IMTM

iShares MSCI Intl Momentum Factor ETF
*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 momentum-selected stocks are weighted 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. Selecting stocks from its Parent Index — MSCI World ex USA. It uses the same methodology as its US-focused sibling ETF, MTUM, whereby price momentum is 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. Weighting for index constituents is determined by multiplying the security’s momentum score by its market capitalization-weight in the Parent Index, with an individual capping scheme of 5%. The number of components is evaluated semi-annually.

IMTM MSCI ESG Analytics Insight

iShares MSCI Intl Momentum Factor ETF has an MSCI ESG Fund Rating of AAA based on a score of 9.31 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 MSCI Intl Momentum Factor ETF ranks in the 94th percentile within its peer group and in the 91st 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.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMTM 2.43% 0.36% -1.05% 2.62% 15.84% 10.71% --
IMTM (NAV) 1.33% -1.60% -2.60% 2.79% 14.64% 10.56% --
MSCI World ex USA Momentum 0.97% -0.91% -2.18% 3.44% 15.01% 10.86% 9.33%
MSCI World ex USA IMI 1.80% -0.36% -1.00% 9.41% 11.96% 9.06% 7.73%
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%
$886.36M
$4.02M
0.14%

IMTM Portfolio Data

$106.86B
17.59
2.15
5.48%
03/24/22
300

IMTM Index Data

Momentum
Momentum
MSCI World ex USA IMI

IMTM Portfolio Management

0.30%
-0.21%
1.19%
-2.13%

IMTM Tax Exposures

20.00% / 39.60%
0.98%
Qualified dividends
No

IMTM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

IMTM Factset Analytics Block Liquidity

As of 01/19/22
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

105,421
$4.02M
87,641
$3.39M
0.14%
$0.05
0.16%
1.28% / -1.42%
None
31.00%
100,000
0.88
0.11%
0.02%
0
$37.03
5

IMTM Sector/Industry Breakdown


IMTM
Segment Benchmark
23.22%
21.38%
16.60%
15.99%
13.20%
12.32%
12.30%
10.28%
11.34%
10.25%
7.84%
4.70%
5.70%
8.63%
4.41%
8.06%
0.72%
2.65%
0.64%
3.17%

IMTM Top 10 Holdings[View All]

4.25%
3.75%
2.66%
2.65%
2.32%
1.68%
1.61%
1.55%
1.47%
1.32%
23.25%

IMTM Countries


IMTM
Segment Benchmark
18.09%
21.34%
13.64%
9.16%
12.69%
9.18%
9.59%
13.74%
8.92%
8.43%
8.91%
4.23%
5.07%
2.29%
4.71%
7.48%
4.68%
6.37%
4.30%
4.00%

IMTM Regions


IMTM
Segment Benchmark
61.67%
57.09%
24.32%
31.65%
13.19%
10.57%
0.82%
0.69%

IMTM Economic Development


IMTM
Segment Benchmark
100.00%
100.00%
--
0.00%

IMTM Performance Statistics

0.63
1.08
1.02
1.11
0.62%
MSCI World ex USA IMI

IMTM MSCI ESG Ratings

9.31 / 10
90.94
94.45
15.13%
--
133.31

IMTM Benchmark Comparison Holdings

300
3494
300
40.05%

IMTM Benchmark Comparison Summary


IMTM
Segment Benchmark
300
3494
$106.86B
$69.48B
17.59
18.42
2.15
1.82
1.98%
2.47%
Low
Low

IMTM Benchmark Comparison Market Cap Size


IMTM
Segment Benchmark
93.27%
72.75%
6.73%
19.79%
0.00%
6.98%
0.00%
0.48%