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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(4) are provided solely for informational purposes;
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