DFTT vs. MTUM

Last updated Jun 5, 2026

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 0.93 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.

Returns By Period

In the year-to-date period, DFTT achieves a 23.84% return, which is significantly lower than MTUM's 30.30% return.

DFTT

• 1D: 0.32%
• 1M: 8.26%
• YTD: 23.84%
• 6M: 24.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MTUM

• 1D: -1.10%
• 1M: 11.94%
• YTD: 30.30%
• 6M: 29.99%
• 1Y: 40.55%
• 3Y*: 34.34%
• 5Y*: 14.96%
• 10Y*: 17.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTT vs. MTUM - Yearly Performance Comparison

	2026 (YTD)	2025
DFTT DF Tactical 30 ETF	23.84%	-0.04%
MTUM iShares MSCI USA Momentum Factor ETF	30.30%	-0.24%

Correlation

The correlation between DFTT and MTUM is 0.93, 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 13, 2025	0.93

DFTT vs. MTUM - Sectors Allocation Comparison

Sectors	DFTT	MTUM
Technology	51.0%	44.4%
Communication Services	17.2%	7.4%
Financial Services	16.1%	10.4%
Industrials	11.3%	15.6%
Healthcare	2.2%	6.9%
Utilities	1.9%	1.6%
Basic Materials	-	1.7%
Consumer Cyclical	-	3.6%
Consumer Defensive	-	3.3%
Energy	-	3.5%
Real Estate	-	1.8%

Return for Risk

DFTT vs. MTUM — Risk / Return Rank

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

MTUM

MTUM Risk / Return Rank: 68
MTUM Sharpe Ratio Rank: 65
MTUM Sortino Ratio Rank: 64
MTUM Omega Ratio Rank: 64
MTUM Calmar Ratio Rank: 72
MTUM Martin Ratio Rank: 75

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.

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

Sharpe Ratios by Period

	DFTT	MTUM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.14	0.84	+1.30

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.

Drawdown Indicators

	DFTT	MTUM	Difference
Max Drawdown Largest peak-to-trough decline	-10.46%	-34.08%	+23.62%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.54%	—
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	0.00%	-1.10%	+1.10%
Average Drawdown Average peak-to-trough decline	-2.22%	-6.21%	+3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.89%	—

Volatility

Volatility by Period

	DFTT	MTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.18%	19.08%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.18%	20.60%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.18%	21.03%	+1.15%

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 has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFTT DF Tactical 30 ETF	0.00%	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	0.60%	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

Can I hold both DFTT and MTUM in my portfolio?

With a correlation of 0.93, 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.

Which ETF is better, DFTT or MTUM?

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.

Which ETF is cheaper, DFTT or MTUM?

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

Which ETF pays a higher dividend yield, DFTT or MTUM?

MTUM has the higher dividend yield at 0.60%, compared with 0.00% for DFTT.

What is the main difference between DFTT and MTUM?

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.