PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
YALL vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YALL vs. MTUM

Last updated Jun 4, 2026

YALL (God Bless America ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - YALL is a Large Cap Blend Equities fund actively managed by Tidal ETFs, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. YALL is actively managed, while MTUM is passively managed. Over the past 3 years, YALL returned 21.38%/yr vs 34.75%/yr for MTUM. A 0.73 correlation means they provide meaningful diversification when combined. YALL charges 0.65%/yr vs 0.15%/yr for MTUM.

Performance

YALL vs. MTUM - Performance Comparison

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

Loading charts...

Returns By Period

YALL

1D
-1.26%
1M
-0.74%
YTD
0.00%
6M
-1.23%
1Y
5.94%
3Y*
21.38%
5Y*
—
10Y*
—

MTUM

1D
1.06%
1M
15.90%
YTD
31.75%
6M
32.38%
1Y
41.76%
3Y*
34.75%
5Y*
15.21%
10Y*
17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. MTUM - Yearly Performance Comparison

2026 (YTD)2025202420232022
YALL
God Bless America ETF		0.00%14.36%29.99%40.74%8.62%
MTUM
iShares MSCI USA Momentum Factor ETF		31.75%22.15%32.89%9.15%9.03%

Correlation

The correlation between YALL and MTUM is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.73

The correlation between YALL and MTUM has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

YALL vs. MTUM - Sectors Allocation Comparison

Sectors
YALL
MTUM

Technology

21.8%
44.4%

Industrials

13.4%
15.6%

Financial Services

13.0%
10.4%

Consumer Defensive

10.2%
3.3%

Healthcare

10.2%
6.9%

Consumer Cyclical

8.1%
3.6%

Communication Services

7.7%
7.4%

Basic Materials

5.3%
1.7%

Energy

5.0%
3.5%

Utilities

3.0%
1.6%

Real Estate

2.3%
1.8%

Technology

YALL
21.8%
MTUM
44.4%

Industrials

YALL
13.4%
MTUM
15.6%

Financial Services

YALL
13.0%
MTUM
10.4%

Consumer Defensive

YALL
10.2%
MTUM
3.3%

Healthcare

YALL
10.2%
MTUM
6.9%

Consumer Cyclical

YALL
8.1%
MTUM
3.6%

Communication Services

YALL
7.7%
MTUM
7.4%

Basic Materials

YALL
5.3%
MTUM
1.7%

Energy

YALL
5.0%
MTUM
3.5%

Utilities

YALL
3.0%
MTUM
1.6%

Real Estate

YALL
2.3%
MTUM
1.8%

Compare stocks, funds, or ETFs

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

God Bless America ETF

iShares MSCI USA Momentum Factor ETF

Often compared with YALL:
YALL vs. BLESYALL vs. FDLSYALL vs. GYALL vs. UNWPXYALL vs. BORRYALL vs. VYMYALL vs. ACVF
Often compared with MTUM:
MTUM vs. SPMOMTUM vs. SPYMTUM vs. QQQMTUM vs. QUALMTUM vs. VOOMTUM vs. VFMOMTUM vs. QMOM

Return for Risk

YALL vs. MTUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
YALL
YALL Risk / Return Rank: 1616
Overall Rank
YALL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1414
Sortino Ratio Rank
YALL Omega Ratio Rank: 1414
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
Martin Ratio Rank
MTUM
MTUM Risk / Return Rank: 6767
Overall Rank
MTUM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6363
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7171
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
Martin Ratio Rank
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.

YALL vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.

YALLMTUMDifference
Sharpe ratioReturn per unit of total volatility
0.44
2.20

-1.77

Sortino ratioReturn per unit of downside risk
0.69
2.98

-2.29

Omega ratioGain probability vs. loss probability

1.08

1.39

-0.31

Calmar ratioReturn relative to maximum drawdown

0.63

3.64

-3.00

Martin ratioReturn relative to average drawdown

1.86

14.50

-12.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YALL vs. MTUM - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the MTUM Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of YALL and MTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

YALLMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

2.20

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.74

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.85

+0.61

Drawdowns

YALL vs. MTUM - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for YALL and MTUM.

Loading charts...

Drawdown Indicators

YALLMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-34.08%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.54%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-20.99%

+1.27%

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

-4.47%

0.00%

-4.47%

Average Drawdown

Average peak-to-trough decline

-2.93%

-6.21%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.89%

+0.32%

Volatility

YALL vs. MTUM - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 3.31%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.68%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

YALLMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

7.68%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

16.46%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

19.04%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

20.60%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

21.03%

-3.54%

YALL vs. MTUM - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than MTUM's 0.15% expense ratio.

Dividends

YALL vs. MTUM - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.49%, less than MTUM's 0.60% 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%
YALL
God Bless America ETF		0.49%0.49%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

YALL and MTUM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (7.68%) compared to YALL (3.31%). In terms of maximum drawdown, YALL dropped -19.72% vs MTUM's -34.08%.

On 3-year performance, MTUM leads with 34.75% vs 21.38% for YALL. On fees, MTUM is cheaper at 0.15% per year. On volatility, YALL has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MTUM has performed better with a 34.75% return vs 21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.65% for YALL.

MTUM has the higher dividend yield at 0.60%, compared with 0.49% for YALL.

YALL is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: Tidal ETFs and iShares. Their fees differ too: 0.65% for YALL and 0.15% for MTUM.

MTUM currently has the higher Sharpe Ratio (2.20 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for YALL and MTUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer