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iShares Edge MSCI USA Momentum Factor ETF

MTUM
ETF · Currency in USD
ISIN
US46432F3964
CUSIP
46432F396
Issuer
iShares
Inception Date
Apr 16, 2013
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.15%
Index Tracked
MSCI USA Momentum Index
ETF Home Page
www.ishares.com
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

MTUMPrice Chart


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S&P 500

MTUMPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI USA Momentum Factor ETF on Apr 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $37,295 for a total return of roughly 272.95%. All prices are adjusted for splits and dividends.


MTUM (iShares Edge MSCI USA Momentum Factor ETF)
Benchmark (S&P 500)

MTUMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.39%
YTD6.83%
6M21.29%
1Y49.46%
5Y20.28%
10Y17.82%

MTUMMonthly Returns Heatmap


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MTUMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Edge MSCI USA Momentum Factor ETF Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


MTUM (iShares Edge MSCI USA Momentum Factor ETF)
Benchmark (S&P 500)

MTUMDividends

iShares Edge MSCI USA Momentum Factor ETF granted a 0.57% dividend yield in the last twelve months, as of May 3, 2021. The annual payout for that period amounted to $0.99 per share.


PeriodTTM20202019201820172016201520142013
Dividend$0.99$1.34$1.86$1.28$1.05$1.09$0.82$0.71$0.61
Dividend yield
0.57%0.83%1.48%1.27%1.02%1.43%1.12%1.04%1.02%

MTUMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MTUM (iShares Edge MSCI USA Momentum Factor ETF)
Benchmark (S&P 500)

MTUMWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI USA Momentum Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Edge MSCI USA Momentum Factor ETF is 34.08%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-34.08%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-22.12%Oct 2, 201858Dec 24, 2018120Jun 18, 2019178
-15.75%Feb 16, 202115Mar 8, 2021
-12.95%Dec 30, 201527Feb 8, 201664May 10, 201691
-10.79%Jul 21, 201526Aug 25, 201566Nov 27, 201592
-10.31%Sep 3, 20203Sep 8, 202058Nov 30, 202061
-10.23%Jan 29, 20189Feb 8, 201881Jun 6, 201890
-8.9%Mar 6, 201427Apr 11, 201448Jun 20, 201475
-8.57%Sep 19, 201419Oct 15, 201412Oct 31, 201431
-6.72%May 16, 201327Jun 24, 201312Jul 11, 201339

MTUMVolatility Chart

Current iShares Edge MSCI USA Momentum Factor ETF volatility is 14.38%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MTUM (iShares Edge MSCI USA Momentum Factor ETF)
Benchmark (S&P 500)

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