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AVUV vs. IMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AVUV vs. IMTM

Last updated Jun 13, 2026

AVUV (Avantis US Small Cap Value ETF) and IMTM (iShares MSCI Intl Momentum Factor ETF) are both exchange-traded funds - AVUV is a Small Cap Value Equities fund actively managed by Avantis, while IMTM is a Momentum fund tracking the MSCI World ex USA Momentum. AVUV is actively managed, while IMTM is passively managed. Over the past 5 years, AVUV returned 11.57%/yr vs 9.19%/yr for IMTM. A 0.61 correlation means they provide meaningful diversification when combined. AVUV charges 0.25%/yr vs 0.30%/yr for IMTM.

Performance

AVUV vs. IMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and iShares MSCI Intl Momentum Factor ETF (IMTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than IMTM's 11.53% return.

AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
10Y*
—

IMTM

1D
0.72%
1M
0.94%
YTD
11.53%
6M
12.83%
1Y
25.06%
3Y*
21.00%
5Y*
9.19%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. IMTM - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF		22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
IMTM
iShares MSCI Intl Momentum Factor ETF		11.53%34.50%12.17%13.89%-16.81%3.50%22.17%7.13%

Correlation

The correlation between AVUV and IMTM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.61

The correlation between AVUV and IMTM has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

AVUV vs. IMTM - Sectors Allocation Comparison

Sectors
AVUV
IMTM

Financial Services

25.8%
29.6%

Energy

18.2%
9.4%

Consumer Cyclical

18.0%
1.8%

Industrials

13.9%
17.5%

Technology

7.0%
11.4%

Basic Materials

4.9%
9.3%

Consumer Defensive

4.5%
2.4%

Healthcare

4.2%
9.0%

Communication Services

2.8%
1.9%

Real Estate

0.7%
1.2%

Utilities

0.1%
6.4%

Financial Services

AVUV
25.8%
IMTM
29.6%

Energy

AVUV
18.2%
IMTM
9.4%

Consumer Cyclical

AVUV
18.0%
IMTM
1.8%

Industrials

AVUV
13.9%
IMTM
17.5%

Technology

AVUV
7.0%
IMTM
11.4%

Basic Materials

AVUV
4.9%
IMTM
9.3%

Consumer Defensive

AVUV
4.5%
IMTM
2.4%

Healthcare

AVUV
4.2%
IMTM
9.0%

Communication Services

AVUV
2.8%
IMTM
1.9%

Real Estate

AVUV
0.7%
IMTM
1.2%

Utilities

AVUV
0.1%
IMTM
6.4%

Compare stocks, funds, or ETFs

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

Avantis US Small Cap Value ETF

iShares MSCI Intl Momentum Factor ETF

Often compared with AVUV:
AVUV vs. VBRAVUV vs. VTIAVUV vs. IWMAVUV vs. IJRAVUV vs. DFSVAVUV vs. VIOVAVUV vs. AVUVX
Often compared with IMTM:
IMTM vs. SPMOIMTM vs. IMOMIMTM vs. IWFM.LIMTM vs. VXUSIMTM vs. IDMOIMTM vs. IWMO.MIIMTM vs. VT

Return for Risk

AVUV vs. IMTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
Martin Ratio Rank
IMTM
IMTM Risk / Return Rank: 4444
Overall Rank
IMTM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IMTM Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTM Omega Ratio Rank: 4343
Omega Ratio Rank
IMTM Calmar Ratio Rank: 4242
Calmar Ratio Rank
IMTM Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVUV vs. IMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and iShares MSCI Intl Momentum Factor ETF (IMTM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

AVUVIMTMDifference
Sharpe ratioReturn per unit of total volatility
2.28
1.33

+0.95

Sortino ratioReturn per unit of downside risk
3.24
1.96

+1.29

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.15

Calmar ratioReturn relative to maximum drawdown

5.06

1.86

+3.20

Martin ratioReturn relative to average drawdown

15.09

7.37

+7.72

AVUV vs. IMTM - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the IMTM Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AVUV and IMTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AVUV vs. IMTM - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than IMTM's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for AVUV and IMTM.

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Drawdown Indicators

AVUVIMTMDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-32.66%

-16.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-12.85%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-12.85%

-15.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-32.66%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.66%

—

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-7.91%

-7.43%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.24%

-0.57%

Volatility

AVUV vs. IMTM - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 7.20%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than IMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AVUVIMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.20%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

16.06%

-4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

17.97%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

17.82%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

17.63%

+10.63%

AVUV vs. IMTM - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than IMTM's 0.30% expense ratio.

Dividends

AVUV vs. IMTM - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, less than IMTM's 4.22% yield.

PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF		1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
IMTM
iShares MSCI Intl Momentum Factor ETF		4.22%4.70%2.93%2.29%2.68%2.51%0.97%2.13%2.36%1.92%2.75%1.56%

Frequently Asked Questions

AVUV and IMTM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTM has higher volatility (7.20%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs IMTM's -32.66%.

On 5-year performance, AVUV leads with 11.57% vs 9.19% for IMTM. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.57% return vs 9.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVUV is cheaper with a 0.25% expense ratio, compared with 0.30% for IMTM.

IMTM has the higher dividend yield at 4.22%, compared with 1.61% for AVUV.

AVUV is categorized as Small Cap Value Equities, while IMTM is Momentum. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.25% for AVUV and 0.30% for IMTM.

AVUV currently has the higher Sharpe Ratio (2.28 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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