MTUM vs. QMOM
Compare and contrast key facts about iShares MSCI USA Momentum Factor ETF (MTUM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
MTUM and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MTUM is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum SR Variant Index. It was launched on Apr 16, 2013. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
MTUM vs. QMOM - Performance Comparison
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MTUM vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTUM iShares MSCI USA Momentum Factor ETF | -1.94% | 22.15% | 32.89% | 9.15% | -18.27% | 13.36% | 29.86% | 27.25% | -1.67% | 37.50% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 6.82% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
Returns By Period
In the year-to-date period, MTUM achieves a -1.94% return, which is significantly lower than QMOM's 6.82% return. Over the past 10 years, MTUM has outperformed QMOM with an annualized return of 14.08%, while QMOM has yielded a comparatively lower 12.39% annualized return.
MTUM
- 1D
- 2.19%
- 1M
- -3.25%
- YTD
- -1.94%
- 6M
- -3.82%
- 1Y
- 21.46%
- 3Y*
- 21.93%
- 5Y*
- 9.69%
- 10Y*
- 14.08%
QMOM
- 1D
- 2.11%
- 1M
- -5.53%
- YTD
- 6.82%
- 6M
- 9.12%
- 1Y
- 17.89%
- 3Y*
- 16.74%
- 5Y*
- 6.54%
- 10Y*
- 12.39%
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MTUM vs. QMOM - Expense Ratio Comparison
MTUM has a 0.15% expense ratio, which is lower than QMOM's 0.28% expense ratio.
Return for Risk
MTUM vs. QMOM — Risk / Return Rank
MTUM
QMOM
MTUM vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 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.
| MTUM | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.70 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.08 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.33 | +0.49 |
Martin ratioReturn relative to average drawdown | 6.83 | 4.59 | +2.24 |
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
| MTUM | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.70 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.27 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.47 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.46 | +0.27 |
Correlation
The correlation between MTUM and QMOM is 0.79, 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
MTUM vs. QMOM - Dividend Comparison
MTUM's dividend yield for the trailing twelve months is around 0.80%, more than QMOM's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTUM iShares MSCI USA Momentum Factor ETF | 0.80% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 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.
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Drawdown Indicators
| MTUM | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -39.13% | +5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -13.55% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.28% | -27.00% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -39.13% | +5.05% |
Current DrawdownCurrent decline from peak | -6.00% | -5.53% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -13.11% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.93% | -0.67% |
Volatility
MTUM vs. QMOM - Volatility Comparison
The current volatility for iShares MSCI USA Momentum Factor ETF (MTUM) is 8.49%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that MTUM experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTUM | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 11.62% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 19.19% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 25.76% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 24.73% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 26.28% | -5.45% |