IMTM vs. SMOM
IMTM (iShares MSCI Intl Momentum Factor ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - IMTM is a Momentum fund tracking the MSCI World ex USA Momentum, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. IMTM is passively managed, while SMOM is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. IMTM charges 0.30%/yr vs 0.63%/yr for SMOM.
Performance
IMTM vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, IMTM achieves a 11.05% return, which is significantly higher than SMOM's 9.82% return.
IMTM
- 1D
- -0.39%
- 1M
- 4.43%
- YTD
- 11.05%
- 6M
- 14.04%
- 1Y
- 23.92%
- 3Y*
- 21.55%
- 5Y*
- 9.00%
- 10Y*
- 10.29%
SMOM
- 1D
- 0.27%
- 1M
- 5.93%
- YTD
- 9.82%
- 6M
- 10.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMTM vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 11.05% | 5.24% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.82% | 2.81% |
Correlation
The correlation between IMTM and SMOM is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.72 |
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Return for Risk
IMTM vs. SMOM — Risk / Return Rank
IMTM
SMOM
IMTM vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.
| IMTM | SMOM | 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 | 1.87 | — | — |
| Martin ratioReturn relative to average drawdown | 7.46 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMTM | SMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.45 | -0.94 |
Drawdowns
IMTM vs. SMOM - Drawdown Comparison
The maximum IMTM drawdown since its inception was -32.66%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for IMTM and SMOM.
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Drawdown Indicators
| IMTM | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -7.45% | -25.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -1.48% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | — | — |
Volatility
IMTM vs. SMOM - Volatility Comparison
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Volatility by Period
| IMTM | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 12.62% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 12.62% | +5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 12.62% | +5.02% |
IMTM vs. SMOM - Expense Ratio Comparison
IMTM has a 0.30% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
IMTM vs. SMOM - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 4.23%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 4.23% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 2.75% | 1.56% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IMTM and SMOM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IMTM is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMTM is cheaper with a 0.30% expense ratio, compared with 0.63% for SMOM.
IMTM has the higher dividend yield at 4.23%, compared with 0.15% for SMOM.
IMTM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: iShares and Symmetry Partners. Their fees differ too: 0.30% for IMTM and 0.63% for SMOM.
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