MTUM iShares MSCI USA Momentum Factor ETF

*Unless otherwise stated, data provided by FactSet.

MTUM Fund Description

MTUM tracks an index of large- and mid-cap 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.

PERFORMANCE [as of 09/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM -6.68% -3.81% -27.50% -24.75% 4.09% 7.62% --
MTUM (NAV) -6.77% -3.82% -27.58% -24.80% 4.08% 7.60% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI -9.30% -4.45% -24.66% -17.61% 7.85% 8.74% 11.46%
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%
$9.12B
$94.96M
0.01%

MTUM Portfolio Data

$336.33B
15.70
3.81
0.91%
12/13/22
126

MTUM Index Data

MSCI USA Momentum SR Variant Index
Momentum
Momentum
MSCI USA IMI

MTUM Portfolio Management

0.15%
--
--
--

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 10/03/22
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

694,878
$94.96M
640,910
$90.36M
0.01%
$0.02
0.00%
0.82% / -1.85%
None
100.00%
50,000
12.82
0.00%
0.02%
996
$131.09
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
21.31%
--
17.65%
--
12.33%
--
10.82%
--
9.33%
--
6.66%
--
6.39%
--
4.35%
--
3.47%
--
2.47%
--

MTUM Countries


MTUM
Segment Benchmark
99.01%
99.91%
0.29%
0.09%

MTUM Regions


MTUM
Segment Benchmark
99.30%
100.00%

MTUM Economic Development


MTUM
Segment Benchmark
99.30%
100.00%
0.00%
0.00%

MTUM Performance Statistics

0.84
1.02
1.02
0.98
0.67%
MSCI USA IMI

MTUM Benchmark Comparison Holdings

126
2595
124
26.51%

MTUM Benchmark Comparison Summary


MTUM
Segment Benchmark
126
2595
$336.33B
$455.87B
15.70
19.39
3.81
3.63
2.13%
1.52%
Medium
Low

MTUM Benchmark Comparison Market Cap Size


MTUM
Segment Benchmark
97.96%
86.98%
1.34%
10.01%
0.00%
2.78%
0.00%
0.22%