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IMTM vs. IQLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMTM vs. IQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Momentum Factor ETF (IMTM) and iShares MSCI Intl Quality Factor ETF (IQLT). The values are adjusted to include any dividend payments, if applicable.

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IMTM vs. IQLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMTM
iShares MSCI Intl Momentum Factor ETF
0.10%34.50%12.17%13.89%-16.81%3.50%22.17%24.52%-14.31%25.46%
IQLT
iShares MSCI Intl Quality Factor ETF
1.72%25.42%1.54%18.73%-15.22%12.94%12.48%28.18%-10.76%24.04%

Returns By Period

In the year-to-date period, IMTM achieves a 0.10% return, which is significantly lower than IQLT's 1.72% return. Both investments have delivered pretty close results over the past 10 years, with IMTM having a 9.46% annualized return and IQLT not far behind at 9.09%.


IMTM

1D
3.80%
1M
-8.90%
YTD
0.10%
6M
3.92%
1Y
26.08%
3Y*
17.95%
5Y*
7.77%
10Y*
9.46%

IQLT

1D
3.15%
1M
-6.96%
YTD
1.72%
6M
5.66%
1Y
19.32%
3Y*
12.17%
5Y*
7.25%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMTM vs. IQLT - Expense Ratio Comparison

Both IMTM and IQLT have an expense ratio of 0.30%.


Return for Risk

IMTM vs. IQLT — Risk / Return Rank

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

IMTM
IMTM Risk / Return Rank: 7878
Overall Rank
IMTM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IMTM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IMTM Omega Ratio Rank: 7878
Omega Ratio Rank
IMTM Calmar Ratio Rank: 7878
Calmar Ratio Rank
IMTM Martin Ratio Rank: 7878
Martin Ratio Rank

IQLT
IQLT Risk / Return Rank: 6969
Overall Rank
IQLT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 6969
Sortino Ratio Rank
IQLT Omega Ratio Rank: 6666
Omega Ratio Rank
IQLT Calmar Ratio Rank: 7272
Calmar Ratio Rank
IQLT Martin Ratio Rank: 6969
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.

IMTM vs. IQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.


IMTMIQLTDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.15

+0.25

Sortino ratio

Return per unit of downside risk

1.96

1.69

+0.28

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.99

1.77

+0.22

Martin ratio

Return relative to average drawdown

8.03

6.68

+1.35

IMTM vs. IQLT - Sharpe Ratio Comparison

The current IMTM Sharpe Ratio is 1.40, which is comparable to the IQLT Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IMTM and IQLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMTMIQLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.15

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.45

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

Correlation

The correlation between IMTM and IQLT is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IMTM vs. IQLT - Dividend Comparison

IMTM's dividend yield for the trailing twelve months is around 4.70%, more than IQLT's 2.29% yield.


TTM20252024202320222021202020192018201720162015
IMTM
iShares MSCI Intl Momentum Factor ETF
4.70%4.70%2.93%2.29%2.68%2.51%0.97%2.13%2.36%1.92%2.75%1.56%
IQLT
iShares MSCI Intl Quality Factor ETF
2.29%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%

Drawdowns

IMTM vs. IQLT - Drawdown Comparison

The maximum IMTM drawdown since its inception was -32.66%, roughly equal to the maximum IQLT drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for IMTM and IQLT.


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Drawdown Indicators


IMTMIQLTDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-32.21%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-10.38%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-30.24%

-2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

-32.21%

-0.45%

Current Drawdown

Current decline from peak

-9.53%

-7.02%

-2.51%

Average Drawdown

Average peak-to-trough decline

-7.53%

-6.29%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.74%

+0.45%

Volatility

IMTM vs. IQLT - Volatility Comparison

iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 9.54% compared to iShares MSCI Intl Quality Factor ETF (IQLT) at 7.46%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than IQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMTMIQLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

7.46%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

10.71%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

16.93%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.31%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

16.92%

+0.58%