IMTM

iShares Edge MSCI Intl Momentum Factor ETF
B

74
*Unless otherwise stated, data provided by FactSet.

IMTM Fund Description

IMTM 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

iShares Edge MSCI Intl Momentum Factor ETF has an MSCI ESG Fund Rating of AA based on a score of 7.33 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. iShares Edge MSCI Intl Momentum Factor ETF ranks in the 92nd percentile within its peer group and in the 88th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IMTM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

IMTM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMTM -4.11% 1.57% 12.93% -0.48% 4.74% -- --
IMTM (NAV) -4.17% 1.21% 12.75% 1.08% 4.82% -- --
MSCI World ex USA Momentum -4.18% 1.32% 12.75% 1.11% 5.01% 3.87% --
MSCI World ex USA IMI -6.34% -2.68% 7.45% -3.66% 4.41% 1.61% 5.19%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMTM Summary Data

Blackrock
iShares
01/13/15
Open-Ended Fund
0.30%
$160.20M
$1.09M
0.14%

IMTM Portfolio Data

$81.12B
22.32
3.06
2.38%
12/16/19
285

IMTM Index Data

Momentum
Momentum
MSCI World ex USA IMI

IMTM Portfolio Management

0.30%
-0.10%
0.20%
-9.46%

IMTM Tax Exposures

20.00% / 39.60%
0.04%
Qualified dividends
No

IMTM Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

IMTM Factset Analytics Block Liquidity

As of 08/16/19
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 5 out of 5.

IMTM Tradability

36,931
$1.09M
28,365
$833.64K
0.14%
$0.04
0.12%
1.70% / -2.23%
None
34.00%
100,000
0.28
0.15%
0.17%
--
$28.50
5

IMTM Sector/Industry Breakdown


IMTM
Segment Benchmark
19.01%
10.41%
17.18%
24.12%
15.16%
15.76%
13.78%
9.82%
10.15%
6.66%
9.16%
11.73%
6.00%
7.88%
4.89%
3.42%
2.68%
6.62%
1.99%
3.58%

IMTM TOP 10 HOLDINGS[View All]

5.46%
3.15%
3.02%
2.28%
2.22%
2.10%
2.02%
1.59%
1.55%
1.54%
24.93%

IMTM Countries


IMTM
Segment Benchmark
14.13%
7.69%
14.05%
9.13%
11.85%
8.69%
10.07%
22.73%
9.35%
15.40%
7.42%
7.65%
6.34%
3.19%
6.20%
6.54%
5.34%
3.10%
3.00%
2.78%

IMTM Regions


IMTM
Segment Benchmark
61.67%
55.70%
23.55%
34.27%
14.16%
9.53%
0.63%
0.49%

IMTM Economic Development


IMTM
Segment Benchmark
100.00%
100.00%
--
0.00%

IMTM Performance Statistics

0.33
0.94
0.94
0.86
0.97%
MSCI World ex USA IMI

IMTM MSCI ESG Ratings

AA
7.33 / 10
87.77
92.20
16.51%
6.24%
141.24

IMTM BENCHMARK COMPARISON HOLDINGS

285
3558
276
34.38%

IMTM BENCHMARK COMPARISON SUMMARY


IMTM
Segment Benchmark
285
3558
$81.12B
$54.50B
22.32
16.74
3.06
1.59
2.26%
3.19%
Low
Low

IMTM BENCHMARK COMPARISON MARKET CAP SIZE


IMTM
Segment Benchmark
86.31%
68.45%
13.49%
22.73%
0.20%
7.74%
0.00%
1.07%