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IFED vs. IMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFED vs. IMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) 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, IFED achieves a -3.01% return, which is significantly lower than IMTM's 11.53% return.


IFED

1D
-0.09%
1M
5.94%
YTD
-3.01%
6M
-3.81%
1Y
4.31%
3Y*
15.81%
5Y*
10Y*

IMTM

1D
0.72%
1M
3.24%
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)

IFED vs. IMTM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-3.01%15.02%23.04%20.78%-1.46%8.46%
IMTM
iShares MSCI Intl Momentum Factor ETF
11.53%34.50%12.17%13.89%-16.81%-3.92%

Correlation

The correlation between IFED and IMTM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2021

0.65

The correlation between IFED and IMTM shifts across timeframes, from 0.45 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IFED vs. IMTM — Risk / Return Rank

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

IFED
IFED Risk / Return Rank: 1212
Overall Rank
IFED Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1212
Sortino Ratio Rank
IFED Omega Ratio Rank: 1212
Omega Ratio Rank
IFED Calmar Ratio Rank: 1212
Calmar Ratio Rank
IFED Martin Ratio Rank: 1212
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.

IFED vs. IMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) 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.


IFEDIMTMDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.04

1.25

-0.20

Calmar ratioReturn relative to maximum drawdown

0.19

1.86

-1.67

Martin ratioReturn relative to average drawdown

0.48

7.37

-6.89

IFED vs. IMTM - Sharpe Ratio Comparison

The current IFED Sharpe Ratio is 0.17, which is lower than the IMTM Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IFED 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

IFED vs. IMTM - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.36%, smaller than the maximum IMTM drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IFED and IMTM.


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Drawdown Indicators


IFEDIMTMDifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-32.66%

+10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-12.85%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-22.36%

-12.85%

-9.51%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

Current Drawdown

Current decline from peak

-5.00%

-0.22%

-4.78%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.43%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

3.24%

+2.60%

Volatility

IFED vs. IMTM - Volatility Comparison

The current volatility for ETRACS IFED Invest with the Fed TR Index ETN (IFED) is 6.34%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 7.20%. This indicates that IFED 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


IFEDIMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

7.20%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

16.06%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

17.97%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.93%

17.82%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

17.63%

+2.30%

IFED vs. IMTM - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is higher than IMTM's 0.30% expense ratio.


Dividends

IFED vs. IMTM - Dividend Comparison

IFED has not paid dividends to shareholders, while IMTM's dividend yield for the trailing twelve months is around 4.22%.


PositionTTM20252024202320222021202020192018201720162015
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


IFED and IMTM have a correlation of 0.45, 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 IFED (6.34%). In terms of maximum drawdown, IFED dropped -22.36% vs IMTM's -32.66%.

On 3-year performance, IMTM leads with 21.00% vs 15.81% for IFED. On fees, IMTM is cheaper at 0.30% per year. On volatility, IFED has been the lower-risk option at 6.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IMTM has performed better with a 21.00% return vs 15.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTM is cheaper with a 0.30% expense ratio, compared with 0.45% for IFED.

IMTM has the higher dividend yield at 4.22%, compared with 0.00% for IFED.

IFED is categorized as Leveraged Equities, while IMTM is Momentum. IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross, while IMTM tracks MSCI World ex USA Momentum. They also come from different issuers: UBS and iShares. Their fees differ too: 0.45% for IFED and 0.30% for IMTM.

IMTM currently has the higher Sharpe Ratio (1.33 vs 0.17), 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

Find the right allocation for IFED and IMTM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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