Summary
IMTM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.11% Volatility 18.98% Sharpe 1.23
Official loaded data — not a live quote.

ISHARES MSCI INTL MOMENTUM FACTOR ETF

Symbol: IMTM

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 13/01/2015

Latest date: 16/07/2026

Current price: $51.95

Expense ratio: 0.30%

Assets under management
$4.2B
-0.38% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.59%

Ann. -49.07% (Sharpe / Sortino numerator)

Volatility

33.20%

Sharpe ratio

-1.588

VaR 95%

-3.23%

CVaR 95%: -3.49%
Max drawdown: -8.99%
Sortino ratio: -3.001
Calmar ratio: -5.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.02%

Ann. 1.01% (Sharpe / Sortino numerator)

Volatility

23.94%

Sharpe ratio

-0.110

VaR 95%

-2.78%

CVaR 95%: -3.17%
Max drawdown: -12.85%
Sortino ratio: -0.165
Calmar ratio: 0.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.52%

Ann. 11.48% (Sharpe / Sortino numerator)

Volatility

18.74%

Sharpe ratio

0.419

VaR 95%

-1.74%

CVaR 95%: -2.64%
Max drawdown: -12.85%
Sortino ratio: 0.603
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.11%

Ann. 26.94% (Sharpe / Sortino numerator)

Volatility

18.98%

Sharpe ratio

1.228

VaR 95%

-1.68%

CVaR 95%: -2.70%
Max drawdown: -12.85%
Sortino ratio: 1.562
Calmar ratio: 2.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.85%

Ann. 16.84% (Sharpe / Sortino numerator)

Volatility

17.84%

Sharpe ratio

0.740

VaR 95%

-1.63%

CVaR 95%: -2.59%
Max drawdown: -12.85%
Sortino ratio: 0.979
Calmar ratio: 1.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

70.72%

Ann. 18.66% (Sharpe / Sortino numerator)

Volatility

16.22%

Sharpe ratio

0.927

VaR 95%

-1.48%

CVaR 95%: -2.29%
Max drawdown: -12.85%
Sortino ratio: 1.264
Calmar ratio: 1.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

4.853%

08/04/2026
Worst day

-3.642%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.15 $52.21 $51.79 $51.95 277,300
15/07/2026 $52.91 $52.95 $52.25 $52.79 344,200
14/07/2026 $52.69 $52.96 $52.52 $52.56 251,300
13/07/2026 $52.23 $52.24 $51.80 $51.94 239,900
10/07/2026 $52.54 $52.85 $52.29 $52.69 406,300
09/07/2026 $52.35 $52.65 $52.33 $52.46 273,100
08/07/2026 $51.64 $51.95 $51.29 $51.94 500,900
07/07/2026 $52.46 $52.56 $51.96 $52.14 340,000
06/07/2026 $52.95 $53.20 $52.94 $53.14 361,200
02/07/2026 $52.96 $53.15 $52.06 $52.52 349,600