Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMTM (iShares MSCI Intl Momentum Factor ETF) | 11.78% | 24.23% | 22.03% | 9.78% | 10.22% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 01/26/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMTM (iShares MSCI Intl Momentum Factor ETF) | 01/26/2015 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | 24.23 | 22.03 | 9.78 | 10.22 | NA | NA | … | … | 11.78 | 29.47 | 12.17 | 13.88 | -16.83 | 6.54 | 22.16 | 24.51 | -14.30 | 25.46 | 0.47 | -2.08 |
| Sharpe Ratio | NA | 1.28 | 1.08 | 0.41 | 0.50 | NA | NA | … | … | 1.05 | 1.57 | 0.35 | 0.74 | -0.84 | 0.39 | 0.74 | 2.24 | -1.03 | 2.86 | 0.01 | -0.06 |
| Standard Deviation(%) | NA | 17.03 | 16.76 | 17.54 | 17.65 | NA | NA | … | … | 23.09 | 17.29 | 15.75 | 13.05 | 21.88 | 16.66 | 29.67 | 10.33 | 15.17 | 8.71 | 18.22 | 36.18 |
| Draw Down(%) | NA | 12.85 | 12.85 | 30.69 | 30.69 | NA | NA | … | … | 12.85 | 12.41 | 12.00 | 10.02 | 29.59 | 10.56 | 29.79 | 5.73 | 23.03 | 2.49 | 11.35 | 19.78 |
| Yield(%) | 0.00 | 4.98 | 4.23 | 3.49 | 3.70 | 2.62 | 1.96 | … | … | 0.00 | 6.05 | 3.24 | 2.55 | 2.17 | 5.41 | 1.16 | 2.60 | 1.96 | 2.35 | 2.75 | 1.50 |
Data as of 06/04/2026, Common starting date is 01/26/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMTM (iShares MSCI Intl Momentum Factor ETF) |
-0.14%
Sep 2019 – Sep 2022 |
0.30%
Sep 2017 – Sep 2022 |
6.50%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMTM (iShares MSCI Intl Momentum Factor ETF) |
24.32%
Sep 2022 – Sep 2025 |
11.75%
Oct 2016 – Oct 2021 |
11.28%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart