HIS vs. MTUM
HIS (Humilis US Focused Opportunities ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - HIS is a Large Cap Blend Equities fund actively managed by Humilis Investment Strategies, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. HIS is actively managed, while MTUM is passively managed. At a 0.33 correlation, their price movements are largely independent. HIS charges 0.54%/yr vs 0.15%/yr for MTUM.
Performance
HIS vs. MTUM - Performance Comparison
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Returns By Period
HIS
- 1D
- -0.14%
- 1M
- 0.85%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTUM
- 1D
- -2.88%
- 1M
- 2.06%
- 6M
- 21.29%
- YTD
- 25.07%
- 1Y
- 31.89%
- 3Y*
- 31.33%
- 5Y*
- 14.32%
- 10Y*
- 16.28%
HIS vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HIS Humilis US Focused Opportunities ETF | 1.84% |
MTUM iShares MSCI USA Momentum Factor ETF | 6.27% |
Correlation
The correlation between HIS and MTUM is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 19, 2026 | 0.33 |
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Return for Risk
HIS vs. MTUM — Risk / Return Rank
HIS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MTUM
HIS vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Humilis US Focused Opportunities ETF (HIS) 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.
| HIS | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 10.02 | — |
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Drawdowns
HIS vs. MTUM - Drawdown Comparison
The maximum HIS drawdown since its inception was -6.38%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for HIS and MTUM.
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Drawdown Indicators
| HIS | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -34.08% | +27.70% |
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 DrawdownCurrent decline from peak | -2.61% | -9.50% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -6.19% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.19% | — |
Volatility
HIS vs. MTUM - Volatility Comparison
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Volatility by Period
| HIS | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.73% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 21.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 23.60% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 21.53% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 21.50% | -6.39% |
HIS vs. MTUM - Expense Ratio Comparison
HIS has a 0.54% expense ratio, which is higher than MTUM's 0.15% expense ratio.
Dividends
HIS vs. MTUM - Dividend Comparison
HIS has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIS Humilis US Focused Opportunities 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 | 0.59% | 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
HIS and MTUM have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.54% for HIS.
MTUM has the higher dividend yield at 0.59%, compared with 0.00% for HIS.
HIS is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: Humilis Investment Strategies and iShares. Their fees differ too: 0.54% for HIS and 0.15% for MTUM.
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