ISHARES MSCI INTL MOMENTUM FACTOR ETF
Symbol: IMTM
Exchange: NYSE
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 13/01/2015
Latest date: 15/10/2026
Current price: $51.67
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
-2.27%
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
-2.12%
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
-0.12%
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
14.24%
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
39.58%
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
79.88%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.06%
Best day
4.853%
Worst day
-3.642%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $51.22 | $51.68 | $50.91 | $51.67 | 653,200 |
| 14/10/2026 | $51.79 | $51.92 | $51.53 | $51.68 | 365,800 |
| 13/10/2026 | $52.19 | $52.36 | $52.04 | $52.27 | 337,700 |
| 12/10/2026 | $52.36 | $52.36 | $52.13 | $52.18 | 296,200 |
| 09/10/2026 | $52.20 | $52.35 | $52.14 | $52.30 | 408,700 |
| 08/10/2026 | $52.03 | $52.23 | $51.83 | $52.04 | 346,400 |
| 07/10/2026 | $52.34 | $52.51 | $52.15 | $52.40 | 489,100 |
| 06/10/2026 | $53.45 | $53.58 | $53.33 | $53.37 | 270,000 |
| 05/10/2026 | $53.02 | $53.27 | $52.74 | $53.16 | 271,400 |
| 02/10/2026 | $52.81 | $53.16 | $52.70 | $53.05 | 873,800 |