ISHARES MSCI USA MOMENTUM FACTOR ETF
Symbol: MTUM
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 16/04/2013
Latest Date: 02/04/2026
Current Price: $245.85
Expense Ratio: 0.15%
Assets Under Management
$21.2B
2.66% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.01%
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
-2.72%
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
-3.63%
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
20.14%
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
34.13%
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
81.54%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.084%
Best Day
10.479%
09/04/2025
Worst Day
-7.093%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $237.17 | $239.24 | $235.33 | $235.76 | 1,030,800 |
| 26/03/2026 | $243.80 | $244.54 | $238.17 | $238.21 | 1,014,000 |
| 25/03/2026 | $247.33 | $248.71 | $246.07 | $247.18 | 828,300 |
| 24/03/2026 | $242.55 | $246.61 | $241.93 | $245.54 | 646,200 |
| 23/03/2026 | $245.36 | $248.81 | $243.70 | $244.52 | 920,300 |
| 20/03/2026 | $246.85 | $247.09 | $239.65 | $241.52 | 1,106,400 |