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 2022-10-20Cost/Risk/Yield
Dividend yield | 8.11% |
Expense ratio | 0.3% |
Average spread | 0.146% |
1Y roundtrip cost | 0.446% |
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% |
2020 | 1.0% | -7.0% | -9.7% | 7.0% | 6.7% | 4.6% | 5.0% | 3.4% | -0.2% | -3.7% | 9.4% | 5.5% | 22.1% |
2019 | 6.8% | 2.6% | 1.9% | 1.6% | -2.4% | 6.5% | -1.3% | -0.2% | 0.4% | 2.4% | 1.1% | 3.1% | 22.5% |
2018 | 6.1% | -4.6% | -0.9% | 0.7% | -0.5% | -2.0% | 1.5% | -0.4% | 1.6% | -9.8% | -0.3% | -5.8% | -14.4% |
2017 | 5.2% | 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% |
2015 | 3.7% | 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 | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 0.47 | 0.47 | |||||||||||
2021 | 0.31 | 1.66 | 1.97 | ||||||||||
2020 | 0.22 | 0.14 | 0.36 | ||||||||||
2019 | 0.46 | 0.20 | 0.66 | ||||||||||
2018 | 0.38 | 0.22 | 0.60 | ||||||||||
2017 | 0.34 | 0.24 | 0.58 | ||||||||||
2016 | 0.34 | 0.35 | 0.68 | ||||||||||
2015 | 0.30 | 0.10 | 0.40 | ||||||||||
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.83 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.91 |
Sectors and Top Holdings
Security | % Assets |
---|---|
ASML Holding NV | 6.15% |
LVMH Moet Hennessy Louis Vuitton SE | 4.07% |
Toronto-Dominion Bank | 2.23% |
Royal Bank of Canada | 1.87% |
Siemens AG | 1.78% |
Commonwealth Bank of Australia | 1.66% |
AIA Group Limited | 1.48% |
Daimler AG | 1.41% |
Sony Group Corporation | 1.34% |
Bank of Nova Scotia | 1.22% |
BNP Paribas SA Class A | 1.20% |
Tokyo Electron Ltd. | 1.18% |
Bank of Montreal | 1.16% |
Compagnie Financiere Richemont SA | 1.09% |
BHP Group Ltd | 1.08% |
Top 15 Weights | 28.92% |
Compare with similar ETFs
IMTM | EFG | FPXE | GOAT | IDHQ | IQDG | |
---|---|---|---|---|---|---|
Product name | iShares MSCI International Developed Momentum Factor ETF | iShares MSCI EAFE Growth ETF | First Trust IPOX Europe Equity Opportunities ETF | VanEck Vectors Morningstar Global Wide Moat ETF | PowerShares S&P International Developed High Quality Portfolio ETF | WisdomTree International Quality Dividend Growth Fund |
Issuer | iShares | iShares | First Trust | VanEck | Invesco | WisdomTree |
Price | $27.4 | $74.64 | $17.14 | $29.7206 | $21.494 | $26.73 |
Expense Ratio | 0.3% | 0.4% | 0.7% | 0.52% | 0.29% | 0.42% |
Average Spread | 0.146% | 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 |
Shares | 23,051,269 | 113,774,343 | 349,479 | 498,878 | 3,597,145 | 8,035,759 |
Average Daily Volume | 242,030 | 1,506,170 | 1,127 | 10,897 | 35,419 | 153,883 |
Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
Inception Date | 2015-01-13 | 2005-08-01 | 2018-10-04 | 2018-10-30 | 2007-06-13 | 2016-04-07 |
Index Tracked | MSCI World ex USA Momentum | MSCI EAFE Growth Index | IPOX 100 Europe Index | Morningstar Global Wide Moat Focus Index | S&P Quality Developed Ex-U.S. LargeMidCap Index | WisdomTree International Quality Dividend Growth Index |
Category | Foreign Large Cap Equities | Foreign Large Cap Equities | Europe Equities | Large Cap Growth Equities | Foreign Large Cap Equities | Foreign Large Cap Equities |
Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
Asset Class Size | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
Value or Growth | Blend | Growth | Blend | Blend | Blend | Blend |
Region | Europe | Europe | Europe | North America | Europe | Europe |
Countries | Broad | EAFE | Broad | Broad | Broad | Broad |
Annual Dividend Rate | $2.221 | $1.688 | $0.379 | $0 | $0.864 | $1.289 |
Annual Dividend Yield | 0.081% | 0.023% | 0.022% | 0.000% | 0.040% | 0.048% |
Number of Holdings | 290 | 466 | 101 | 73 | 247 | 243 |
YTD Return | -26.90% | -31.63% | -44.56% | -23.88% | -30.79% | -30.32% |
Beta | 1.03 | 0.97 | 0.86 | 0.84 | 1.07 | 0.84 |
Upside Beta | 0.61 | 0.15 | 0.32 | 0.48 | 0.09 | 0.49 |
Downside Beta | -0.18 | -0.15 | 0.26 | -0.31 | -0.31 | -0.05 |
Volatility 1Y | 21.58% | 23.05% | 29.85% | 20.46% | 20.92% | 23.62% |
Sharpe Ratio 3Y | -0.10 | -0.23 | -0.34 | 0.00 | -0.22 | -0.13 |
Treynor Ratio 3Y | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 | 0.00 |