MTUM — iShares MSCI USA Momentum Factor ETF
US Quality / Factor Ranked #35 of 120 tracked ETFs · Issued by iShares
Overview
The iShares MSCI USA Momentum Factor ETF (MTUM) operates within the US Quality / Factor category, where ETFValuer tracks a total of five funds. Issued by iShares, this fund has accumulated assets under management of $29.0 billion and currently trades at a price of $314.85. It holds an overall rank of #35 out of 120 tracked ETFs across all categories and has received an ETFValuer grade of B with a score of 71.2 out of 100. The fund carries an expense ratio of 0.15% and offers a dividend yield of 0.54%. The substantial asset size and high share price suggest significant investor adoption relative to the small number of peers in its specific category.
Over the last day, the fund posted a return of +0.77% before experiencing a sharp decline of -8.16% over the one-week period. Monthly performance recovered to +2.85%, while the three-month return accelerated significantly to +26.44%. This upward momentum continued through the six-month horizon with a return of +23.66%, contributing to a year-to-date gain of +24.83%. The one-year return reached +32.91%, and the three-year annualized return stands at +121.56%. The data indicates a pattern where short-term volatility exists alongside strong long-term accumulation of value.
MTUM carries a volatility label of High and a beta of 1.24, indicating that the fund tends to move more aggressively than the broader market. Despite this elevated volatility, the fund has generated a Sharpe ratio of 1.18, suggesting that the returns have compensated investors well for the risk taken. The maximum drawdown recorded for the fund is -20.99%, which reflects the potential for significant temporary losses during market downturns. This combination of high beta and a deep drawdown implies the fund experiences pronounced swings in both directions. The positive Sharpe ratio demonstrates that the fund's recent performance has been robust enough to offset the risks associated with its high volatility profile.
AI-generated summary based on the data on this page.
MTUM Top Holdings
| # | Holding | % of Net Assets | Value |
|---|---|---|---|
| 1 | MICRON TECHNOLOGY, INC. | 5.56% | $1.34B |
| 2 | BROADCOM INC. | 5.40% | $1.31B |
| 3 | NVIDIA CORPORATION | 4.64% | $1.12B |
| 4 | ADVANCED MICRO DEVICES, INC. | 4.03% | $975M |
| 5 | INTEL CORPORATION | 3.83% | $926M |
| 6 | JOHNSON & JOHNSON | 3.76% | $908M |
| 7 | LAM RESEARCH CORPORATION | 3.61% | $874M |
| 8 | EXXON MOBIL CORPORATION | 3.43% | $830M |
| 9 | CATERPILLAR INC. | 3.21% | $775M |
| 10 | ALPHABET INC. | 2.94% | $711M |
Holdings as of 2026-04-30 per the fund's most recent SEC N-PORT-P filing.
Market Backdrop
10-Year Treasury Yield: 4.55% (as of 2026-07-07) — The yield on 10-year US Treasury bonds — the standard "risk-free rate" benchmark used to contextualize this fund’s Sharpe ratio and returns.
CBOE Volatility Index (VIX): 16.13 (as of 2026-07-07) — A real-time gauge of expected S&P 500 volatility over the next 30 days — useful context for this fund’s own volatility label.
Federal Funds Rate: 3.63% (as of 2026-06-01) — The Federal Reserve’s target policy rate, which anchors short-term borrowing costs across the economy.
MTUM Performance History
| Period | Return |
|---|---|
| 1-Day | +0.77% |
| 1-Week | -8.16% |
| 1-Month | +2.85% |
| 3-Month | +26.44% |
| 6-Month | +23.66% |
| YTD | +24.83% |
| 1-Year | +32.91% |
| 3-Year | +121.56% |
How MTUM Compares to Other US Quality / Factor ETFs
| Rank | Grade | Ticker | Name | 1-Year | Exp. Ratio | AUM |
|---|---|---|---|---|---|---|
| #5 | B+ |
VLUE | iShares MSCI USA Value Factor ETF | +70.58% | 0.15% | $10.6B |
| #35 | B |
MTUM | iShares MSCI USA Momentum Factor ETF | +32.91% | 0.15% | $29.0B |
| #45 | B |
QUAL | iShares MSCI USA Quality Factor ETF | +19.27% | 0.15% | $45.9B |
| #73 | C |
USMV | iShares MSCI USA Min Vol Factor ETF | +5.66% | 0.15% | $23.0B |
| #102 | C |
COWZ | Pacer US Cash Cows 100 ETF | +15.33% | 0.49% | $17.6B |