iShares MSCI USA Momentum Factor ETF (MTUM)

Key Metrics

TER 0.15% per year

Distribution policy Distributing

Fund size USD 25,316 M

Inception date April 16, 2013

Holdings 129

Fund currency USD

Fund domicile US

Provider iShares

For full official fund details, factsheets, and holdings, visit ishares.com (opens in new tab).

Historical Return

Last updated: Oct 15, 2026

1 Year +19.6% +0.6% Div

3 Years (avg.) +28.9% +0.6% Div

5 Years (avg.) +10.6% +0.6% Div

Risk & Analysis Metrics

Last updated: Oct 15, 2026

Volatility

25.10% 1 Year

22.18% 3 Years

21.64% 5 Years

21.67% 10 Years

Max Drawdown

-17.99% 1 Year

-21.20% 3 Years

-32.77% 5 Years

-34.08% 10 Years

Sharpe Ratio

0.59 1 Year

1.00 3 Years

0.36 5 Years

0.54 10 Years

Return Triangle (Heatmap)

Last updated: Oct 15, 2026

	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2013	17.9%	16.2%	13.4%	11.4%	15.8%	12.4%	14.2%	15.9%	15.6%	11.4%	11.2%	13.0%	13.6%
2014		14.6%	11.2%	9.3%	15.3%	11.3%	13.6%	15.6%	15.3%	10.7%	10.6%	12.6%	13.2%
2015			7.9%	6.7%	15.6%	10.5%	13.4%	15.7%	15.4%	10.3%	10.2%	12.4%	13.1%
2016				5.6%	19.7%	11.4%	14.9%	17.4%	16.8%	10.6%	10.5%	12.9%	13.6%
2017					35.6%	14.3%	18.1%	20.5%	19.1%	11.5%	11.2%	13.8%	14.5%
2018						-3.6%	10.3%	15.9%	15.3%	7.2%	7.5%	11.0%	12.1%
2019							26.1%	27.1%	22.4%	10.1%	9.9%	13.7%	14.6%
2020								28.0%	20.6%	5.2%	6.2%	11.3%	12.8%
2021									13.6%	-4.6%	-0.2%	7.5%	10.0%
2022										-19.9%	-6.5%	5.5%	9.1%
2023											9.3%	21.2%	20.9%
2024												34.3%	27.2%
2025													20.4%

Distributions

*by ETF Portfolio Weight Last updated: Oct 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

1y 3y N/A N/A

5 - 10%

11%

1y 3y N/A N/A

10 - 15%

13%

1y 3y N/A N/A

15 - 20%

11%

1y 3y N/A N/A

20 - 30%

19%

1y 3y N/A N/A

30 - 40%

15%

1y 3y N/A N/A

> 40%

18%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

11%

1y 3y N/A N/A

15 - 20

13%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

17%

1y 3y N/A N/A

35 - 50

24%

1y 3y N/A N/A

> 50

23%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.0%

1y 3y N/A N/A

Mid Cap

0.0%

1y 3y N/A N/A

Large Cap

33.9%

1y 3y N/A N/A

Mega Cap

66.1%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Oct 25, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$124T	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.86%	1.13%
Beta Indicates the relationship between the price performance of a share and the market.	1.35	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	43.34	36.21
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-43.44	-
Profitable Companies	94%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	23.1	11.65
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	12.4	6.25
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	15.45	6.18

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	48.19	9.94
Enterprise Value to Revenue Enterprise value divided by revenue	14.8	3.84
Total Debt to Enterprise Value Total debt divided by enterprise value	0.09	0.07
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	1.15	-0.84
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	22.76%	25.35%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+95.1%	+52.9%
Return on Equity Equity divided by market cap.	29.64%	36.99%
Return on Assets Indicates a company's profitability in relation to its total assets.	13.44%	14.38%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	22.24%	24.11%

Sectors

Manufacturing	58.1%
Information	5.1%
Finance and Insurance	4.9%
Retail Trade	3.9%
Energy	3.8%
Industrials	3.1%
Mining, Quarrying, and Oil and Gas Extraction	2.7%
Transportation and Warehousing	2.4%
Construction	1.5%
Financial Services	1.1%
Professional, Scientific, and Technical Services	1.0%
Utilities	0.6%
Administrative and Support and Waste Management and Remediation Services	0.5%
Real Estate and Rental and Leasing	0.1%
Other	11.2%

Countries

United States	98.7%
Ireland	0.4%
United Kingdom	0.4%
Switzerland	0.3%
Cayman Islands	0.2%
Other	0.1%
Other	0.0%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Micron Technology Inc.

MU - Manufacturing

Market Cap $992.88B

P/E Ratio 11.7

Dividends 0.1%

Total Investment $1.49B

Weight 5.87%

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Advanced Micro Devices Inc.

AMD - Manufacturing

Market Cap $1334.12T

P/E Ratio 131.2

Dividends 0.0%

Total Investment $1.29B

Weight 5.11%

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Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

AVGOP - Manufacturing

Market Cap $1.55T

P/E Ratio 39.9

Dividends 0.8%

Total Investment $1.2B

Weight 4.72%

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Intel Corp.

INTC - Manufacturing

Market Cap $1.59T

P/E Ratio -41.2

Dividends 0.0%

Total Investment $1.03B

Weight 4.06%

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Exxon Mobil Corp.

XOM - Energy

Market Cap $14.03T

P/E Ratio 23.6

Dividends 2.2%

Total Investment $953.86M

Weight 3.77%

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Caterpillar Inc.

CAT - Manufacturing

Market Cap $412.81B

P/E Ratio 29.4

Dividends 0.9%

Total Investment $925.02M

Weight 3.65%

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Johnson & Johnson

JNJ - Manufacturing

Market Cap $833.9B

P/E Ratio 40.0

Dividends 2.0%

Total Investment $895.45M

Weight 3.54%

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Applied Materials Inc.

AMAT - Manufacturing

Market Cap $1.29T

P/E Ratio 32.3

Dividends 0.5%

Total Investment $785.96M

Weight 3.10%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $475.14T

P/E Ratio 34.1

Dividends 0.5%

Total Investment $783.34M

Weight 3.09%

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GE Vernova Inc.

GEV - Industrials

Market Cap $291.23B

P/E Ratio 23.1

Dividends 0.2%

Total Investment $777.51M

Weight 3.07%

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Walmart Inc

WMT - Retail Trade

Market Cap $954.09B

P/E Ratio 43.3

Dividends 0.8%

Total Investment $669.36M

Weight 2.64%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.91T

P/E Ratio 15.8

Dividends 0.3%

Total Investment $653.45M

Weight 2.58%

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Cisco Systems, Inc.

CSCO - Manufacturing

Market Cap $2.96T

P/E Ratio 31.7

Dividends 1.6%

Total Investment $645.56M

Weight 2.55%

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Seagate Technology Holdings Plc

STX - Manufacturing

Market Cap $143.37B

P/E Ratio 43.4

Dividends 0.5%

Total Investment $560.49M

Weight 2.21%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.91T

P/E Ratio 15.8

Dividends 0.3%

Total Investment $510.54M

Weight 2.02%

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Texas Instruments Inc.

TXN - Manufacturing

Market Cap $426.48T

P/E Ratio 36.8

Dividends 2.0%

Total Investment $474.29M

Weight 1.87%

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KLA Corp.

KLAC - Manufacturing

Market Cap $191.73B

P/E Ratio 39.5

Dividends 0.6%

Total Investment $387.05M

Weight 1.53%

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Analog Devices Inc.

ADI - Manufacturing

Market Cap $189.5B

P/E Ratio 46.2

Dividends 1.1%

Total Investment $368.2M

Weight 1.45%

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Goldman Sachs Group, Inc.

GS - Finance and Insurance

Market Cap $342B

P/E Ratio 12.4

Dividends 2.1%

Total Investment $348.11M

Weight 1.38%

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Corning, Inc.

GLW - Manufacturing

Market Cap $107.67B

P/E Ratio 56.0

Dividends 0.9%

Total Investment $318.03M

Weight 1.26%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

Nvidia vs. Micron: The AI Revolution Is Big Enough for Both. Here's the Better Buy.

1 Red Flag That Keeps Me From Buying AMD Stock

Wall Street analyst issues new bullish Micron stock price target

Average metrics of all companies in portfolio

Sectors

Countries