MTUM

iShares MSCI USA Momentum Factor ETF
*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. MTUM offers factor-based exposure in an efficient wrapper.

MTUM MSCI ESG Analytics Insight

iShares MSCI USA Momentum Factor ETF has an MSCI ESG Fund Rating of A based on a score of 7.63 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 USA Momentum Factor ETF ranks in the 80th percentile within its peer group and in the 92nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MTUM 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM -1.63% 1.90% 10.54% 15.50% 18.40% 19.88% --
MTUM (NAV) 1.19% 6.12% 13.15% 18.82% 19.25% 20.49% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI 0.37% 2.26% 19.08% 30.79% 19.64% 18.17% 16.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MTUM Summary Data

Blackrock
iShares
04/16/13
Open-Ended Fund
0.15%
$15.74B
$132.24M
0.01%

MTUM Portfolio Data

$293.58B
23.00
3.44
0.48%
09/24/21
127

MTUM Index Data

MSCI USA Momentum SR Variant Index
Momentum
Momentum
MSCI USA IMI

MTUM Portfolio Management

0.15%
-0.21%
-0.19%
-0.22%

MTUM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MTUM Fund Structure

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

MTUM Factset Analytics Block Liquidity

As of 10/15/21
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

737,044
$132.24M
570,654
$103.89M
0.01%
$0.02
0.00%
0.11% / -0.19%
None
99.00%
50,000
11.41
0.00%
0.02%
1,349
$181.84
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
31.74%
14.20%
25.72%
33.75%
15.78%
14.74%
12.55%
9.19%
6.67%
13.09%
3.21%
2.62%
2.05%
2.45%
1.47%
5.23%
0.19%
2.41%

MTUM Countries


MTUM
Segment Benchmark
100.00%
99.93%
--
0.07%

MTUM Regions


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Economic Development


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Performance Statistics

0.68
1.23
1.25
1.27
0.86%
MSCI USA IMI

MTUM MSCI ESG Ratings

7.63 / 10
92.28
80.36
6.40%
--
76.14

MTUM Benchmark Comparison Holdings

127
2469
122
19.14%

MTUM Benchmark Comparison Summary


MTUM
Segment Benchmark
127
2469
$293.58B
$504.44B
23.00
31.21
3.44
4.50
0.80%
1.21%
Medium
Low

MTUM Benchmark Comparison Market Cap Size


MTUM
Segment Benchmark
98.48%
87.77%
1.52%
9.78%
0.00%
2.35%
0.00%
0.10%