IMTM vs AAXJ
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and ISHARES MSCI ALL COUNTRY ASIA EX JAPAN ETF (AAXJ, ETF).
5-Year PerformanceIMTM has outperformed AAXJ, delivering a return of +9.2% compared to +6.4%
IMTM vs AAXJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4B
AAXJ
$4B
Expense Ratio
Winner
IMTM
0.30%
AAXJ
0.72%
Max Drawdown
Winner
IMTM
34.72%
AAXJ
49.37%
Sharpe Ratio
IMTM
1.13
Winner
AAXJ
1.68
5Y Beta
Winner
IMTM
0.84
AAXJ
0.86
5Y Dividends CAGR
Winner
IMTM
37.85%
AAXJ
7.97%
IMTM vs AAXJ - Holdings Comparison
IMTM and AAXJ have 1 common holdings. Overlap is -3.45%
IMTM's top 25 holdings weight is 36.56%. AAXJ's top 25 holdings weight is 56.11%.
| Rank | IMTM | AAXJ |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.09% | n/a (n/a) - 16.41% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.60% | SAMSUNG ELECTRONICS CO LTD (n/a) - 8.72% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.21% | SK HYNIX INC (n/a) - 7.58% |
| #4 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 2.06% | TENCENT HOLDINGS LTD (n/a) - 2.99% |
| #5 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.80% | n/a (n/a) - 2.28% |
| #6 | THE TORONTO-DOMINION BANK (n/a) - 1.77% | MEDIATEK INC (n/a) - 1.75% |
| #7 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.77% | DELTA ELECTRONICS INC (n/a) - 1.33% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.74% | KRW/USD PURCHASED (n/a) - 1.25% |
| #9 | SHELL PLC (n/a) - 1.47% | TWD/USD PURCHASED (n/a) - 1.25% |
| #10 | BANCO SANTANDER SA (n/a) - 1.46% | HON HAI PRECISION INDUSTRY CO LTD (n/a) - 1.01% |
| #11 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.40% | AIA GROUP LTD (n/a) - 0.97% |
| #12 | ASTRAZENECA PLC (AZN) - 1.39% | n/a (n/a) - 0.95% |
| #13 | BHP GROUP LTD (n/a) - 1.37% | TWD CASH (n/a) - 0.92% |
| #14 | ABB LTD (n/a) - 1.31% | DBS GROUP HOLDINGS LTD (n/a) - 0.90% |
| #15 | IBERDROLA SA (n/a) - 1.29% | KRW CASH (n/a) - 0.81% |
| #16 | ADVANTEST CORP (n/a) - 1.19% | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 0.81% |
| #17 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.13% | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.79% |
| #18 | TOKYO ELECTRON LTD (n/a) - 1.08% | HDFC BANK LTD (n/a) - 0.79% |
| #19 | GBP CASH (n/a) - 1.04% | RELIANCE INDUSTRIES LTD (n/a) - 0.75% |
| #20 | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.02% | INR/USD PURCHASED (n/a) - 0.72% |
| #21 | MARUBENI CORP (n/a) - 0.51% | SAMSUNG ELECTRO-MECHANICS CO LTD (n/a) - 0.70% |
| #22 | BARCLAYS PLC (n/a) - 0.49% | SK SQUARE (n/a) - 0.67% |
| #23 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | ICICI BANK LTD (n/a) - 0.62% |
| #24 | n/a (CLS) - 0.46% | ASE TECHNOLOGY HOLDING CO LTD (n/a) - 0.57% |
| #25 | PRYSMIAN SPA (n/a) - 0.45% | HYUNDAI MOTOR CO (n/a) - 0.57% |
| Total Holdings | 306 | 947 |
IMTM vs AAXJ - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
+1.36%
Winner
AAXJ
+3.53%
3M
IMTM
+10.35%
Winner
AAXJ
+20.68%
6M
IMTM
+12.86%
Winner
AAXJ
+29.77%
1Y
IMTM
+23.81%
Winner
AAXJ
+46.37%
5Y(CAGR)
Winner
IMTM
+9.22%
AAXJ
+6.42%
10Y(CAGR)
Winner
IMTM
+10.46%
AAXJ
+10.36%
Max(CAGR)
Winner
IMTM
+8.97%
AAXJ
+6.77%
IMTM vs AAXJ - Annual Returns (2008 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | AAXJ |
|---|---|---|
| 2026 | +9.90% | +22.63% |
| 2025 | +34.88% | +32.06% |
| 2024 | +13.55% | +12.32% |
| 2023 | +14.13% | +3.42% |
| 2022 | -16.98% | -20.91% |
| 2021 | +2.45% | -6.56% |
| 2020 | +21.34% | +21.04% |
| 2019 | +24.70% | +18.74% |
| 2018 | -14.94% | -16.78% |
| 2017 | +25.17% | +40.39% |
| 2016 | +2.90% | +7.84% |
| 2015 | -2.08% | -9.87% |
| 2014 | N/A | +6.28% |
| 2013 | N/A | -0.52% |
| 2012 | N/A | +20.37% |
| 2011 | N/A | -21.26% |
| 2010 | N/A | +13.23% |
| 2009 | N/A | +60.72% |
| 2008 | N/A | -32.98% |
IMTM vs AAXJ Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for AAXJ was -49.37%, occurring on Nov 20, 2008. Recovery took 232 trading sessions.
The current IMTM drawdown is -0.22%. The current AAXJ drawdown is -4.62%.
| Rank | IMTM | AAXJ |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -49.37% Aug 15, 2008 - Jul 20, 2009 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -44.50% Feb 17, 2021 - Oct 20, 2025 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -32.99% Jan 26, 2018 - Oct 9, 2020 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -31.09% Apr 27, 2015 - May 25, 2017 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -29.50% Apr 21, 2011 - May 16, 2014 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -15.57% Apr 14, 2010 - Sep 20, 2010 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -14.07% Jan 11, 2010 - Apr 1, 2010 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -13.66% Feb 25, 2026 - Apr 17, 2026 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -10.90% Sep 5, 2014 - Apr 8, 2015 |
| #10 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -9.49% Nov 5, 2010 - Apr 21, 2011 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -9.25% Jun 2, 2026 - Jun 5, 2026 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -8.35% Aug 3, 2009 - Sep 10, 2009 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -8.19% Oct 19, 2009 - Nov 16, 2009 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -6.51% Jul 20, 2009 - Aug 3, 2009 |
| #15 | -4.77% Jun 4, 2026 - Jun 10, 2026 | -5.95% Oct 29, 2025 - Jan 2, 2026 |
Correlation
Correlation between IMTM and AAXJ is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
Dividend Comparison (2008 - 2025)
IMTM vs AAXJ dividend yield comparison.
| Year | IMTM | AAXJ |
|---|---|---|
| 2025 | 4.70% | 1.81% |
| 2024 | 2.93% | 1.86% |
| 2023 | 2.29% | 1.95% |
| 2022 | 2.68% | 1.74% |
| 2021 | 2.51% | 2.21% |
| 2020 | 0.97% | 1.06% |
| 2019 | 2.13% | 1.83% |
| 2018 | 2.36% | 2.10% |
| 2017 | 1.92% | 1.99% |
| 2016 | 2.75% | 1.77% |
| 2015 | 1.56% | 2.44% |
| 2014 | 0.00% | 1.78% |
| 2013 | 0.00% | 1.77% |
| 2012 | 0.00% | 1.73% |
| 2011 | 0.00% | 2.11% |
| 2010 | 0.00% | 1.51% |
| 2009 | 0.00% | 1.26% |
| 2008 | 0.00% | 0.19% |
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