MTUM
iShares MSCI USA Momentum Factor ETF
MSCI USA MOMENTUM SR VARIANT GR USD
NAV as of
4 Week: 133.17 - 142.19
52 Week: 130.25 - 170.40
Latest Closing Price
137.94
Premium / Discount
-0.03
Expense Ratio
0.15%
Investment Objective
The investment seeks to track the investment results of the MSCI USA Momentum SR Variant Index. The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI USA Index.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -4.72 | 0.96 | -4.92 |
| 1 Day | 0.80 | 0.00 | 0.00 |
| 1 Week | 3.18 | 0.74 | 4.32 |
| 1 Month | -0.17 | 5.08 | -0.03 |
| 3 Months | -4.72 | 7.62 | -0.62 |
| 6 Months | 6.00 | 12.02 | 0.50 |
| 1 Year | -17.37 | 21.73 | -0.80 |
| 2 Years | -13.56 | 30.28 | -0.45 |
| 3 Years | 30.58 | 39.80 | 0.77 |
| 5 Years | 31.27 | 53.77 | 0.58 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 14.4758 | 9.1232 | 4.8908 | 37.6012 | -1.7660 | 27.5721 | 29.6894 | 13.4519 | -18.2309 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 7.0000 | 9.0000 | 38.0000 | 4.0000 | 47.0000 | 85.0000 | 63.0000 | 83.0000 | 8.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 22/03/2023 | 28/03/2023 | 0.8036 |
| 12/12/2022 | 18/12/2022 | 0.8419 |
| 25/09/2022 | 29/09/2022 | 1.0275 |
| 08/06/2022 | 14/06/2022 | 0.3729 |
| 23/03/2022 | 29/03/2022 | 0.3774 |
| 12/12/2021 | 16/12/2021 | 0.4449 |
| 23/09/2021 | 29/09/2021 | 0.3341 |
| 09/06/2021 | 15/06/2021 | 0.1260 |
| 24/03/2021 | 30/03/2021 | 0.0920 |
| 24/03/2020 | 30/03/2020 | 0.4455 |
Portfolio Data
Total Number of Holdings: 129
Number of Bond Holdings: 0
Number of Equity Holdings: 125
Total Market Value: 9,622,324,244
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Microsoft Corp | 5.2097 | 1,968,555 | -4,158 | 516,785,059 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 35.54 |
| Large | 45.46 |
| Medium | 18.75 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
14.0913
Price/Book*
3.3100
Price/Sales*
1.1031
Price/Cash Flow*
6.7933
Dividend Yield*
2.8538
Growth Measures
Long-Term Earnings
17.3935
Historical Earnings
28.1776
Sales Growth
17.7101
Cash-Flow Growth
39.6121
Book-Value Growth
5.7600
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
