iShares MSCI Intl Momentum Factor ETF (IMTM)
IMTM is a passive ETF by iShares tracking the investment results of the MSCI World ex USA Momentum. IMTM launched on Jan 13, 2015 and has a 0.30% expense ratio.
ETF Info
| ISIN | US46434V4499 |
|---|---|
| CUSIP | 46434V449 |
| Issuer | iShares |
| Inception Date | Jan 13, 2015 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | MSCI World ex USA Momentum |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
IMTM features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: IMTM vs. IMOM, IMTM vs. IWFM.L, IMTM vs. VYM, IMTM vs. JIRE, IMTM vs. SPMO, IMTM vs. WCMIX, IMTM vs. FNDF, IMTM vs. VT, IMTM vs. VXUS, IMTM vs. VEA
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.
Returns By Period
iShares MSCI Intl Momentum Factor ETF had a return of 13.79% year-to-date (YTD) and 22.75% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.79% | 25.45% |
| 1 month | -3.39% | 2.91% |
| 6 months | 0.48% | 14.05% |
| 1 year | 22.75% | 35.64% |
| 5 years (annualized) | 7.86% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.06% | 5.40% | 5.32% | -4.05% | 4.81% | -0.63% | 2.27% | 1.69% | 0.35% | -4.01% | 13.79% | ||
| 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% | 4.43% | 6.54% |
| 2020 | 1.03% | -6.95% | -9.69% | 6.99% | 6.75% | 4.58% | 5.04% | 3.37% | -0.23% | -3.68% | 9.41% | 5.55% | 22.17% |
| 2019 | 6.80% | 2.60% | 1.85% | 1.62% | -2.38% | 6.46% | -1.31% | -0.20% | 0.44% | 2.42% | 1.13% | 3.12% | 24.52% |
| 2018 | 6.09% | -4.63% | -0.91% | 0.69% | -0.49% | -2.01% | 1.48% | -0.40% | 1.60% | -9.75% | -0.27% | -5.82% | -14.31% |
| 2017 | 5.24% | 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% | -2.49% | 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
The current rank of IMTM is 43, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
iShares MSCI Intl Momentum Factor ETF provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $0.79 | $0.83 | $2.06 | $0.37 | $0.66 | $0.60 | $0.58 | $0.68 | $0.40 |
Dividend yield | 2.26% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | |
| 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.
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 6.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.68% | Nov 9, 2021 | 222 | Sep 27, 2022 | 352 | Feb 22, 2024 | 574 |
| -29.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -23.04% | Jan 29, 2018 | 229 | Dec 24, 2018 | 265 | Jan 14, 2020 | 494 |
| -19.89% | May 22, 2015 | 110 | Feb 11, 2016 | 254 | Apr 25, 2017 | 364 |
| -12% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
Volatility
Volatility Chart
The current iShares MSCI Intl Momentum Factor ETF volatility is 3.81%, 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.