MTUM

iShares Edge MSCI USA Momentum Factor ETF
A

65
  • Overview
  • Efficiency
  • Tradability
  • Fit

MTUM Fund Description

The iShares Edge MSCI USA Momentum Factor ETF tracks an index of large- and midcap US equities, selected and weighted based on price appreciation over 6- and 12-month periods and low volatility over the past 3 years.

MTUM Factset Analytics Insight

MTUM aims to pick stocks that have steadily increased in price lately. It selects and weights stocks by looking at both 6- and 12-month holding period returns, scaled by the volatility of returns over the past three years. In other words, the fund uses modified Sharpe ratios to find stocks with a smooth, positive trend line. The resulting, small-basket portfolio (it only ever holds between roughly 100 and 350 different stocks) makes large sector bets and carries high market risk. Its on-screen liquidity is decent, and block liquidity is aided by a relatively small basket of large and midcap stocks. MTUM offers factor-based exposure at a competitive fee, with an expense ratio rivals those from some plain-vanilla cap-weighted funds.

MTUM 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 December 10, 2017 the iShares Edge MSCI USA Momentum Factor ETF MSCI ESG Fund Quality Score is 4.89 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. MTUM ranks in the 35th percentile within its peer group and in the 30th 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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MTUM Top 10 Countries

MTUM Top 10 Sectors

MTUM Top 10 Holdings View All

MTUM Summary Data

BlackRock
iShares
04/16/13
Open-Ended Fund
0.15%
$5.22B
$43.52M
0.03%

MTUM Portfolio Data

$167.24B
23.52
3.2
1.1%
12/21/17
123

MTUM Index Data

MSCI USA Momentum Index
Momentum
Momentum
MSCI USA Investable Markets_net

Related ETFs to MTUM

PDP, DWTR, DWAQ, QMOM, MMTM
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

MTUM Portfolio Management

0.15%
-0.28%
-0.2%
-0.31%

MTUM Tax Exposures

20% / 39.6%
--
Qualified dividends
No

MTUM Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
----
100124.38
100123.34
100109.45
BIDS10096.61
10083.15
10082.12
----
----
LAST 10 TRADES
TIMEPRICESHARES
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------
------
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Bats BZX Real-time Quote - 09:19:49
Daily Spread
Premium/Discount
Volume

MTUM Factset Analytics Block Liquidity

As of 12/11/17
5
4
3
2
1

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

MTUM Tradability

433,292
$43.52M
414,295
$40.99M
0.03%
$0.03
0.02%
0.13% / -0.07%
None
100%
50,000
8.29
0.01%
0.02%
134
$102.72
5

MTUM Sector/Industry BreakdownView All

MTUMSegment Benchmark
23.00% 33.85%
18.40% 25.52%
10.83% 13.21%
12.73% 12.77%
13.07% 12.15%
2.93% 1.60%
3.16% 0.28%

MTUM Geographic Exposure

MTUMSegment Benchmark
99.82% 99.37%
0.08% 0.40%
0.04% 0.23%
0.05% --
0.01% --
0.00% --

MTUMSegment Benchmark
99.91% 99.77%
0.04% 0.23%
0.06% --
99.96% / 0.04% 99.77% / 0.23%

MTUM Performance Statistics

0.77
1.04
1
1.04
0.26%
MSCI USA Investable Markets_net

MTUM MSCI ESG Ratings

4.89 / 10
34.82
30.05
5.57%
3.78%
70.73

MTUM BENCHMARK COMPARISON

    MTUM
    123 Holdings
    Segment Benchmark
    2405 Constituents
    Shared Holdings
    123 (Count)
     
    21.16% (Weight)
MTUMSegment Benchmark
157.29 B 167.24 B
79.63% 90.82%
15.51% 9.18%
4.48% 0.00%
0.38% 0.00%
1.79% 1.31%