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IMTM vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMTM vs. XMMO - Performance Comparison

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

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IMTM vs. XMMO - 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%
XMMO
Invesco S&P MidCap Momentum ETF
4.93%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, IMTM achieves a 0.10% return, which is significantly lower than XMMO's 4.93% return. Over the past 10 years, IMTM has underperformed XMMO with an annualized return of 9.46%, while XMMO has yielded a comparatively higher 18.19% annualized return.


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%

XMMO

1D
4.31%
1M
-3.18%
YTD
4.93%
6M
7.61%
1Y
28.46%
3Y*
25.08%
5Y*
12.21%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMTM vs. XMMO - Expense Ratio Comparison

IMTM has a 0.30% expense ratio, which is lower than XMMO's 0.33% expense ratio.


Return for Risk

IMTM vs. XMMO — 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

XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


IMTMXMMODifference

Sharpe ratio

Return per unit of total volatility

1.40

1.30

+0.10

Sortino ratio

Return per unit of downside risk

1.96

1.86

+0.10

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

1.99

2.28

-0.29

Martin ratio

Return relative to average drawdown

8.03

10.83

-2.80

IMTM vs. XMMO - Sharpe Ratio Comparison

The current IMTM Sharpe Ratio is 1.40, which is comparable to the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IMTM and XMMO, 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


IMTMXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.30

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.58

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.83

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.08

Correlation

The correlation between IMTM and XMMO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IMTM vs. XMMO - Dividend Comparison

IMTM's dividend yield for the trailing twelve months is around 4.70%, more than XMMO's 0.71% 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%
XMMO
Invesco S&P MidCap Momentum ETF
0.71%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

IMTM vs. XMMO - Drawdown Comparison

The maximum IMTM drawdown since its inception was -32.66%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for IMTM and XMMO.


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Drawdown Indicators


IMTMXMMODifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-55.37%

+22.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-12.81%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-27.91%

-4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

-36.74%

+4.08%

Current Drawdown

Current decline from peak

-9.53%

-4.39%

-5.14%

Average Drawdown

Average peak-to-trough decline

-7.53%

-9.52%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.69%

+0.50%

Volatility

IMTM vs. XMMO - Volatility Comparison

iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 9.54% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.07%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMTMXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

9.07%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

14.28%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

21.97%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

21.26%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

22.11%

-4.61%