- ISIN
- US46434V4499
- CUSIP
- 46434V449
- Issuer
- iShares
- Inception Date
- Jan 13, 2015
- Region
- Developed Markets (Broad)
- Category
- Momentum, Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World ex USA Momentum Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $4B
Highlights
- Avg. Volume (1M)
- 383K
- Avg. Volume Value (1M)
- $19.87M
Share Price Chart
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Performance
IMTM Performance Chart
iShares MSCI Intl Momentum Factor ETF (IMTM) is up 10.0% since the beginning of the year. IMTM is currently trading at $52 per share. Investors who bought $1,000 worth of IMTM shares 5 years ago would now be looking at an investment worth $1,553.
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Returns By Period
iShares MSCI Intl Momentum Factor ETF (IMTM) has returned 9.97% so far this year and 22.34% over the past 12 months. Over the last ten years, IMTM has returned 9.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
iShares MSCI Intl Momentum Factor ETF
- 1D
- -0.21%
- 1M
- -0.69%
- 6M
- 4.07%
- YTD
- 9.97%
- 1Y
- 22.34%
- 3Y*
- 19.82%
- 5Y*
- 9.20%
- 10Y*
- 9.68%
- ALL TIME*
- 8.71%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IMTM Monthly Returns History
Based on dividend-adjusted daily data since Jan 26, 2015, IMTM's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +10.3%, while the worst month was Oct 2018 at -9.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IMTM closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.67% | 3.99% | -8.90% | 8.12% | 1.81% | 2.04% | -2.19% | 9.97% | |||||
| 2025 | 4.84% | 2.12% | -0.25% | 6.01% | 5.55% | 3.47% | -2.04% | 3.98% | 2.88% | -0.47% | 1.54% | 2.72% | 34.50% |
| 2024 | 3.06% | 5.40% | 5.32% | -4.05% | 4.81% | -0.63% | 2.27% | 1.69% | 0.35% | -4.01% | 1.24% | -3.26% | 12.17% |
| 2023 | 5.25% | -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% | 1.45% | 3.50% |
Benchmark Metrics
iShares MSCI Intl Momentum Factor ETF has an annualized alpha of 0.23%, beta of 0.76, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 26, 2015.
- This ETF participated in 80.03% of S&P 500 Index downside but only 71.55% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.23%
- Beta
- 0.76
- R²
- 0.56
- Upside Capture
- 71.55%
- Downside Capture
- 80.03%
Expense Ratio
IMTM has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IMTM ranks 48 for risk / return — above 48% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IMTM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.00 | -0.27 |
| Martin ratioReturn relative to average drawdown | 6.39 | 8.49 | -2.10 |
Dividends
Dividend History
iShares MSCI Intl Momentum Factor ETF provided a 4.45% dividend yield over the last twelve months, with an annual payout of $2.32 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.32 | $2.26 | $1.10 | $0.78 | $0.83 | $0.95 | $0.36 | $0.66 | $0.60 | $0.59 | $0.68 | $0.40 |
Dividend yield | 4.45% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.00 | $0.60 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.72 | $2.26 |
| 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 | $0.78 |
| 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 | $0.64 | $0.95 |
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.
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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 32.66%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current iShares MSCI Intl Momentum Factor ETF drawdown is 4.03%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.66%Sep 2022 | 10mo 22d | 1y 5mo | 2y 3moNov 2021 - Mar 2024 | Bear market2022 |
-29.79%Mar 2020 | 1mo 2d | 3mo 19d | 4mo 21dFeb 2020 - Jul 2020 | COVID crash2020 |
-23.04%Dec 2018 | 10mo 29d | 1y 21d | 1y 11moJan 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
-19.89%Feb 2016 | 8mo 25d | 1y 2mo | 1y 11moMay 2015 - Apr 2017 | — |
-12.85%Mar 2026 | 1mo 2d | 1mo 14d | 2mo 16dFeb 2026 - May 2026 | — |
Drawdown Indicators
| IMTM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -56.78% | +24.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -9.10% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -18.90% | +6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -25.43% | -7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -33.92% | +1.26% |
Current DrawdownCurrent decline from peak | -4.03% | -1.58% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -10.70% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.14% | +1.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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