(MTUM) iShares MSCI USA Momentum - Ratings and Ratios
Momentum,Equities,Large-Cap,Growth,USA
| Risk via 10d forecast | |
|---|---|
| Volatility | 22.8% |
| Value at Risk 5%th | 38.6% |
| Relative Tail Risk | 2.84% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.50 |
| Alpha | 1.82 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.401 |
| Beta | 1.092 |
| Beta Downside | 1.139 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.99% |
| Mean DD | 3.63% |
| Median DD | 2.59% |
Description: MTUM iShares MSCI USA Momentum October 16, 2025
The iShares MSCI USA Momentum Factor ETF (MTUM) aims to allocate at least 80% of its assets to securities that mirror the composition of its underlying MSCI USA Momentum Index, which selects U.S. large-cap stocks exhibiting stronger price-trend (momentum) characteristics than the broader MSCI USA Index.
As of the latest filing, MTUM carries an expense ratio of 0.15% and manages roughly $15 billion in assets, with a turnover rate near 45% annually-reflecting the frequent rebalancing typical of momentum strategies. The fund’s top holdings are heavily weighted toward technology (≈30% of assets) and industrials (≈20%), and its 12-month price-momentum screen historically yields a higher Sharpe ratio in expanding-economy cycles, though performance can deteriorate sharply during rapid market reversals.
If you want a more granular, data-driven comparison of MTUM’s factor profile and risk metrics, consider checking ValueRay’s analytics tools for an objective side-by-side assessment.
MTUM ETF Overview
| Market Cap in USD | 18,829m |
| Category | Large Blend |
| TER | 0.15% |
| IPO / Inception | 2013-04-16 |
| Return 12m vs S&P 500 | 1.62% |
| Analyst Rating | - |
MTUM Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.99% |
| Yield on Cost 5y | 1.64% |
| Yield CAGR 5y | 3.67% |
| Payout Consistency | 90.6% |
| Payout Ratio | - |
MTUM Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.74% |
| CAGR/Max DD Calmar Ratio | 0.85 |
| CAGR/Mean DD Pain Ratio | 4.88 |
| Current Volume | 1073.5k |
| Average Volume | 653.7k |
What is the price of MTUM shares?
Over the past week, the price has changed by -3.16%, over one month by -6.37%, over three months by -1.76% and over the past year by +13.67%.
Is MTUM a buy, sell or hold?
What are the forecasts/targets for the MTUM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 265.6 | 11.6% |
MTUM Fundamental Data Overview November 11, 2025
Beta = 1.06
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 18.83b USD (18.83b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 18.83b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 18.83b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 10.04% (E(18.83b)/V(18.83b) * Re(10.04%) + (debt-free company))
Discount Rate = 10.04% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for MTUM ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle