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ETFs

iShares MSCI Intl Momentum Factor ETF

IMTM
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Jan 13 2015
Expense Ratio
0.30%
Type
Global Ex. US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$3,791,698
AUM
$1,481,804,416
Associated Index
MSCI World ex USA Momentum Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

NOVO B
Novo Nordisk - Ordinary Shares - Class B
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Lvmh Moet Hennessy Vuitton SE
4.21%
OR
L`Oreal
2.03%
NOVN
Novartis AG - Registered Shares
2.00%
SAP
Sap SE
1.97%
HSBA
HSBC Holdings plc
1.90%
AZN
Astrazeneca plc
1.82%
SIE
Siemens AG - Registered Shares
1.76%
RMS
Hermes International
1.63%
8316
Sumitomo Mitsui Financial Group Inc
1.63%
Invest with IMTM

What is IMTM?

The iShares Edge MSCI Intl Momentum Factor ETF seeks to track the performance of an index that measures the performance of large- and mid-capitalization developed international stocks exhibiting relatively higher momentum characteristics, before fees and expenses.

ETFs related toIMTM

ETFs correlated to IMTM include MFDX, BKIE, DFAI

IMTM
BlackRock Institutional Trust Company N.A. - iShares MSCI Intl Momentum Factor ET
MFDX
Pimco Equity Series - PIMCO RAFI Dynamic Multi-Factor International Equity ETF
BKIE
BNY Mellon ETF Trust - BNY Mellon International Equity ETF
DFAI
Dimensional ETF Trust - Dimensional International Core Equity Market ETF
FNDF
Schwab Strategic Trust - Schwab Fundamental International Large Company Index ETF
AVDE
American Century ETF Trust - Avantis International Equity ETF
GSIE
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta International Equity ETF
PXF
Invesco Capital Management LLC - Invesco FTSE RAFI Developed Markets ex-U.S. ETF
DWM
WisdomTree Trust - WisdomTree International Equity Fund
IDEV
iShares Trust - iShares Core MSCI International Developed Markets ETF
AVIV
American Century ETF Trust - Avantis International Large Cap Value ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

IMTM is a Global Ex. US Equities ETF. The iShares Edge MSCI Intl Momentum Factor ETF seeks to track the performance of an index that measures the performance of large- and mid-capitalization developed international stocks exhibiting relatively higher momentum characteristics, before fees and expenses.

IMTM tracks the MSCI World ex USA Momentum Index.

No, IMTM is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, IMTM is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on IMTM is -0.0028%. This is the percent change in the value of IMTM over the most recent 1-month period. The 3-month return on IMTM is -0.0188%. This is the percent change in the value of IMTM over the most recent 3-month period.

The standard deviation of IMTM for the past year is 0.1595%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to IMTM include PBW, IGF, and ARKK.

ETFs correlated to IMTM include MFDX, BKIE, and DFAI.

ETFs that are inversely correlated to IMTM include EFZ, EPV, and SH.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.