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IMTM

IMTM

iShares Edge MSCI Intl Momentum Factor ETF
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74
  • Overview
  • Efficiency
  • Tradability
  • Fit

IMTM Fund Description

The iShares Edge MSCI Intl Momentum Factor ETF tracks an index of large- and midcap stocks from developed countries, ex-US. The fund selects stocks by momentum and weights stocks by market cap and momentum.

IMTM Factset Analytics Insight

IMTM, launched in January 2015, offers the first momentum-based ETF in the developed ex-US space. The fund uses the same methodology as its US-focused sister ETF, MTUM: price momentum measured by 6- and 12-month returns (less the risk-free rate), scaled by volatility (of weekly returns over the past 3 years). As such, the fund’s screens work similar to a Sharpe ratio that, on paper at least, should identify stocks with smoothly rising prices relative to their peers. Still, momentum strategies often exhibit higher market risk (beta) than vanilla ETFs. The fund favors stocks from Japan and Canada and underweights those from the U.K. (comparing fund weights from issuer documents with our benchmark). While IMTM has plenty of general competition in the space, its low fee and first-mover status as a momentum play may improve its chances for investor interest and viability.

IMTM MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 19, 2017 the iShares Edge MSCI Intl Momentum Factor ETF MSCI ESG Fund Quality Score is 6.67 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. IMTM ranks in the 89th percentile within its peer group and in the 87th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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IMTM Top 10 Countries View All

IMTM Top 10 Sectors

IMTM Top 10 Holdings View All

IMTM Summary Data

BlackRock
iShares
01/13/15
Open-Ended Fund
0.3%
$57.52M
$643.9K
0.14%

IMTM Portfolio Data

$56.12B
18.24
2.05
2.27%
12/19/17
279

IMTM Index Data

MSCI World ex USA Momentum
Momentum
Momentum
MSCI World ex USA Investable Market Index

Related ETFs to IMTM

PIZ, IMOM, IDMO, EFA, VEA
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

IMTM Portfolio Management

0.3%
-0.46%
-0.14%
-0.66%

IMTM Tax Exposures

20% / 39.6%
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Qualified dividends
No

IMTM Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
Medium
Daily
Bats Book Viewer
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LAST 10 TRADES
TIMEPRICESHARES
10:44:0430.47100
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Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

IMTM Factset Analytics Block Liquidity

As of 10/20/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IMTM. IMTM is rated a 4 out of 5.

IMTM Tradability

21,190
$643.9K
12,180
$361.3K
0.14%
$0.04
0.53%
2.21% / -0.87%
None
29%
100,000
0.12
0.14%
0.03%
--
$30.46
4

IMTM Sector/Industry BreakdownView All

IMTMSegment Benchmark
25.62% 31.96%
15.13% 20.37%
12.23% 13.66%
5.52% 8.27%
8.23% 7.63%
9.03% 6.38%
6.33% 1.84%
3.00% 0.89%

IMTM Geographic Exposure

IMTMSegment Benchmark
8.67% 15.67%
16.16% 13.22%
22.04% 12.86%
8.25% 10.97%
8.76% 8.25%
6.39% 7.70%
2.93% 6.79%
7.05% 5.11%
2.98% 5.08%

IMTMSegment Benchmark
57.22% 66.42%
32.98% 24.28%
9.32% 9.03%
0.48% 0.27%
99.97% / 0.03% 99.94% / 0.06%

IMTM Performance Statistics

0.79
0.99
0.91
1.04
0.28%
MSCI World ex USA Investable Market Index

IMTM MSCI ESG Ratings

6.67 / 10
88.82
86.77
10.3%
5.18%
129.19

IMTM BENCHMARK COMPARISON

    IMTM
    279 Holdings
    Segment Benchmark
    3478 Constituents
    Shared Holdings
    278 (Count)
     
    29.30% (Weight)
IMTMSegment Benchmark
68.00% 82.93%
23.30% 17.07%
7.88% 0.00%
0.81% 0.00%
2.92% 2.66%