IMTM vs DEM
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and WISDOMTREE EMERGING MARKETS HIGH DIVIDEND FUND (DEM, ETF).
5-Year PerformanceDEM has outperformed IMTM, delivering a return of +9.7% compared to +9.2%
IMTM vs DEM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4B
DEM
$4B
Expense Ratio
Winner
IMTM
0.30%
DEM
0.63%
Max Drawdown
Winner
IMTM
34.72%
DEM
57.03%
Sharpe Ratio
IMTM
1.13
Winner
DEM
1.59
5Y Beta
IMTM
0.84
Winner
DEM
0.60
5Y Dividends CAGR
Winner
IMTM
37.85%
DEM
6.07%
IMTM vs DEM - Holdings Comparison
IMTM and DEM have 1 common holdings. Overlap is -1.02%
IMTM's top 25 holdings weight is 36.56%. DEM's top 25 holdings weight is 39.48%.
| Rank | IMTM | DEM |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.09% | MEDIATEK INC (n/a) - 6.85% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.60% | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 4.13% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.21% | UNITED MICROELECTRONICS CORP (n/a) - 2.60% |
| #4 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 2.06% | n/a (n/a) - 2.45% |
| #5 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.80% | SAUDI ARABIAN OIL CO (n/a) - 1.87% |
| #6 | THE TORONTO-DOMINION BANK (n/a) - 1.77% | ORLEN SA (n/a) - 1.86% |
| #7 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.77% | n/a (n/a) - 1.67% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.74% | QUANTA COMPUTER INC (n/a) - 1.64% |
| #9 | SHELL PLC (n/a) - 1.47% | n/a (n/a) - 1.45% |
| #10 | BANCO SANTANDER SA (n/a) - 1.46% | PKO BANK POLSKI SA (n/a) - 1.38% |
| #11 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.40% | n/a (n/a) - 1.32% |
| #12 | ASTRAZENECA PLC (AZN) - 1.39% | INDUSTRIAL BANK CO LTD CLASS A (n/a) - 1.26% |
| #13 | BHP GROUP LTD (n/a) - 1.37% | ASUSTEK COMPUTER INC (n/a) - 1.16% |
| #14 | ABB LTD (n/a) - 1.31% | CTBC FINANCIAL HOLDING CO LTD (n/a) - 0.99% |
| #15 | IBERDROLA SA (n/a) - 1.29% | AMBEV SA (n/a) - 0.99% |
| #16 | ADVANTEST CORP (n/a) - 1.19% | CHINA SHENHUA ENERGY CO LTD CLASS H (n/a) - 0.94% |
| #17 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.13% | INNOLUX CORP (n/a) - 0.91% |
| #18 | TOKYO ELECTRON LTD (n/a) - 1.08% | TATA CONSULTANCY SERVICES LTD (n/a) - 0.83% |
| #19 | GBP CASH (n/a) - 1.04% | FIRSTRAND LTD (n/a) - 0.79% |
| #20 | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.02% | SAUDI TELECOM CO (n/a) - 0.77% |
| #21 | MARUBENI CORP (n/a) - 0.51% | BANK POLSKA KASA OPIEKI SA (n/a) - 0.75% |
| #22 | BARCLAYS PLC (n/a) - 0.49% | EVERGREEN MARINE CORP (TAIWAN) LTD (n/a) - 0.75% |
| #23 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | SAUDI NATIONAL BANK (n/a) - 0.74% |
| #24 | n/a (CLS) - 0.46% | CHINA HONGQIAO GROUP LTD (n/a) - 0.70% |
| #25 | PRYSMIAN SPA (n/a) - 0.45% | n/a (n/a) - 0.68% |
| Total Holdings | 306 | 531 |
IMTM vs DEM - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
+1.36%
Winner
DEM
+3.24%
3M
IMTM
+10.35%
Winner
DEM
+14.22%
6M
IMTM
+12.86%
Winner
DEM
+21.06%
1Y
IMTM
+23.81%
Winner
DEM
+28.20%
5Y(CAGR)
IMTM
+9.22%
Winner
DEM
+9.65%
10Y(CAGR)
IMTM
+10.46%
Winner
DEM
+10.62%
Max(CAGR)
Winner
IMTM
+8.97%
DEM
+5.11%
IMTM vs DEM - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | DEM |
|---|---|---|
| 2026 | +9.90% | +18.40% |
| 2025 | +34.88% | +21.85% |
| 2024 | +13.55% | +5.66% |
| 2023 | +14.13% | +21.11% |
| 2022 | -16.98% | -10.64% |
| 2021 | +2.45% | +10.71% |
| 2020 | +21.34% | -7.42% |
| 2019 | +24.70% | +19.79% |
| 2018 | -14.94% | -8.80% |
| 2017 | +25.17% | +24.78% |
| 2016 | +2.90% | +26.16% |
| 2015 | -2.08% | -20.90% |
| 2014 | N/A | -10.17% |
| 2013 | N/A | -8.21% |
| 2012 | N/A | +13.65% |
| 2011 | N/A | -11.22% |
| 2010 | N/A | +20.83% |
| 2009 | N/A | +53.78% |
| 2008 | N/A | -33.89% |
| 2007 | N/A | +2.61% |
IMTM vs DEM Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for DEM was -51.78%, occurring on Mar 2, 2009. Recovery took 471 trading sessions.
The current IMTM drawdown is -0.22%. The current DEM drawdown is -1.29%.
| Rank | IMTM | DEM |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -51.78% May 19, 2008 - Apr 1, 2010 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -47.00% Apr 29, 2011 - Jan 18, 2018 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -37.79% Jan 13, 2020 - Mar 15, 2021 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -27.12% Feb 16, 2022 - Feb 20, 2024 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -19.03% Jan 26, 2018 - Jan 2, 2020 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -18.42% Apr 14, 2010 - Sep 13, 2010 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -16.36% Jul 23, 2007 - Sep 27, 2007 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -15.64% Oct 7, 2024 - Jun 6, 2025 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -15.33% Oct 31, 2007 - May 15, 2008 |
| #10 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -9.48% Jul 11, 2024 - Sep 24, 2024 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -9.17% Jun 4, 2021 - Jan 12, 2022 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -7.89% Feb 25, 2026 - Apr 17, 2026 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -6.69% Jan 3, 2011 - Mar 30, 2011 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -6.36% Nov 4, 2010 - Dec 31, 2010 |
| #15 | -4.77% Jun 4, 2026 - Jun 10, 2026 | -5.30% Sep 17, 2025 - Nov 10, 2025 |
Correlation
Correlation between IMTM and DEM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2007 - 2026)
IMTM vs DEM dividend yield comparison.
| Year | IMTM | DEM |
|---|---|---|
| 2026 | 0.00% | 0.42% |
| 2025 | 4.70% | 4.88% |
| 2024 | 2.93% | 5.24% |
| 2023 | 2.29% | 5.49% |
| 2022 | 2.68% | 8.62% |
| 2021 | 2.51% | 5.87% |
| 2020 | 0.97% | 4.21% |
| 2019 | 2.13% | 4.78% |
| 2018 | 2.36% | 4.47% |
| 2017 | 1.92% | 3.67% |
| 2016 | 2.75% | 3.63% |
| 2015 | 1.56% | 5.21% |
| 2014 | 0.00% | 5.51% |
| 2013 | 0.00% | 4.10% |
| 2012 | 0.00% | 3.29% |
| 2011 | 0.00% | 4.44% |
| 2010 | 0.00% | 3.24% |
| 2009 | 0.00% | 2.93% |
| 2008 | 0.00% | 5.85% |
| 2007 | 0.00% | 0.92% |
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