Summary
IMTM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 23.61% 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: 02/06/2026

Current price: $53.48

Expense ratio: 0.30%

Assets under management
$3.9B
1.19% 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

4.84%

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

3.04%

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

14.89%

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

23.61%

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

45.53%

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

80.27%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

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
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