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DFTT vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DFTT vs. MTUM

Last updated Jul 17, 2026
Documentation

DFTT (DF Tactical 30 ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - DFTT is a Large Cap Blend Equities fund tracking the DF Risk-Managed Tactical Top 30 Index, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. DFTT charges 0.70%/yr vs 0.15%/yr for MTUM.

Performance

DFTT vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Tactical 30 ETF (DFTT) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFTT achieves a 17.89% return, which is significantly lower than MTUM's 21.46% return.

DFTT

1D
-3.68%
1M
-6.57%
6M
13.63%
YTD
17.89%
1Y
—
3Y*
—
5Y*
—
10Y*
—

MTUM

1D
-2.96%
1M
-6.94%
6M
18.20%
YTD
21.46%
1Y
28.30%
3Y*
28.55%
5Y*
13.65%
10Y*
15.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTT vs. MTUM - Yearly Performance Comparison

2026 (YTD)2025
DFTT
DF Tactical 30 ETF		17.89%-0.00%
MTUM
iShares MSCI USA Momentum Factor ETF		21.46%-0.31%

Correlation

The correlation between DFTT and MTUM is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 12, 2025

0.94

DFTT vs. MTUM - Sectors Allocation Comparison

Sectors
DFTT
MTUM

Technology

51.0%
50.2%

Communication Services

17.2%
5.1%

Financial Services

16.1%
5.0%

Industrials

11.3%
15.0%

Healthcare

2.2%
3.5%

Utilities

1.9%
0.6%

Basic Materials

-

2.3%

Consumer Cyclical

-

2.9%

Consumer Defensive

-

3.7%

Energy

-

10.5%

Real Estate

-

1.3%

Technology

DFTT
51.0%
MTUM
50.2%

Communication Services

DFTT
17.2%
MTUM
5.1%

Financial Services

DFTT
16.1%
MTUM
5.0%

Industrials

DFTT
11.3%
MTUM
15.0%

Healthcare

DFTT
2.2%
MTUM
3.5%

Utilities

DFTT
1.9%
MTUM
0.6%

Basic Materials

DFTT

-

MTUM
2.3%

Consumer Cyclical

DFTT

-

MTUM
2.9%

Consumer Defensive

DFTT

-

MTUM
3.7%

Energy

DFTT

-

MTUM
10.5%

Real Estate

DFTT

-

MTUM
1.3%

Compare stocks, funds, or ETFs

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

DF Tactical 30 ETF

iShares MSCI USA Momentum Factor ETF

Often compared with DFTT:
DFTT vs. CNAVDFTT vs. DFRADFTT vs. NRSHDFTT vs. SCHBDFTT vs. SCHXDFTT vs. AFOSDFTT vs. USPX
Often compared with MTUM:
MTUM vs. SPMOMTUM vs. SPYMTUM vs. QQQMTUM vs. QUALMTUM vs. VFMOMTUM vs. VOOMTUM vs. QMOM

Return for Risk

DFTT vs. MTUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFTT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MTUM
MTUM Risk / Return Rank: 4747
Overall Rank
MTUM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 3737
Sortino Ratio Rank
MTUM Omega Ratio Rank: 4040
Omega Ratio Rank
MTUM Calmar Ratio Rank: 5858
Calmar Ratio Rank
MTUM Martin Ratio Rank: 5858
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.

DFTT vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Tactical 30 ETF (DFTT) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.

DFTTMTUMDifference
Sharpe ratioReturn per unit of total volatility

—

1.18

—

Sortino ratioReturn per unit of downside risk

—

1.65

—

Omega ratioGain probability vs. loss probability

—

1.22

—

Calmar ratioReturn relative to maximum drawdown

—

2.35

—

Martin ratioReturn relative to average drawdown

—

8.08

—

DFTT vs. MTUM - Sharpe Ratio Comparison

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Drawdowns

DFTT vs. MTUM - Drawdown Comparison

The maximum DFTT drawdown since its inception was -10.46%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for DFTT and MTUM.

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Drawdown Indicators

DFTTMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-10.46%

-34.08%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.11%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-20.99%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-32.28%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.08%

—

Current Drawdown

Current decline from peak

-9.03%

-12.11%

+3.08%

Average Drawdown

Average peak-to-trough decline

-2.44%

-6.20%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.51%

—

Volatility

DFTT vs. MTUM - Volatility Comparison

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Volatility by Period

DFTTMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

12.40%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

21.91%

—

Volatility (1Y)

Calculated over the trailing 1-year period

25.69%

24.08%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

21.61%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

21.55%

+4.14%

DFTT vs. MTUM - Expense Ratio Comparison

DFTT has a 0.70% expense ratio, which is higher than MTUM's 0.15% expense ratio.

Dividends

DFTT vs. MTUM - Dividend Comparison

DFTT's dividend yield for the trailing twelve months is around 0.14%, less than MTUM's 0.61% yield.

PositionTTM20252024202320222021202020192018201720162015
DFTT
DF Tactical 30 ETF		0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTUM
iShares MSCI USA Momentum Factor ETF		0.61%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%

Frequently Asked Questions

With a correlation of 0.94, DFTT and MTUM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MTUM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.70% for DFTT.

MTUM has the higher dividend yield at 0.61%, compared with 0.14% for DFTT.

DFTT is categorized as Large Cap Blend Equities, while MTUM is Momentum. DFTT tracks DF Risk-Managed Tactical Top 30 Index, while MTUM tracks MSCI USA Momentum SR Variant Index. They also come from different issuers: Donoghue Forlines and iShares. Their fees differ too: 0.70% for DFTT and 0.15% for MTUM.

Portfolio Optimizer

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