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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.59%
Ann. -49.07% (Sharpe / Sortino numerator)
Volatility
33.20%
Sharpe ratio
-1.588
VaR 95%
-3.23%
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%
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%
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%
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%
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%
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.
Average daily return
0.083%
Best day
4.853%
Worst day
-3.642%
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 |