MTUM
iShares MSCI USA Momentum Factor ETFMTUM 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 MSCI USA Momentum Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.69 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 74th percentile within its peer group and in the 71st 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.
MTUM Charts And Performance
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MTUM Summary Data
MTUM Portfolio Data
MTUM Index Data
MTUM Portfolio Management
MTUM Tax Exposures
MTUM Fund Structure
MTUM Factset Analytics Block Liquidity
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
MTUM Sector/Industry Breakdown
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MTUM Top 10 Holdings[View All]
MTUM Countries
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MTUM Regions
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MTUM Economic Development
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MTUM Performance Statistics
MTUM MSCI ESG Ratings
MTUM Benchmark Comparison Summary
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MTUM Benchmark Comparison Market Cap Size
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.