MTUM

iShares Edge MSCI U.S.A. Momentum Factor ETF
A

72
*Unless otherwise stated, data provided by FactSet.

MTUM Fund Description

MTUM 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

iShares Edge MSCI U.S.A. Momentum Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.22 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 U.S.A. Momentum Factor ETF ranks in the 44th percentile within its peer group and in the 40th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MTUM 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 06/20/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM 5.17% 7.51% 19.92% 6.98% 18.57% 15.08% --
MTUM (NAV) 6.59% 8.94% 21.32% 7.51% 18.75% 15.17% --
MSCI USA Momentum Index 6.64% 9.02% 21.72% 7.94% 19.06% 15.44% --
MSCI USA IMI 4.09% 4.80% 19.20% 7.19% 14.41% 10.33% 14.79%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MTUM Top 10 Countries

MTUM Top 10 Sectors

MTUM Top 10 Holdings [View All]

MTUM Summary Data

iShares
04/16/13
Open-Ended Fund
0.15%
$9.67B
$102.73M
0.01%

MTUM Portfolio Data

$207.85B
25.99
4.81
1.62%
09/24/19
127

MTUM Index Data

Momentum
Momentum
MSCI USA IMI

MTUM Portfolio Management

0.15%
-0.19%
-0.13%
-0.43%

MTUM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MTUM Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
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

MTUM Factset Analytics Block Liquidity

As of 06/21/19
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

899,853
$102.73M
753,073
$85.46M
0.01%
$0.02
0.01%
0.17% / -0.12%
None
100.00%
50,000
15.06
0.01%
0.02%
1,264
$120.42
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
29.59%
12.47%
18.73%
25.35%
13.32%
6.70%
12.78%
13.13%
10.17%
16.72%
5.66%
3.04%
3.82%
1.81%
3.35%
10.40%
1.09%
2.20%

MTUM Countries


MTUM
Segment Benchmark
100.00%
99.92%
--
0.08%

MTUM Regions


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Economic Development


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Performance Statistics

0.88
1.11
1.17
1.13
0.46%
MSCI USA IMI

MTUM MSCI ESG Ratings

BBB
5.22 / 10
40.37
44.48
8.07%
7.84%
248.11

MTUM BENCHMARK COMPARISON HOLDINGS

127
2384
125
26.88%

MTUM BENCHMARK COMPARISON SUMMARY


MTUM
Segment Benchmark
127
2384
$207.85B
$203.34B
25.99
23.51
4.81
3.27
1.86%
1.83%
Medium
Low

MTUM BENCHMARK COMPARISON MARKET CAP SIZE


MTUM
Segment Benchmark
97.30%
82.09%
2.70%
13.54%
0.00%
4.00%
0.00%
0.37%