ISHARES MSCI USA MOMENTUM FACTOR ETF
Symbol: MTUM
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 16/04/2013
Latest Date: 17/04/2026
Current Price: $274.46
Expense Ratio: 0.15%
Assets Under Management
$20.2B
0.37% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
11.46%
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
Return
8.55%
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
Return
8.25%
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
Return
41.50%
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
Return
55.67%
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
Return
96.15%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.149%
Best Day
7.155%
10/04/2026
Worst Day
-3.665%
04/02/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $273.46 | $275.23 | $272.57 | $274.46 | 595,700 |
| 16/04/2026 | $269.83 | $271.23 | $268.55 | $270.82 | 1,027,200 |
| 15/04/2026 | $270.07 | $270.25 | $266.45 | $269.99 | 662,800 |
| 14/04/2026 | $267.57 | $270.33 | $265.70 | $270.33 | 685,400 |
| 13/04/2026 | $262.19 | $266.28 | $262.19 | $266.05 | 535,400 |
| 10/04/2026 | $263.64 | $265.35 | $262.13 | $263.44 | 1,000,000 |
| 02/04/2026 | $239.48 | $246.81 | $238.94 | $245.85 | 918,200 |
| 01/04/2026 | $242.66 | $247.23 | $242.66 | $245.24 | 1,018,700 |
| 31/03/2026 | $234.34 | $240.45 | $233.40 | $239.99 | 1,847,700 |
| 30/03/2026 | $238.40 | $238.91 | $229.42 | $230.77 | 1,610,200 |