ISHARES MSCI USA MOMENTUM FACTOR ETF
Symbol: MTUM
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 16/04/2013
Latest date: 17/07/2026
Current price: $302.09
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-7.98%
Ann. -28.43% (Sharpe / Sortino numerator)
Volatility
29.39%
Sharpe ratio
-1.091
VaR 95%
-2.63%
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
10.19%
Ann. -10.61% (Sharpe / Sortino numerator)
Volatility
24.41%
Sharpe ratio
-0.583
VaR 95%
-2.27%
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
19.72%
Ann. -7.19% (Sharpe / Sortino numerator)
Volatility
20.93%
Sharpe ratio
-0.517
VaR 95%
-2.32%
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
27.15%
Ann. 20.23% (Sharpe / Sortino numerator)
Volatility
22.92%
Sharpe ratio
0.724
VaR 95%
-2.18%
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
58.59%
Ann. 15.88% (Sharpe / Sortino numerator)
Volatility
21.69%
Sharpe ratio
0.565
VaR 95%
-2.19%
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
111.50%
Ann. 22.09% (Sharpe / Sortino numerator)
Volatility
19.64%
Sharpe ratio
0.940
VaR 95%
-1.93%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.107%
Best day
4.621%
Worst day
-5.953%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $296.56 | $305.73 | $293.27 | $302.09 | 3,692,500 |
| 16/07/2026 | $306.95 | $309.73 | $301.66 | $303.41 | 3,222,900 |
| 15/07/2026 | $321.15 | $321.55 | $306.24 | $312.67 | 4,327,600 |
| 14/07/2026 | $323.67 | $323.67 | $318.47 | $319.76 | 1,301,100 |
| 13/07/2026 | $316.15 | $318.11 | $313.05 | $314.63 | 1,254,700 |
| 10/07/2026 | $318.25 | $322.98 | $316.91 | $321.77 | 1,102,400 |
| 09/07/2026 | $324.94 | $326.92 | $320.46 | $321.20 | 1,795,700 |
| 08/07/2026 | $310.13 | $316.33 | $309.98 | $314.85 | 1,266,700 |
| 07/07/2026 | $312.70 | $314.32 | $306.62 | $312.44 | 2,822,200 |
| 06/07/2026 | $322.15 | $327.00 | $321.18 | $321.71 | 1,908,000 |