PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares MSCI Intl Momentum Factor ETF (IMTM) Sharpe Ratio: 1.35

ETF · Currency in USD · Last updated Jun 24, 2026

The iShares MSCI Intl Momentum Factor ETF seeks to track developed-market equities outside the United States that exhibit relatively higher price momentum characteristics.

IMTM's Sharpe Ratio of 1.35 indicates that for each unit of volatility, it generates 1.35 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IMTM Sharpe Ratio Rank

IMTM Sharpe Ratio Rank: 39.940
Below Average

IMTM ranks above 39.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

IMTM Sharpe Ratio Market Positioning

The chart shows IMTM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.15
  • Green zone (top 25%): 2.15 or higher
  • Top 1%: 7.01+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Intl Momentum Factor ETF's Sharpe Ratio with other ETFs in the Momentum, Foreign Large Cap Equities category across multiple time periods, showing how IMTM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QQQAProShares Nasdaq-100 Dorsey Wright Momentum ETF2.86
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.84
PATNPacer Nasdaq International Patent Leaders ETF2.75
JIVEJpmorgan International Value ETF2.70
ULVMVictoryShares US Value Momentum ETF2.65
VIDIVident International Equity Fund2.65
GMOIGMO International Value ETF2.64
PIEInvesco DWA Emerging Markets Momentum ETF2.62
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.55
HAWXiShares Currency Hedged MSCI ACWI ex U.S. ETF2.53
IMTMiShares MSCI Intl Momentum Factor ETF1.35

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IMTM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IMTM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does IMTM fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio