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MTUM vs. QMOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTUM and QMOM is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MTUM vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Momentum Factor ETF (MTUM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
213.47%
146.46%
MTUM
QMOM

Key characteristics

Sharpe Ratio

MTUM:

0.66

QMOM:

0.17

Sortino Ratio

MTUM:

1.05

QMOM:

0.41

Omega Ratio

MTUM:

1.15

QMOM:

1.05

Calmar Ratio

MTUM:

0.79

QMOM:

0.17

Martin Ratio

MTUM:

2.79

QMOM:

0.52

Ulcer Index

MTUM:

5.94%

QMOM:

8.59%

Daily Std Dev

MTUM:

24.99%

QMOM:

26.68%

Max Drawdown

MTUM:

-34.08%

QMOM:

-39.13%

Current Drawdown

MTUM:

-9.65%

QMOM:

-17.30%

Returns By Period

In the year-to-date period, MTUM achieves a 0.20% return, which is significantly higher than QMOM's -8.62% return.


MTUM

YTD

0.20%

1M

-0.11%

6M

1.12%

1Y

17.63%

5Y*

13.31%

10Y*

12.67%

QMOM

YTD

-8.62%

1M

-2.22%

6M

-7.02%

1Y

5.30%

5Y*

15.88%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MTUM vs. QMOM - Expense Ratio Comparison

MTUM has a 0.15% expense ratio, which is lower than QMOM's 0.49% expense ratio.


Expense ratio chart for QMOM: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QMOM: 0.49%
Expense ratio chart for MTUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MTUM: 0.15%

Risk-Adjusted Performance

MTUM vs. QMOM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MTUM
The Risk-Adjusted Performance Rank of MTUM is 6969
Overall Rank
The Sharpe Ratio Rank of MTUM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MTUM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MTUM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MTUM is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MTUM is 7070
Martin Ratio Rank

QMOM
The Risk-Adjusted Performance Rank of QMOM is 3232
Overall Rank
The Sharpe Ratio Rank of QMOM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of QMOM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of QMOM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of QMOM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of QMOM is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTUM vs. QMOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor ETF (MTUM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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 chart of Sharpe ratio for MTUM, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
MTUM: 0.66
QMOM: 0.17
The chart of Sortino ratio for MTUM, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
MTUM: 1.05
QMOM: 0.41
The chart of Omega ratio for MTUM, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
MTUM: 1.15
QMOM: 1.05
The chart of Calmar ratio for MTUM, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.00
MTUM: 0.79
QMOM: 0.17
The chart of Martin ratio for MTUM, currently valued at 2.79, compared to the broader market0.0020.0040.0060.00
MTUM: 2.79
QMOM: 0.52

The current MTUM Sharpe Ratio is 0.66, which is higher than the QMOM Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of MTUM and QMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.66
0.17
MTUM
QMOM

Dividends

MTUM vs. QMOM - Dividend Comparison

MTUM's dividend yield for the trailing twelve months is around 0.93%, less than QMOM's 1.54% yield.


TTM20242023202220212020201920182017201620152014
MTUM
iShares Edge MSCI USA Momentum Factor ETF
0.93%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%1.04%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
1.54%1.40%0.87%1.59%0.13%0.08%0.01%0.05%0.13%0.33%0.01%0.00%

Drawdowns

MTUM vs. QMOM - Drawdown Comparison

The maximum MTUM drawdown since its inception was -34.08%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for MTUM and QMOM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.65%
-17.30%
MTUM
QMOM

Volatility

MTUM vs. QMOM - Volatility Comparison

iShares Edge MSCI USA Momentum Factor ETF (MTUM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM) have volatilities of 15.89% and 15.70%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.89%
15.70%
MTUM
QMOM