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 5.80 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 45th percentile within its peer group and in the 58th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 05/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM 7.06% 5.16% 6.83% 45.81% 18.79% 20.32% --
MTUM (NAV) 4.61% 0.17% 6.12% 48.51% 18.60% 20.03% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI 4.14% 8.98% 12.10% 56.06% 19.39% 17.88% 14.22%
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%
$14.75B
$210.93M
0.01%

MTUM Portfolio Data

$471.56B
53.83
10.32
0.57%
06/10/21
126

MTUM Index Data

MSCI USA Momentum SR Variant Index
Momentum
Momentum
MSCI USA IMI

MTUM Portfolio Management

0.15%
-0.19%
-0.15%
-0.22%

MTUM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MTUM Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

MTUM Factset Analytics Block Liquidity

As of 05/04/21
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

1,299,508
$210.93M
895,228
$151.26M
0.01%
$0.02
0.02%
0.12% / -0.11%
None
100.00%
50,000
17.90
0.00%
0.01%
3,910
$170.99
5

MTUM Sector/Industry Breakdown


MTUM
Segment Benchmark
50.97%
32.03%
21.33%
15.14%
11.91%
12.89%
9.02%
10.00%
1.65%
14.50%
1.54%
2.77%
1.38%
2.52%
0.82%
2.83%
0.69%
1.39%
0.55%
5.59%

MTUM Top 10 Holdings[View All]

Tesla Inc 6.29%
Apple Inc. 4.81%
Adobe Inc. 2.89%
41.50%

MTUM Countries


MTUM
Segment Benchmark
100.00%
99.92%
--
0.08%

MTUM Regions


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Economic Development


MTUM
Segment Benchmark
100.00%
100.00%

MTUM Performance Statistics

0.63
1.03
0.87
1.08
0.96%
MSCI USA IMI

MTUM MSCI ESG Ratings

5.80 / 10
58.26
45.09
1.39%
11.72%
66.62

MTUM Benchmark Comparison Holdings

126
2341
122
31.15%

MTUM Benchmark Comparison Summary


MTUM
Segment Benchmark
126
2341
$471.56B
$395.52B
53.83
51.04
10.32
4.21
0.38%
1.34%
Medium
Low

MTUM Benchmark Comparison Market Cap Size


MTUM
Segment Benchmark
99.22%
86.55%
0.78%
10.88%
0.00%
2.46%
0.00%
0.11%