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MTUM vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTUM vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Momentum Factor ETF (MTUM) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTUM achieves a 30.30% return, which is significantly higher than SMOM's 9.82% return.


MTUM

1D
-1.10%
1M
11.94%
YTD
30.30%
6M
29.99%
1Y
40.55%
3Y*
34.34%
5Y*
14.96%
10Y*
17.19%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTUM vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between MTUM and SMOM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.83

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Return for Risk

MTUM vs. SMOM — Risk / Return Rank

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

MTUM
MTUM Risk / Return Rank: 6868
Overall Rank
MTUM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6464
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6464
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7272
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
Martin Ratio Rank

SMOM
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.

MTUM vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Momentum Factor ETF (MTUM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


MTUMSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.53

Martin ratioReturn relative to average drawdown

14.10

MTUM vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MTUMSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.45

-0.60

Drawdowns

MTUM vs. SMOM - Drawdown Comparison

The maximum MTUM drawdown since its inception was -34.08%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for MTUM and SMOM.


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Drawdown Indicators


MTUMSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-7.45%

-26.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.99%

Max Drawdown (5Y)

Largest decline over 5 years

-32.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-1.10%

0.00%

-1.10%

Average Drawdown

Average peak-to-trough decline

-6.21%

-1.48%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

MTUM vs. SMOM - Volatility Comparison


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Volatility by Period


MTUMSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

12.62%

+6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

12.62%

+7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

12.62%

+8.41%

MTUM vs. SMOM - Expense Ratio Comparison

MTUM has a 0.15% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

MTUM vs. SMOM - Dividend Comparison

MTUM's dividend yield for the trailing twelve months is around 0.60%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.60%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MTUM and SMOM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MTUM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.63% for SMOM.

MTUM has the higher dividend yield at 0.60%, compared with 0.15% for SMOM.

MTUM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: iShares and Symmetry Partners. Their fees differ too: 0.15% for MTUM and 0.63% for SMOM.

Portfolio Optimizer

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