MMTM vs. IWY

In the year-to-date period, MMTM achieves a -1.02% return, which is significantly lower than IWY's -0.85% return. Over the past 10 years, MMTM has underperformed IWY with an annualized return of 14.31%, while IWY has yielded a comparatively higher 17.07% annualized return.

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MMTM has a 0.12% expense ratio, which is lower than IWY's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Momentum Tilt ETF (MMTM) and iShares Russell Top 200 Growth ETF (IWY). 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.

The current MMTM Sharpe Ratio is 0.51, which is comparable to the IWY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MMTM and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MMTM's dividend yield for the trailing twelve months is around 0.91%, more than IWY's 0.42% yield.

The maximum MMTM drawdown since its inception was -33.85%, roughly equal to the maximum IWY drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for MMTM and IWY. For additional features, visit the drawdowns tool.

The current volatility for SPDR S&P 1500 Momentum Tilt ETF (MMTM) is 5.27%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 6.83%. This indicates that MMTM experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.