ISHARES MSCI USA MOMENTUM FACTOR ETF
Symbol: MTUM
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 16/04/2013
Latest date: 15/10/2026
Current price: $301.54
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
0.68%
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
-3.37%
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
12.03%
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
19.11%
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
48.32%
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
116.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.084%
Best day
5.531%
Worst day
-5.953%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $298.17 | $301.79 | $294.48 | $301.54 | 1,574,900 |
| 14/10/2026 | $308.92 | $310.05 | $304.07 | $304.88 | 1,039,000 |
| 13/10/2026 | $310.83 | $313.30 | $308.94 | $313.11 | 879,100 |
| 12/10/2026 | $318.49 | $318.96 | $314.38 | $315.09 | 644,100 |
| 09/10/2026 | $320.36 | $321.03 | $317.90 | $320.00 | 721,900 |
| 08/10/2026 | $320.01 | $322.05 | $315.68 | $317.32 | 1,039,300 |
| 07/10/2026 | $320.58 | $323.17 | $320.05 | $322.42 | 847,900 |
| 06/10/2026 | $324.69 | $325.96 | $324.03 | $324.45 | 723,600 |
| 05/10/2026 | $322.24 | $323.82 | $320.73 | $323.14 | 858,700 |
| 02/10/2026 | $322.80 | $324.17 | $321.29 | $322.88 | 1,184,900 |