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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM 2.96% -5.17% -21.57% -19.05% 6.97% 10.21% --
MTUM (NAV) 2.97% -5.22% -21.62% -19.10% 6.96% 10.19% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI 9.11% -0.21% -13.00% -7.06% 13.72% 12.52% 13.57%
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%
$9.91B
$183.92M
0.01%

MTUM Portfolio Data

$330.75B
19.59
4.06
1.08%
09/26/22
125

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 08/04/22
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

1,322,589
$183.92M
1,094,405
$152.57M
0.01%
$0.02
0.00%
0.15% / -1.85%
None
99.00%
50,000
21.89
0.00%
0.02%
1,335
$141.87
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
20.28%
--
17.08%
--
12.59%
--
11.90%
--
9.41%
--
6.55%
--
6.48%
--
4.60%
--
3.30%
--
2.38%
--

MTUM Countries


MTUM
Segment Benchmark
99.74%
99.92%
0.26%
0.08%

MTUM Regions


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Economic Development


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Performance Statistics

0.86
1.10
1.10
1.08
0.65%
MSCI USA IMI

MTUM Benchmark Comparison Holdings

125
2604
125
26.35%

MTUM Benchmark Comparison Summary


MTUM
Segment Benchmark
125
2604
$330.75B
$436.77B
19.59
18.51
4.06
3.13
1.96%
1.45%
Medium
Low

MTUM Benchmark Comparison Market Cap Size


MTUM
Segment Benchmark
99.07%
87.05%
0.93%
9.92%
0.00%
2.78%
0.00%
0.25%