EUFN vs IMTM

Comparison between ISHARES MSCI EUROPE FINANCIALS ETF (EUFN, ETF) and ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF).

5-Year PerformanceEUFN has outperformed IMTM, delivering a return of +22.0% compared to +10.3%

EUFN vs IMTM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EUFN(ETF)	IMTM(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.49%	0.30%
Max Drawdown	59.14%	34.72%
Sharpe Ratio	1.14	0.87
5Y Beta	0.83	0.82
5Y Dividends CAGR	30.11%	33.40%

Net Assets

EUFN

$4.20B

IMTM

$4.20B

Expense Ratio

EUFN

0.49%

Winner

IMTM

0.30%

Max Drawdown

EUFN

59.14%

Winner

IMTM

34.72%

Sharpe Ratio

Winner

EUFN

1.14

IMTM

0.87

5Y Beta

EUFN

0.83

Winner

IMTM

0.82

5Y Dividends CAGR

EUFN

30.11%

Winner

IMTM

33.40%

EUFN vs IMTM - Historical Returns

Returns include dividend reinvestment.

Period	EUFN	IMTM
1 month	+4.71%	+2.76%
3 months	+12.95%	+3.43%
6 months	+14.68%	+3.80%
1 year	+28.45%	+20.87%
5 years(CAGR)	+21.97%	+10.29%
10 years(CAGR)	+14.42%	+10.06%
Max(CAGR)	+7.84%	+9.00%

Winner

EUFN

+4.71%

IMTM

+2.76%

Winner

EUFN

+12.95%

IMTM

+3.43%

Winner

EUFN

+14.68%

IMTM

+3.80%

Winner

EUFN

+28.45%

IMTM

+20.87%

5Y(CAGR)

Winner

EUFN

+21.97%

IMTM

+10.29%

10Y(CAGR)

Winner

EUFN

+14.42%

IMTM

+10.06%

Max(CAGR)

EUFN

+7.84%

Winner

IMTM

+9.00%

EUFN vs IMTM - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EUFN	IMTM
2026	+15.87%	+12.08%
2025	+67.60%	+34.88%
2024	+18.14%	+13.55%
2023	+24.26%	+14.13%
2022	-9.61%	-16.98%
2021	+19.77%	+2.45%
2020	-9.99%	+21.34%
2019	+21.29%	+24.70%
2018	-23.77%	-14.94%
2017	+24.49%	+25.17%
2016	-0.66%	+2.90%
2015	-4.80%	-2.08%
2014	-7.21%	N/A
2013	+26.80%	N/A
2012	+31.10%	N/A
2011	-27.56%	N/A
2010	-3.91%	N/A

EUFN vs IMTM Drawdown Comparison

The maximum drawdown for EUFN was -53.26%, occurring on Mar 18, 2020. Recovery took 1472 trading sessions.

The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.

The current EUFN drawdown is -0.80%. The current IMTM drawdown is -1.26%.

Rank	EUFN	IMTM
#1	-53.26% Jan 26, 2018 - Dec 1, 2023	-32.60% Nov 8, 2021 - Mar 6, 2024
#2	-43.38% Apr 29, 2011 - Sep 18, 2013	-29.79% Feb 19, 2020 - Jul 10, 2020
#3	-39.47% Jun 6, 2014 - Aug 1, 2017	-23.03% Jan 26, 2018 - Jan 14, 2020
#4	-27.21% Apr 13, 2010 - Nov 4, 2010	-19.90% May 21, 2015 - Apr 25, 2017
#5	-17.18% Nov 4, 2010 - Feb 1, 2011	-12.85% Feb 25, 2026 - May 13, 2026
#6	-15.95% Mar 18, 2025 - Apr 24, 2025	-12.41% Mar 19, 2025 - Apr 24, 2025
#7	-14.77% Feb 2, 2026 - Apr 17, 2026	-12.00% Jul 16, 2024 - Sep 26, 2024
#8	-11.87% Feb 17, 2011 - Apr 27, 2011	-10.56% Feb 16, 2021 - Jun 1, 2021
#9	-9.82% Jan 15, 2014 - Jun 5, 2014	-8.53% Sep 26, 2024 - Feb 13, 2025
#10	-9.16% Feb 3, 2010 - Mar 19, 2010	-7.40% Jun 22, 2026 - Aug 17, 2026
#11	-8.12% Jun 3, 2024 - Aug 19, 2024	-6.81% Jun 7, 2021 - Aug 10, 2021
#12	-6.88% Sep 26, 2024 - Jan 21, 2025	-6.70% Sep 7, 2021 - Nov 3, 2021
#13	-6.81% Nov 12, 2025 - Dec 10, 2025	-6.70% Oct 12, 2020 - Nov 5, 2020
#14	-6.20% Oct 22, 2013 - Dec 26, 2013	-5.46% Mar 27, 2024 - May 28, 2024
#15	-5.94% Aug 7, 2017 - Jan 2, 2018	-5.37% Nov 12, 2025 - Dec 10, 2025

Correlation

Correlation between EUFN and IMTM is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2010 - 2026)

EUFN vs IMTM dividend yield comparison.

Year	EUFN	IMTM
2026	2.69%	1.12%
2025	3.57%	4.70%
2024	5.36%	2.93%
2023	5.00%	2.29%
2022	4.24%	2.68%
2021	4.15%	2.51%
2020	1.38%	0.97%
2019	4.55%	2.13%
2018	6.48%	2.36%
2017	3.04%	1.92%
2016	4.03%	2.75%
2015	3.65%	1.56%
2014	3.35%	0.00%
2013	1.59%	0.00%
2012	2.91%	0.00%
2011	3.88%	0.00%
2010	1.80%	0.00%