MMTM vs. IOO
Compare and contrast key facts about SPDR S&P 1500 Momentum Tilt ETF (MMTM) and iShares Global 100 ETF (IOO).
MMTM and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MMTM is a passively managed fund by State Street that tracks the performance of the S&P 1500 Positive Momentum Tilt Index. It was launched on Oct 24, 2012. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. Both MMTM and IOO 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
MMTM vs. IOO - Performance Comparison
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MMTM vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMTM SPDR S&P 1500 Momentum Tilt ETF | -2.62% | 13.26% | 29.94% | 22.49% | -16.12% | 26.33% | 19.27% | 29.98% | -4.62% | 24.41% |
IOO iShares Global 100 ETF | -3.64% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Returns By Period
In the year-to-date period, MMTM achieves a -2.62% return, which is significantly higher than IOO's -3.64% return. Over the past 10 years, MMTM has underperformed IOO with an annualized return of 13.89%, while IOO has yielded a comparatively higher 15.13% annualized return.
MMTM
- 1D
- 1.29%
- 1M
- -3.99%
- YTD
- -2.62%
- 6M
- -0.30%
- 1Y
- 18.11%
- 3Y*
- 20.04%
- 5Y*
- 12.33%
- 10Y*
- 13.89%
IOO
- 1D
- 0.90%
- 1M
- -3.87%
- YTD
- -3.64%
- 6M
- 1.24%
- 1Y
- 27.60%
- 3Y*
- 21.83%
- 5Y*
- 14.50%
- 10Y*
- 15.13%
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MMTM vs. IOO - Expense Ratio Comparison
MMTM has a 0.12% expense ratio, which is lower than IOO's 0.40% expense ratio.
Return for Risk
MMTM vs. IOO — Risk / Return Rank
MMTM
IOO
MMTM vs. IOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Momentum Tilt ETF (MMTM) and iShares Global 100 ETF (IOO). 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.
| MMTM | IOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.44 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.13 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.26 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.58 | 10.66 | -4.08 |
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
| MMTM | IOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.44 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.86 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.86 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.36 | +0.44 |
Correlation
The correlation between MMTM and IOO is 0.75, 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
MMTM vs. IOO - Dividend Comparison
MMTM's dividend yield for the trailing twelve months is around 0.88%, less than IOO's 0.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMTM SPDR S&P 1500 Momentum Tilt ETF | 0.88% | 0.86% | 0.83% | 1.16% | 1.67% | 0.95% | 1.14% | 1.55% | 1.64% | 1.52% | 1.98% | 1.68% |
IOO iShares Global 100 ETF | 0.95% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Drawdowns
MMTM vs. IOO - Drawdown Comparison
The maximum MMTM drawdown since its inception was -33.85%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for MMTM and IOO.
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Drawdown Indicators
| MMTM | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.85% | -55.85% | +22.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.40% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.72% | -23.52% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -31.43% | -2.42% |
Current DrawdownCurrent decline from peak | -5.57% | -5.98% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -11.34% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.63% | +0.24% |
Volatility
MMTM vs. IOO - Volatility Comparison
SPDR S&P 1500 Momentum Tilt ETF (MMTM) and iShares Global 100 ETF (IOO) have volatilities of 6.53% and 6.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMTM | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.23% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 10.71% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 19.24% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 16.97% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 17.74% | +0.94% |