IMTMiShares MSCI Intl Momentum Factor ETF

Grow my money11y track recordRanked #279 of 3,055 in this goal

Tracks the MSCI World ex USA Momentum Index.

By iShares · Launched 2015

Annual Cost

0.30%

#1,431 of 6,040 · low cost

Fund Size

$4.3B

#498 of 6,040 · large

Return (1Y)

+16.9%

Track Record

11 years

#1,258 of 6,040 · established

Performance

Total-return NAV · USD

Growth of $10,000

$11,684+16.8%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Region

Global ex-US

Cap

Multi cap

Strategy

Index tracking

Factor

Momentum

Index tracked

MSCI World ex USA Momentum Index

Holdings

By weight

Concentration

Top 10 holdings = 21.9% of funddiversified

ASML Holding N.V.

4.0%

HSBC HOLDINGS PLC

3.0%

Banco Santander, S.A.

2.4%

ROYAL BANK OF CANADA

2.2%

Siemens Energy AG

2.0%

THE TORONTO-DOMINION BANK

1.7%

ADVANTEST CORPORATION

1.7%

ROLLS-ROYCE HOLDINGS PLC

1.6%

Iberdrola, S.A.

1.6%

Banco Bilbao Vizcaya Argentaria, S.A.

1.5%

Asset allocation

Stocks

100.2%

By sector

Financial Services

37.5%

Technology

15.6%

Industrials

12.4%

Energy

10.4%

Basic Materials

6.7%

Healthcare

6.4%

Utilities

3.9%

Consumer Defensive

2.4%

Other

4.6%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

19.2%Moderate

Year-on-year price swings

Max drawdown

-30.7%Severe

Worst peak-to-trough loss

Sharpe (3Y)

1.00Decent risk-adjusted returns

Sortino (3Y)

1.46Good downside protection

Listing

Exchange: NYSE Arca

Full fund details

Objective: Tracks the MSCI World ex USA Momentum Index.
Strategy: Invests primarily in international developed large- and mid-capitalization stocks exhibiting higher momentum characteristics. Uses a representative sampling indexing strategy to track the MSCI World ex USA Momentum Index, which emphasizes stocks with high price momentum while maintaining liquidity and moderate turnover.
Inception date: January 13, 2015
Fund family: iShares