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 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM -7.91% -2.92% -26.62% -24.66% 4.72% 7.88% --
MTUM (NAV) -7.86% -2.93% -26.64% -24.66% 4.73% 7.88% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI -9.73% -4.01% -23.61% -17.37% 8.53% 9.05% 11.62%
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%
$9.25B
$93.29M
0.01%

MTUM Portfolio Data

$336.33B
15.70
3.81
0.90%
09/26/22
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 09/30/22
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

681,441
$93.29M
616,398
$87.44M
0.01%
$0.02
0.00%
0.82% / -1.85%
None
100.00%
50,000
12.33
0.00%
0.02%
995
$132.79
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
21.20%
--
17.25%
--
12.30%
--
11.10%
--
9.14%
--
6.53%
--
6.35%
--
4.48%
--
3.39%
--
2.46%
--

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%