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ESMV vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESMV vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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, ESMV achieves a 5.72% return, which is significantly lower than MTUM's 30.30% return.


ESMV

1D
0.42%
1M
3.71%
YTD
5.72%
6M
5.91%
1Y
7.59%
3Y*
11.49%
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)

ESMV vs. MTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
5.72%5.34%13.06%12.20%-11.08%3.20%
MTUM
iShares MSCI USA Momentum Factor ETF
30.30%22.15%32.89%9.15%-18.27%-5.57%

Correlation

The correlation between ESMV and MTUM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2021

0.61

The correlation between ESMV and MTUM shifts across timeframes, from 0.44 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESMV vs. MTUM — Risk / Return Rank

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

ESMV
ESMV Risk / Return Rank: 2323
Overall Rank
ESMV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ESMV Sortino Ratio Rank: 2222
Sortino Ratio Rank
ESMV Omega Ratio Rank: 2222
Omega Ratio Rank
ESMV Calmar Ratio Rank: 2424
Calmar Ratio Rank
ESMV Martin Ratio Rank: 2525
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 6868
Overall Rank
MTUM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6464
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6464
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7272
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
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.

ESMV vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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.


ESMVMTUMDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.14

1.38

-0.24

Calmar ratioReturn relative to maximum drawdown

1.09

3.53

-2.44

Martin ratioReturn relative to average drawdown

3.34

14.10

-10.76

ESMV vs. MTUM - Sharpe Ratio Comparison

The current ESMV Sharpe Ratio is 0.76, which is lower than the MTUM Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ESMV and MTUM, 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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Sharpe Ratios by Period


ESMVMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.14

-1.38

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

0.44

0.84

-0.40

Drawdowns

ESMV vs. MTUM - Drawdown Comparison

The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for ESMV and MTUM.


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Drawdown Indicators


ESMVMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-34.08%

+14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-11.54%

+4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-20.99%

+8.83%

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

-0.37%

-1.10%

+0.73%

Average Drawdown

Average peak-to-trough decline

-5.32%

-6.21%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.89%

-0.61%

Volatility

ESMV vs. MTUM - Volatility Comparison

The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 2.26%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.67%. This indicates that ESMV experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESMVMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

7.67%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

16.51%

-10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

19.08%

-9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

20.60%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

21.03%

-7.79%

ESMV vs. MTUM - Expense Ratio Comparison

ESMV has a 0.18% expense ratio, which is higher than MTUM's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESMV vs. MTUM - Dividend Comparison

ESMV's dividend yield for the trailing twelve months is around 1.58%, more than MTUM's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
1.58%1.56%1.71%1.75%1.66%0.24%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


ESMV and MTUM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (7.67%) compared to ESMV (2.26%). In terms of maximum drawdown, ESMV dropped -19.77% vs MTUM's -34.08%.

On 3-year performance, MTUM leads with 34.34% vs 11.49% for ESMV. On fees, MTUM is cheaper at 0.15% per year. On volatility, ESMV has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MTUM has performed better with a 34.34% return vs 11.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.18% for ESMV.

ESMV has the higher dividend yield at 1.58%, compared with 0.60% for MTUM.

ESMV is categorized as Large Cap Blend Equities, while MTUM is Momentum. ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross, while MTUM tracks MSCI USA Momentum SR Variant Index. Their fees differ too: 0.18% for ESMV and 0.15% for MTUM.

MTUM currently has the higher Sharpe Ratio (2.14 vs 0.76), 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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