM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V4499

CUSIP

46434V449

Issuer

iShares

Inception Date

Jan 13, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI World ex USA Momentum

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IMTM has an expense ratio of 0.30%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Intl Momentum Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
109.63%
182.69%
IMTM (iShares MSCI Intl Momentum Factor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Intl Momentum Factor ETF (IMTM) returned 15.11% year-to-date (YTD) and 14.40% over the past 12 months. Over the past 10 years, IMTM returned 7.53% annually, underperforming the S&P 500 benchmark at 10.45%.


IMTM

YTD

15.11%

1M

11.33%

6M

12.16%

1Y

14.40%

5Y*

11.52%

10Y*

7.53%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of IMTM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.84%2.12%-0.25%6.01%1.68%15.11%
20243.06%5.40%5.32%-4.05%4.81%-0.64%2.27%1.69%0.35%-4.01%1.24%-3.25%12.17%
20235.25%-2.53%2.18%3.47%-4.70%5.56%1.90%-3.49%-3.58%-1.51%7.95%3.53%13.89%
2022-5.65%-3.46%2.37%-8.01%1.81%-8.56%3.11%-4.54%-8.83%6.88%10.32%-1.54%-16.81%
2021-1.01%0.37%0.51%3.80%1.72%-1.80%1.19%1.02%-3.69%4.94%-4.63%4.43%6.54%
20201.03%-6.95%-9.69%6.99%6.75%4.58%5.04%3.37%-0.24%-3.68%9.41%5.55%22.17%
20196.80%2.60%1.85%1.62%-2.38%6.46%-1.31%-0.20%0.44%2.42%1.13%3.12%24.52%
20186.09%-4.63%-0.91%0.69%-0.49%-2.01%1.48%-0.40%1.60%-9.75%-0.27%-5.82%-14.31%
20175.24%0.50%3.08%1.15%2.78%1.25%2.77%0.73%3.50%2.09%-0.73%0.67%25.45%
2016-4.17%-1.49%4.93%3.00%0.75%0.92%1.97%-0.34%-0.56%-3.85%-2.50%2.20%0.45%
2015-0.27%3.74%0.18%3.30%-1.49%1.02%-0.58%-6.22%-5.43%4.75%-0.13%-0.36%-2.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, IMTM is among the top 24% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IMTM is 7676
Overall Rank
The Sharpe Ratio Rank of IMTM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IMTM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IMTM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IMTM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IMTM is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI Intl Momentum Factor ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.73
  • 5-Year: 0.65
  • 10-Year: 0.41
  • All Time: 0.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI Intl Momentum Factor ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.73
0.44
IMTM (iShares MSCI Intl Momentum Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Intl Momentum Factor ETF provided a 2.55% dividend yield over the last twelve months, with an annual payout of $1.10 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$1.10$1.10$0.79$0.83$2.06$0.37$0.66$0.60$0.58$0.68$0.40

Dividend yield

2.55%2.93%2.29%2.68%5.41%0.97%2.13%2.36%1.91%2.75%1.56%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Intl Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.58$1.10
2023$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.35$0.79
2022$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.35$0.83
2021$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$1.75$2.06
2020$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.14$0.37
2019$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.21$0.66
2018$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.22$0.60
2017$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.24$0.58
2016$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.35$0.68
2015$0.30$0.00$0.00$0.00$0.00$0.00$0.10$0.40

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.21%
-7.88%
IMTM (iShares MSCI Intl Momentum Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Intl Momentum Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Intl Momentum Factor ETF was 30.68%, occurring on Sep 27, 2022. Recovery took 352 trading sessions.

The current iShares MSCI Intl Momentum Factor ETF drawdown is 0.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.68%Nov 9, 2021222Sep 27, 2022352Feb 22, 2024574
-29.79%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-23.04%Jan 29, 2018229Dec 24, 2018265Jan 14, 2020494
-19.89%May 22, 2015110Feb 11, 2016254Apr 25, 2017364
-12.41%Mar 20, 202513Apr 7, 202512Apr 24, 202525

Volatility

Volatility Chart

The current iShares MSCI Intl Momentum Factor ETF volatility is 4.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.68%
6.82%
IMTM (iShares MSCI Intl Momentum Factor ETF)
Benchmark (^GSPC)