iShares MSCI USA Momentum Factor ETF (MTUM)
Description
The investment seeks to track the performance of the MSCI USA Momentum SR Variant Index. The MTUM ETF contains 122 constituents. It is focused on growth holdings in the North America region.
Price $138.03 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.61% |
| Expense ratio | 0.15% |
| Average spread | 0.014% |
| 1Y roundtrip cost | 0.164% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -9.0% | -2.7% | 4.8% | -12.7% | -0.6% | -6.4% | 5.2% | -2.0% | -6.0% | 5.2% | -24.2% | ||
| 2021 | 1.6% | -0.6% | -1.2% | 7.1% | -1.1% | 1.9% | 0.9% | 4.1% | -3.5% | 8.6% | -3.9% | -0.5% | 13.4% |
| 2020 | 3.7% | -7.2% | -11.5% | 11.7% | 5.9% | 4.3% | 7.0% | 9.5% | -3.8% | -4.2% | 10.6% | 3.4% | 29.5% |
| 2019 | 6.5% | 3.4% | 2.1% | 2.3% | -2.2% | 6.1% | 1.8% | 0.3% | -1.1% | 0.6% | 3.3% | 1.7% | 24.7% |
| 2018 | 8.2% | -1.5% | -3.5% | 0.5% | 3.4% | -0.1% | 1.8% | 5.9% | 0.9% | -9.9% | 1.4% | -7.5% | -0.2% |
| 2017 | 3.2% | 3.8% | 2.1% | 2.6% | 4.8% | 0.3% | 3.5% | 1.5% | 2.8% | 5.0% | 2.8% | 0.1% | 32.4% |
| 2016 | -3.8% | -1.3% | 5.3% | -0.6% | 2.5% | 3.0% | 2.7% | -1.5% | 0.5% | -1.9% | -0.6% | 1.1% | 5.2% |
| 2015 | -0.7% | 5.4% | -1.1% | -1.0% | 3.4% | -0.3% | 3.8% | -6.0% | -1.9% | 7.3% | 0.5% | -0.1% | 9.3% |
| 2014 | -2.3% | 6.7% | -3.4% | -1.0% | 4.1% | 2.1% | -1.0% | 4.6% | -0.7% | 2.3% | 3.8% | -0.8% | 14.3% |
| 2013 | 0.3% | -0.8% | 6.0% | -3.6% | 3.0% | 5.6% | 3.1% | 2.7% | 16.3% | ||||
| 7.3% | 6.1% | -6.4% | 8.7% | 20.4% | 10.0% | 31.5% | 12.7% | -9.7% | 18.7% | 21.0% | 0.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.38 | 0.37 | 1.03 | 1.78 | |||||||||
| 2021 | 0.09 | 0.13 | 0.33 | 0.45 | 1.00 | ||||||||
| 2020 | 0.45 | 0.35 | 0.24 | 0.31 | 1.34 | ||||||||
| 2019 | 0.47 | 0.45 | 0.42 | 0.51 | 1.85 | ||||||||
| 2018 | 0.27 | 0.34 | 0.27 | 0.40 | 1.28 | ||||||||
| 2017 | 0.23 | 0.24 | 0.27 | 0.31 | 1.05 | ||||||||
| 2016 | 0.19 | 0.21 | 0.29 | 0.39 | 1.08 | ||||||||
| 2015 | 0.21 | 0.23 | 0.18 | 0.20 | 0.82 | ||||||||
| 2014 | 0.10 | 0.20 | 0.17 | 0.24 | 0.71 | ||||||||
| 2013 | 0.20 | 0.20 | 0.21 | 0.61 | |||||||||
| 0.00 | 0.00 | 2.40 | 0.00 | 0.00 | 2.71 | 0.00 | 0.00 | 3.40 | 0.00 | 0.00 | 3.00 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Tesla Inc | 8.13% |
| JPMorgan Chase & Co. | 4.50% |
| Bank of America Corp | 4.38% |
| Berkshire Hathaway Inc. Class B | 4.16% |
| Walt Disney Company | 3.90% |
| Wells Fargo & Company | 3.15% |
| PayPal Holdings, Inc. | 2.98% |
| Alphabet Inc. Class C | 2.83% |
| Applied Materials, Inc. | 2.74% |
| Alphabet Inc. Class A | 2.69% |
| Moderna, Inc. | 2.62% |
| Goldman Sachs Group, Inc. | 2.25% |
| Morgan Stanley | 2.17% |
| Deere & Company | 1.91% |
| United Parcel Service, Inc. Class B | 1.77% |
| Top 15 Weights | 50.18% |
Compare with similar ETFs
| MTUM | FDMO | MMTM | MTUL | PWB | SPMO | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI USA Momentum Factor ETF | Fidelity Momentum Factor ETF | SPDR S&P 1500 Momentum Tilt ETF | ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN | PowerShares Dynamic Large Cap Growth Portfolio ETF | PowerShares S&P 500 Momentum Portfolio ETF |
| Issuer | iShares | Fidelity | SPDR | ETRACS | Invesco | Invesco |
| Price | $138.03 | $43.23 | $159.74 | $15.228 | $57.8 | $53.53 |
| Expense Ratio | 0.15% |  0.29% |  0.12% | 0.95% | 0.56% | 0.13% |
| Average Spread | 0.014% | 0.185% | 0.075% | 0.328% | 0.052% | 0.205% |
| AUM | $12,170,100,000 | $100,377,000 | $75,258,500 | $15,238,100 | $610,047,000 | $90,819,400 |
| Shares | 88,170,162 | 2,321,929 | 471,131 | 1,000,661 | 10,554,441 | 1,696,607 |
| Average Daily Volume | 1,200,274 | 25,653 | 1,403 | 33 | 19,953 | 33,070 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-04-16 | 2016-09-12 | 2012-10-24 | 2021-02-05 | 2005-03-03 | 2015-10-09 |
| Index Tracked | MSCI USA Momentum SR Variant Index | Fidelity U.S. Momentum Factor Index | S&P 1500 Positive Momentum Tilt Index | MSCI USA Momentum Index | Dynamic Large Cap Growth Intellidex Index | S&P 500 Momentum Index |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Leveraged Equities | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large/Mid Caps | Large Caps | Large Caps | Large Caps | |
| Value or Growth | Growth | Growth | Growth | Growth | Growth | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $2.223 | $0.464 | $2.583 | $0 | $0.075 | $0.771 |
| Annual Dividend Yield | 0.016% | 0.011% | 0.016% | 0.000% | 0.001% | 0.014% |
| Number of Holdings | 122 | 129 | 1430 | 56 | 98 | |
| YTD Return | -23.13% | -18.79% | -20.24% | -43.91% | -28.35% | -16.03% |
| Beta | 1.09 | 1.02 | 0.99 | 2.26 | 1.04 | 1.05 |
| Upside Beta | 0.27 | 0.63 | 0.20 | -1.40 | 0.20 | 0.70 |
| Downside Beta | -0.32 | 0.17 | -0.28 | -1.75 | -0.06 | -0.03 |
| Volatility 1Y | 25.45% | 23.97% | 22.17% | 55.41% | 28.76% | 22.64% |
| Sharpe Ratio 3Y | 0.32 | 0.55 | 0.54 | 0.00 | 0.32 | 0.71 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |