iShares MSCI USA Momentum Factor ETF (MTUM)

Key Metrics

TER 15.00% per year

Distribution policy Distributing

Fund size USD 21,251 M

Inception date April 16, 2013

Holdings 128

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: Jun 15, 2026

1 Year +40.0% +0.5% Div

3 Years (avg.) +31.3% +0.5% Div

5 Years (avg.) +13.9% +0.5% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

19.78% 1 Year

20.28% 3 Years

20.60% 5 Years

21.05% 10 Years

Max Drawdown

-11.64% 1 Year

-21.20% 3 Years

-32.77% 5 Years

-34.08% 10 Years

Sharpe Ratio

1.41 1 Year

1.17 3 Years

0.51 5 Years

0.59 10 Years

Return Triangle (Heatmap)

Last updated: Jun 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: Jun 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

1y 3y N/A N/A

5 - 10%

1y 3y N/A N/A

10 - 15%

11%

1y 3y N/A N/A

15 - 20%

10%

1y 3y N/A N/A

20 - 30%

19%

1y 3y N/A N/A

30 - 40%

28%

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

1y 3y N/A N/A

15 - 20

15%

1y 3y N/A N/A

20 - 25

15%

1y 3y N/A N/A

25 - 35

27%

1y 3y N/A N/A

35 - 50

16%

1y 3y N/A N/A

> 50

24%

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

24.3%

1y 3y N/A N/A

Mega Cap

75.6%

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: Jun 21, 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.	$1.13T	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.74%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	1.33	-
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.	45.18	28.29
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	-145.55	-
Profitable Companies	97%	-
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.	29.09	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	16.57	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	18.06	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	45.11	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	13.08	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.12	0.05
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.	1.06	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	26.99%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+67.4%	-117.9%
Return on Equity Equity divided by market cap.	34.81%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	15.27%	3.29%
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.	22.82%	3.31%

Sectors

Manufacturing	36.6%
Information	26.1%
Financial Services	6.1%
Finance and Insurance	5.9%
Retail Trade	4.2%
Professional, Scientific, and Technical Services	2.7%
Utilities	2.2%
Wholesale Trade	1.2%
Healthcare	0.8%
Transportation and Warehousing	0.7%
Management of Companies and Enterprises	0.7%
Mining, Quarrying, and Oil and Gas Extraction	0.6%
Construction	0.5%
Administrative and Support and Waste Management and Remediation Services	0.1%
Finance	0.1%
Other	11.6%

Countries

United States	98.6%
Ireland	0.4%
Netherlands	0.4%
Cayman Islands	0.3%
Other	0.1%
Australia	0.1%
United Kingdom	0.1%

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

Meta Platforms Inc - Ordinary Shares - Class A

META - Information

Market Cap $1.47T

P/E Ratio 20.7

Dividends 0.4%

Total Investment $1.08B

Weight 5.09%

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JPMorgan Chase & Co.

JPM - Financial Services

Market Cap $871.43B

P/E Ratio 15.4

Dividends 1.8%

Total Investment $996.73M

Weight 4.69%

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NVIDIA Corp

NVDA - Manufacturing

Market Cap $5.1T

P/E Ratio 32.1

Dividends 0.1%

Total Investment $985.9M

Weight 4.64%

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

AVGOP - Manufacturing

Market Cap $1.96T

P/E Ratio 66.5

Dividends 0.6%

Total Investment $973.78M

Weight 4.58%

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Micron Technology Inc.

MU - Manufacturing

Market Cap $1.28T

P/E Ratio 52.9

Dividends 0.0%

Total Investment $889.08M

Weight 4.18%

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Microsoft Corporation

MSFT - Information

Market Cap $2.82T

P/E Ratio 22.5

Dividends 0.9%

Total Investment $841.51M

Weight 3.96%

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Palantir Technologies Inc - Ordinary Shares - Class A

PLTR - Information

Market Cap $294.98B

P/E Ratio 134.8

Dividends 0.0%

Total Investment $747.9M

Weight 3.52%

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Advanced Micro Devices Inc.

AMD - Manufacturing

Market Cap $876.24B

P/E Ratio 174.5

Dividends 0.0%

Total Investment $635.55M

Weight 2.99%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.45T

P/E Ratio 27.8

Dividends 0.2%

Total Investment $610.07M

Weight 2.87%

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GE Aerospace

GE - Manufacturing

Market Cap $373.67B

P/E Ratio 43.9

Dividends 0.4%

Total Investment $543.82M

Weight 2.56%

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Walmart Inc

WMT - Retail Trade

Market Cap $932.53B

P/E Ratio 40.5

Dividends 0.8%

Total Investment $526.7M

Weight 2.48%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.45T

P/E Ratio 27.8

Dividends 0.2%

Total Investment $497.21M

Weight 2.34%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $486.52B

P/E Ratio 72.5

Dividends 0.3%

Total Investment $489.53M

Weight 2.30%

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Oracle Corp.

ORCL - Information

Market Cap $530.08B

P/E Ratio 31.0

Dividends 1.1%

Total Investment $483.87M

Weight 2.28%

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Caterpillar Inc.

CAT - Manufacturing

Market Cap $454.11B

P/E Ratio 48.9

Dividends 0.6%

Total Investment $477.43M

Weight 2.25%

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GE Vernova Inc.

GEV

Market Cap $298.21B

P/E Ratio 32.0

Dividends 0.2%

Total Investment $474.29M

Weight 2.23%

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Visa Inc - Ordinary Shares - Class A

V - Information

Market Cap $627.26B

P/E Ratio 28.2

Dividends 0.8%

Total Investment $457.83M

Weight 2.15%

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Goldman Sachs Group, Inc.

GS - Finance and Insurance

Market Cap $323.49B

P/E Ratio 19.8

Dividends 1.6%

Total Investment $403.82M

Weight 1.90%

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International Business Machines Corp.

IBM - Professional, Scientific, and Technical Services

Market Cap $234.13B

P/E Ratio 21.7

Dividends 2.7%

Total Investment $374.95M

Weight 1.76%

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Netflix Inc.

NFLX - Information

Market Cap $325.83B

P/E Ratio 24.4

Dividends 0.0%

Total Investment $360.05M

Weight 1.69%

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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

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Average metrics of all companies in portfolio

Sectors

Countries