MomentumShares International Quantitative Momentum ETF (IMOM)
Description
The investment seeks to track the performance of the Alpha Architect International Quantitative Momentum Index. The IMOM ETF contains 51 constituents. It is focused on blend holdings in the Europe region.
Price $23.29 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.54% |
| Expense ratio | 0.59% |
| Average spread | 0.472% |
| 1Y roundtrip cost | 1.062% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -11.8% | -2.4% | 1.0% | -6.4% | 0.4% | -10.9% | 7.2% | -2.6% | -11.2% | 2.0% | -34.7% | ||
| 2021 | 0.9% | -1.9% | -1.3% | 4.0% | -0.9% | -0.0% | 4.4% | 2.3% | -7.9% | 3.2% | -3.7% | 0.9% | -0.1% |
| 2020 | -2.1% | -8.6% | -14.1% | 10.6% | 10.7% | 4.1% | 3.4% | 4.3% | 1.2% | -2.1% | 12.4% | 9.1% | 28.9% |
| 2019 | 7.2% | 1.1% | 2.6% | 0.7% | -3.2% | 5.0% | -1.0% | -0.8% | -0.1% | 1.1% | 1.9% | 2.9% | 17.3% |
| 2018 | 6.2% | -3.2% | -0.6% | -3.8% | 3.3% | -5.7% | 0.9% | -3.6% | 1.2% | -12.9% | 0.4% | -6.7% | -24.5% |
| 2017 | 5.3% | 0.5% | 3.8% | 2.2% | 3.0% | -0.8% | 4.5% | 2.1% | 2.7% | 4.4% | 0.9% | 2.0% | 30.4% |
| 2016 | -6.7% | -3.4% | 3.9% | 4.1% | 0.8% | 3.3% | 4.6% | -6.2% | 2.2% | -4.8% | -4.8% | -2.0% | -9.1% |
| -1.1% | -17.9% | -4.8% | 11.3% | 14.1% | -5.1% | 24.1% | -4.6% | -11.9% | -9.1% | 7.0% | 6.3% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.07 | 0.36 | 0.43 | ||||||||||
| 2020 | 0.12 | 0.08 | 0.20 | ||||||||||
| 2019 | 0.15 | 0.11 | 0.05 | 0.32 | |||||||||
| 2018 | 0.10 | 0.08 | 0.18 | ||||||||||
| 2017 | 0.03 | 0.14 | 0.17 | 0.34 | |||||||||
| 2016 | 0.11 | 0.01 | 0.12 | ||||||||||
| 0.00 | 0.00 | 0.14 | 0.00 | 0.00 | 0.59 | 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 0.68 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| ICL Group Ltd. | 2.59% |
| RENOVA, Inc. | 2.42% |
| Samhallsbyggnadsbolaget I Norden AB Class B | 2.40% |
| Lynas Rare Earths Limited | 2.40% |
| VAT Group AG | 2.39% |
| Moncler SpA | 2.38% |
| Straumann Holding AG | 2.31% |
| Getinge AB Class B | 2.28% |
| Ashtead Group plc | 2.27% |
| JEOL Ltd. | 2.24% |
| Entain PLC | 2.22% |
| AB Sagax Class B | 2.17% |
| Acerinox SA | 2.17% |
| Eckert & Ziegler Strahlen- und Medizintechnik AG | 2.16% |
| Evraz PLC | 2.15% |
| Top 15 Weights | 34.55% |
Compare with similar ETFs
| IMOM | JHCS | JIG | LDEM | QINT | VSGX | |
|---|---|---|---|---|---|---|
| Product name | MomentumShares International Quantitative Momentum ETF | John Hancock Multifactor Media and Communications ETF | JPMorgan International Growth ETF | iShares ESG MSCI EM Leaders ETF | American Century Quality Diversified International ETF | Vanguard ESG International Stock ETF |
| Issuer | Alpha Architect | John Hancock | JPMorgan | iShares | American Century | Vanguard |
| Price | $23.2879 | $24.1162 | $46.6824 | $40.3425 | $35.42 | $43.89 |
| Expense Ratio | 0.59% |  0.4% | 0.55% | 0.16% | 0.39% | 0.17% |
| Average Spread | 0.472% | 0.581% | 0.386% | 0.273% | 0.282% | 0.114% |
| AUM | $50,266,400 | $12,848,300 | $35,931,900 | $563,920,000 | $145,411,000 | $1,955,300,000 |
| Shares | 2,158,478 | 532,765 | 769,710 | 13,978,321 | 4,105,324 | 44,550,000 |
| Average Daily Volume | 13,824 | 3,396 | 13,700 | 30,820 | 21,570 | 287,247 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-12-23 | 2019-03-13 | 2020-05-20 | 2020-02-05 | 2018-09-10 | 2018-09-18 |
| Index Tracked | Alpha Architect International Quantitative Momentum Index | John Hancock Dimensional Media and Communications Index | No Underlying Index | MSCI EM Extended ESG Leaders 5% Issuer Capped Index | Alpha Vee American Century Diversified International Equity Index | FTSE Global All Cap ex US Choice Index |
| Category | Foreign Large Cap Equities | Large Cap Growth Equities | Foreign Large Cap Equities | Emerging Markets Equities | Foreign Large Cap Equities | Foreign Large Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Growth | Blend | Blend | Blend |
| Region | Europe | North America | Europe | Asia-Pacific | Europe | Asia-Pacific |
| Countries | Broad | U.S. | Broad | Broad | Broad | Broad |
| Annual Dividend Rate | $0.359 | $0.357 | $1.029 | $1.205 | $1.38 | $1.551 |
| Annual Dividend Yield | 0.015% | 0.015% | 0.022% | 0.030% | 0.039% | 0.035% |
| Number of Holdings | 51 | 43 | 57 | 476 | 391 | 5007 |
| YTD Return | -31.12% | -31.08% | -38.83% | -29.36% | -29.69% | -27.96% |
| Beta | 0.76 | 0.79 | 0.64 | 0.64 | 0.78 | 0.74 |
| Upside Beta | 0.38 | 0.30 | 0.04 | 0.37 | 0.40 | 0.41 |
| Downside Beta | -0.17 | -0.07 | -0.69 | -0.60 | 0.22 | 0.17 |
| Volatility 1Y | 22.87% | 25.14% | 25.10% | 22.37% | 20.50% | 20.08% |
| Sharpe Ratio 3Y | -0.27 | -0.28 | 0.00 | 0.00 | -0.21 | -0.31 |
| Treynor Ratio 3Y | -0.01 | -0.01 | 0.00 | 0.00 | 0.00 | -0.01 |