Summary
MTUM
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 27.15% Volatility 22.92% Sharpe 0.72
Official loaded data — not a live quote.

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%

Assets under management
$29.0B
1.86% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-7.98%

Ann. -28.43% (Sharpe / Sortino numerator)

Volatility

29.39%

Sharpe ratio

-1.091

VaR 95%

-2.63%

CVaR 95%: -3.18%
Max drawdown: -7.87%
Sortino ratio: -2.005
Calmar ratio: -3.61

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%

CVaR 95%: -3.09%
Max drawdown: -11.62%
Sortino ratio: -0.872
Calmar ratio: -0.91

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%

CVaR 95%: -2.83%
Max drawdown: -11.62%
Sortino ratio: -0.712
Calmar ratio: -0.62

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%

CVaR 95%: -3.33%
Max drawdown: -11.62%
Sortino ratio: 0.911
Calmar ratio: 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

58.59%

Ann. 15.88% (Sharpe / Sortino numerator)

Volatility

21.69%

Sharpe ratio

0.565

VaR 95%

-2.19%

CVaR 95%: -3.28%
Max drawdown: -20.99%
Sortino ratio: 0.722
Calmar ratio: 0.76

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%

CVaR 95%: -2.89%
Max drawdown: -20.99%
Sortino ratio: 1.244
Calmar ratio: 1.05

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.107%

Best day

4.621%

11/06/2026
Worst day

-5.953%

05/06/2026
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