IMTM vs. VEA
Compare and contrast key facts about iShares MSCI Intl Momentum Factor ETF (IMTM) and Vanguard FTSE Developed Markets ETF (VEA).
IMTM and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. Both IMTM and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IMTM vs. VEA - Performance Comparison
Loading graphics...
IMTM vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, IMTM achieves a 0.10% return, which is significantly lower than VEA's 2.75% return. Both investments have delivered pretty close results over the past 10 years, with IMTM having a 9.46% annualized return and VEA not far behind at 9.37%.
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%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMTM vs. VEA - Expense Ratio Comparison
IMTM has a 0.30% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
IMTM vs. VEA — Risk / Return Rank
IMTM
VEA
IMTM vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.72 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.35 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.50 | -0.51 |
Martin ratioReturn relative to average drawdown | 8.03 | 9.82 | -1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IMTM | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.72 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.53 | -0.08 |
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 | 0.22 | +0.24 |
Correlation
The correlation between IMTM and VEA is 0.84, 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. VEA - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 4.70%, more than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
IMTM vs. VEA - Drawdown Comparison
The maximum IMTM drawdown since its inception was -32.66%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for IMTM and VEA.
Loading graphics...
Drawdown Indicators
| IMTM | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -60.68% | +28.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.63% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -29.71% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -35.73% | +3.07% |
Current DrawdownCurrent decline from peak | -9.53% | -8.71% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -13.40% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.96% | +0.23% |
Volatility
IMTM vs. VEA - Volatility Comparison
iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 9.54% compared to Vanguard FTSE Developed Markets ETF (VEA) at 8.41%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IMTM | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.54% | 8.41% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 11.57% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 17.62% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 16.30% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 17.26% | +0.24% |