IMTM
iShares MSCI Intl Momentum Factor ETF
NAV as of
4 Week: 37.32 - 39.36
52 Week: 30.44 - 39.36
Latest Closing Price
37.42
Premium / Discount
0.2
Expense Ratio
0.3%
Investment Objective
The investment seeks to track the investment results of the MSCI World ex USA Momentum Index that measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher momentum characteristics. The fund will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI World ex USA Index.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 8.84 | 0.74 | 11.94 |
1 Day | -0.27 | 0.00 | 0.00 |
1 Week | -3.29 | 1.68 | -1.96 |
1 Month | -3.06 | 3.41 | -0.90 |
3 Months | 7.60 | 5.68 | 1.34 |
6 Months | 19.54 | 8.57 | 2.28 |
1 Year | 11.50 | 12.81 | 0.90 |
2 Years | 8.71 | 23.31 | 0.37 |
3 Years | -6.44 | 30.11 | -0.21 |
5 Years | 30.35 | 44.21 | 0.69 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | 0.0000 | 0.5955 | 25.5033 | -13.9647 | 24.4840 | 21.8810 | 6.5263 | -16.6488 | 13.6833 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 25.0000 | 86.0000 | 48.0000 | 81.0000 | 49.0000 | 64.0000 | 7.0000 | 80.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
20/12/2016 | 27/12/2016 | 0.3470 |
21/06/2016 | 27/06/2016 | 0.3350 |
Portfolio Data
Total Number of Holdings: 321
Number of Bond Holdings: 0
Number of Equity Holdings: 299
Total Market Value: 2,026,803,695
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Novo Nordisk A/S Class B | 5.2159 | 844,104 | 0 | 105,715,154 |
2 | Toyota Motor Corp | 4.7964 | 3,982,600 | 0 | 97,213,376 |
3 | Mitsubishi UFJ Financial Group Inc | 2.9270 | 5,935,400 | 0 | 59,325,155 |
4 | SAP SE | 2.1538 | 239,291 | 0 | 43,652,202 |
5 | Mitsubishi Corp | 2.0788 | 1,789,300 | 0 | 42,133,913 |
6 | Tokyo Electron Ltd | 1.9495 | 155,200 | 0 | 39,512,769 |
7 | Sumitomo Mitsui Financial Group Inc | 1.8838 | 659,300 | 0 | 38,180,231 |
8 | HSBC Holdings PLC | 1.6947 | 4,237,120 | 0 | 34,348,300 |
9 | TotalEnergies SE | 1.6111 | 449,953 | 0 | 32,653,891 |
10 | Hitachi Ltd | 1.5674 | 335,100 | 0 | 31,767,458 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 54.84 |
Large | 36.55 |
Medium | 6.97 |
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*
14.3401
Price/Book*
1.6290
Price/Sales*
1.2390
Price/Cash Flow*
8.9098
Dividend Yield*
2.6609
Growth Measures
Long-Term Earnings
10.5001
Historical Earnings
19.6802
Sales Growth
9.9844
Cash-Flow Growth
12.7970
Book-Value Growth
8.6989
*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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