ISHARES MSCI INTL MOMENTUM FACTOR ETF
Symbol: IMTM
Exchange: NYSE
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 13/01/2015
Latest date: 02/06/2026
Current price: $53.48
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
4.84%
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
3.04%
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
14.89%
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
23.61%
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
45.53%
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
80.27%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.09%
Best day
4.853%
Worst day
-3.642%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $52.85 | $53.51 | $52.85 | $53.48 | 623,500 |
| 01/06/2026 | $52.44 | $52.97 | $52.27 | $52.71 | 713,000 |
| 29/05/2026 | $52.98 | $53.09 | $52.74 | $52.86 | 482,000 |
| 28/05/2026 | $52.64 | $52.91 | $52.32 | $52.76 | 462,500 |
| 27/05/2026 | $53.04 | $53.07 | $52.66 | $52.84 | 525,900 |
| 26/05/2026 | $53.48 | $53.60 | $53.24 | $53.43 | 537,000 |
| 22/05/2026 | $52.75 | $53.02 | $52.60 | $52.78 | 266,500 |
| 21/05/2026 | $51.99 | $52.95 | $51.95 | $52.75 | 555,100 |
| 20/05/2026 | $51.74 | $52.53 | $51.69 | $52.42 | 566,400 |
| 19/05/2026 | $51.51 | $51.83 | $51.26 | $51.57 | 471,200 |