iShares MSCI International Developed Momentum Factor ETF (IMTM)

Description

The investment seeks to track the performance of the MSCI World ex USA Momentum. The IMTM ETF contains 290 constituents. It is focused on blend holdings in the Europe region.

Price $27.40 as of 2022-10-20

Cost/Risk/Yield

Dividend yield8.11%
Expense ratio0.3%
Average spread0.146%
1Y roundtrip cost0.446%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.7%-3.5%2.4%-8.0%1.8%-8.6%3.1%-4.5%-8.8%2.0%-29.7%
2021-1.0%0.4%0.5%3.8%1.7%-1.8%1.2%1.0%-3.7%4.9%-4.6%4.4%6.8%
20201.0%-7.0%-9.7%7.0%6.7%4.6%5.0%3.4%-0.2%-3.7%9.4%5.5%22.1%
20196.8%2.6%1.9%1.6%-2.4%6.5%-1.3%-0.2%0.4%2.4%1.1%3.1%22.5%
20186.1%-4.6%-0.9%0.7%-0.5%-2.0%1.5%-0.4%1.6%-9.8%-0.3%-5.8%-14.4%
20175.2%0.5%3.1%1.1%2.8%1.3%2.8%0.7%3.5%2.1%-0.7%0.7%23.0%
2016-4.2%-1.5%4.9%3.0%0.8%0.9%2.0%-0.3%-0.6%-3.8%-2.5%2.2%0.9%
20153.7%0.2%3.3%-1.5%1.0%-0.6%-6.2%-5.4%4.7%-0.1%-0.4%-1.2%
8.3%-9.3%2.3%12.5%9.4%1.9%13.7%-6.6%-13.2%-1.1%2.3%9.8%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.470.47
20210.311.661.97
20200.220.140.36
20190.460.200.66
20180.380.220.60
20170.340.240.58
20160.340.350.68
20150.300.100.40
0.000.000.000.000.002.830.000.000.000.000.002.91

Sectors and Top Holdings

Security % Assets
ASML Holding NV6.15%
LVMH Moet Hennessy Louis Vuitton SE4.07%
Toronto-Dominion Bank2.23%
Royal Bank of Canada1.87%
Siemens AG1.78%
Commonwealth Bank of Australia1.66%
AIA Group Limited1.48%
Daimler AG1.41%
Sony Group Corporation1.34%
Bank of Nova Scotia1.22%
BNP Paribas SA Class A1.20%
Tokyo Electron Ltd.1.18%
Bank of Montreal1.16%
Compagnie Financiere Richemont SA1.09%
BHP Group Ltd1.08%
Top 15 Weights28.92%

Compare with similar ETFs

IMTM EFG FPXE GOAT IDHQ IQDG
Product nameiShares MSCI International Developed Momentum Factor ETFiShares MSCI EAFE Growth ETFFirst Trust IPOX Europe Equity Opportunities ETFVanEck Vectors Morningstar Global Wide Moat ETFPowerShares S&P International Developed High Quality Portfolio ETFWisdomTree International Quality Dividend Growth Fund
IssueriSharesiSharesFirst TrustVanEckInvescoWisdomTree
Price$27.4$74.64$17.14$29.7206$21.494$26.73
Expense Ratio0.3%worse0.4%worse0.7%worse0.52%better0.29%worse0.42%
Average Spread0.146%0.027%0.292%0.101%0.744%0.112%
AUM$631,605,000$8,492,120,000$5,990,070$14,827,000$77,317,000$214,796,000
Shares23,051,269113,774,343349,479498,8783,597,1458,035,759
Average Daily Volume242,0301,506,1701,12710,89735,419153,883
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2015-01-132005-08-012018-10-042018-10-302007-06-132016-04-07
Index TrackedMSCI World ex USA MomentumMSCI EAFE Growth IndexIPOX 100 Europe IndexMorningstar Global Wide Moat Focus IndexS&P Quality Developed Ex-U.S. LargeMidCap IndexWisdomTree International Quality Dividend Growth Index
CategoryForeign Large Cap EquitiesForeign Large Cap EquitiesEurope EquitiesLarge Cap Growth EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendGrowthBlendBlendBlendBlend
RegionEuropeEuropeEuropeNorth AmericaEuropeEurope
CountriesBroadEAFEBroadBroadBroadBroad
Annual Dividend Rate$2.221$1.688$0.379$0$0.864$1.289
Annual Dividend Yield0.081%0.023%0.022%0.000%0.040%0.048%
Number of Holdings29046610173247243
YTD Return-26.90%-31.63%-44.56%-23.88%-30.79%-30.32%
Beta1.030.970.860.841.070.84
Upside Beta0.610.150.320.480.090.49
Downside Beta-0.18-0.150.26-0.31-0.31-0.05
Volatility 1Y21.58%23.05%29.85%20.46%20.92%23.62%
Sharpe Ratio 3Y-0.10-0.23-0.340.00-0.22-0.13
Treynor Ratio 3Y0.000.00-0.010.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew