ISHARES MSCI USA MOMENTUM FACTOR ETF
Symbol: MTUM
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 16/04/2013
Latest date: 03/06/2026
Current price: $329.50
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
15.90%
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
33.52%
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
32.38%
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
41.76%
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
79.81%
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
144.94%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.146%
Best day
4.156%
Worst day
-3.665%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $328.78 | $331.49 | $325.34 | $329.50 | 1,087,300 |
| 02/06/2026 | $320.10 | $326.35 | $318.85 | $326.03 | 1,199,000 |
| 01/06/2026 | $313.30 | $318.62 | $312.26 | $316.93 | 1,968,900 |
| 29/05/2026 | $316.42 | $317.98 | $313.78 | $315.81 | 1,686,200 |
| 28/05/2026 | $313.27 | $316.55 | $310.74 | $314.65 | 6,632,700 |
| 27/05/2026 | $317.25 | $317.25 | $310.24 | $313.33 | 889,000 |
| 26/05/2026 | $310.23 | $314.75 | $309.04 | $314.05 | 978,400 |
| 22/05/2026 | $305.00 | $306.00 | $303.11 | $303.60 | 943,900 |
| 21/05/2026 | $297.84 | $302.85 | $297.84 | $302.16 | 902,600 |
| 20/05/2026 | $296.18 | $300.14 | $295.40 | $299.59 | 2,801,300 |