Key stats
About iShares MSCI Intl Momentum Factor ETF
Home page
Inception date
Jan 13, 2015
Structure
Open-Ended Fund
Replication method
Physical
Dividend treatment
Distributes
Distribution tax treatment
Qualified dividends
Income tax type
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Primary advisor
BlackRock Fund Advisors
Distributor
BlackRock Investments LLC
IMTM, launched in January 2015, offers the first momentum-based ETF in the developed ex-US space. Selecting stocks from its Parent Index MSCI World ex USA. It uses the same methodology as its US-focused sibling ETF, MTUM, whereby price momentum is measured by 6- and 12-month returns (less the risk-free rate), scaled by volatility (of weekly returns over the past 3 years). As such, the funds screens work similar to a Sharpe ratio that, on paper at least, should identify stocks with smoothly rising prices relative to their peers. Still, momentum strategies often exhibit higher market risk (beta) than vanilla ETFs. Weighting for index constituents is determined by multiplying the securitys momentum score by its market capitalization-weight in the Parent Index, with an individual capping scheme of 5%. The number of components is evaluated semi-annually.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Electronic Technology
Stocks99.51%
Finance36.36%
Technology Services11.05%
Electronic Technology10.06%
Health Technology5.82%
Retail Trade4.82%
Consumer Non-Durables4.79%
Producer Manufacturing4.29%
Utilities4.13%
Non-Energy Minerals3.93%
Communications3.83%
Industrial Services3.46%
Consumer Durables2.41%
Commercial Services1.73%
Transportation0.82%
Miscellaneous0.72%
Consumer Services0.51%
Health Services0.39%
Process Industries0.27%
Distribution Services0.11%
Bonds, Cash & Other0.49%
Cash0.49%
Stock breakdown by region
Europe62.06%
Asia16.88%
North America13.31%
Oceania6.04%
Middle East1.71%
Latin America0.00%
Africa0.00%
Top 10 holdings
Symbol
Assets
Symbol
Assets
S
SAP SESAP
3.83%
C
Commonwealth Bank of AustraliaCBA
2.36%
A
Allianz SEALV
2.15%
6
Sony Group Corporation6758
2.09%
R
Rheinmetall AGRHM
2.05%
S
Spotify Technology SASPOT
1.84%
D
Deutsche Telekom AGDTE
1.75%
H
HSBC Holdings PlcHSBA
1.61%
R
Roche Holding Ltd Dividend Right Cert.ROG
1.58%
7
Nintendo Co., Ltd.7974
1.56%
Top 10 weight20.84%
300 total holdings
Dividends
Dec '21
Jun '22
Dec '22
Jun '23
Dec '23
Jun '24
Dec '24
0.00
0.15
0.30
0.45
0.60
Dividend amount
Dividend payout history
Ex-date
Record date
Pay date
Amount
Frequency
Dec 17, 2024
Dec 17, 2024
Dec 20, 2024
0.581
Semi-Annual
Jun 11, 2024
Jun 11, 2024
Jun 17, 2024
0.516
Semi-Annual
Dec 20, 2023
Dec 21, 2023
Dec 27, 2023
0.354
Quarterly
Jun 7, 2023
Jun 8, 2023
Jun 13, 2023
0.431
Semi-Annual
Assets under management (AUM)
Fund Flows
Frequently Asked Questions
IMTM invests in stocks. The fund's major sectors are Finance, with 36.36% stocks, and Technology Services, with 11.05% of the basket. The assets are mostly located in the Europe region.
IMTM top holdings are SAP SE and Commonwealth Bank of Australia, occupying 3.83% and 2.36% of the portfolio correspondingly.
IMTM last dividends amounted to 0.58 USD. Six months before that, the issuer paid 0.52 USD in dividends, which shows a 11.05% increase.
IMTM assets under management is 3.00 B USD. It's risen 9.04% over the last month.
IMTM fund flows account for 492.41 M USD (1 year). Many traders use this metric to get insight into investors' sentiment and evaluate whether it's time to buy or sell the fund.
Yes, IMTM pays dividends to its holders with the dividend yield of 2.42%. The last dividend (Dec 20, 2024) amounted to 0.58 USD. The dividends are paid semi-annually.
IMTM shares are issued by BlackRock, Inc. under the brand iShares. The ETF was launched on Jan 13, 2015, and its management style is Passive.
IMTM expense ratio is 0.30% meaning you'd have to pay 0.30% of your investment to help manage the fund.
IMTM follows the MSCI World ex USA Momentum. ETFs usually track some benchmark seeking to replicate its performance and guide asset selection and objectives.
IMTM invests in stocks.
IMTM price has risen by 5.39% over the last month, and its yearly performance shows a 13.99% increase. See more dynamics on IMTM price chart.
NAV returns, another gauge of an ETF dynamics, have risen by 5.37% over the last month, showed a 11.23% increase in three-month performance and has increased by 17.39% in a year.
NAV returns, another gauge of an ETF dynamics, have risen by 5.37% over the last month, showed a 11.23% increase in three-month performance and has increased by 17.39% in a year.
IMTM trades at a premium (0.10%) meaning the ETF is trading at a higher price than the calculated NAV.