Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) | 21.93% | 32.86% | 30.73% | 13.65% | 16.36% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 04/18/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) | 04/18/2013 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.46 | 32.86 | 30.73 | 13.65 | 16.36 | NA | NA | … | … | 21.93 | 22.15 | 32.89 | 9.14 | -18.51 | 13.70 | 29.86 | 27.25 | -1.67 | 37.50 | 5.00 | 8.92 | 14.62 | 19.21 |
| Sharpe Ratio | NA | 1.54 | 1.38 | 0.53 | 0.70 | NA | NA | … | … | 2.23 | 0.84 | 1.54 | 0.41 | -0.79 | 0.65 | 0.82 | 2.00 | -0.14 | 4.42 | 0.36 | 0.55 | 1.02 | 2.23 |
| Standard Deviation(%) | NA | 20.07 | 20.58 | 20.78 | 21.18 | NA | NA | … | … | 26.07 | 22.91 | 19.03 | 13.57 | 25.08 | 21.02 | 35.95 | 12.90 | 21.49 | 8.38 | 13.28 | 16.01 | 14.39 | 12.63 |
| Draw Down(%) | NA | 11.54 | 20.99 | 32.28 | 34.08 | NA | NA | … | … | 11.54 | 20.99 | 12.96 | 8.96 | 28.23 | 15.75 | 34.08 | 6.02 | 22.12 | 2.17 | 11.47 | 10.79 | 8.90 | 5.34 |
| Yield(%) | 0.00 | 0.85 | 1.15 | 1.14 | 2.15 | 2.42 | 1.82 | … | … | 0.09 | 1.09 | 1.01 | 1.47 | 1.44 | 0.62 | 1.06 | 1.86 | 1.23 | 1.38 | 1.51 | 1.21 | 1.19 | 1.20 |
Data as of 06/10/2026, Common starting date is 04/18/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) |
-0.50%
Sep 2020 – Sep 2023 |
4.65%
Sep 2018 – Sep 2023 |
10.61%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) |
33.80%
May 2023 – May 2026 |
21.64%
Oct 2016 – Oct 2021 |
16.92%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart