IMTM vs DON
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and WISDOMTREE U.S. MIDCAP DIVIDEND FUND (DON, ETF).
5-Year PerformanceIMTM has outperformed DON, delivering a return of +9.1% compared to +7.6%
IMTM vs DON - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$3.60B
Winner
DON
$3.70B
Expense Ratio
Winner
IMTM
0.30%
DON
0.38%
Max Drawdown
Winner
IMTM
34.72%
DON
64.40%
Sharpe Ratio
Winner
IMTM
1.38
DON
1.02
5Y Beta
IMTM
0.82
Winner
DON
0.79
P/E Ratio
IMTM
N/A
DON
19.20
Forward P/E
IMTM
N/A
DON
14.39
PEG Ratio
IMTM
N/A
DON
0.16
5Y Dividends CAGR
Winner
IMTM
37.85%
DON
9.57%
5Y EPS CAGR
IMTM
N/A
DON
11.86%
Debt to Equity
IMTM
N/A
DON
-17.74%
P/S Ratio
IMTM
N/A
DON
1.80
P/B Ratio
IMTM
N/A
DON
2.27
IMTM vs DON - Holdings Comparison
IMTM and DON have 1 common holdings. Overlap is 0.00%
IMTM's top 25 holdings weight is 37.58%. DON's top 25 holdings weight is 21.28%.
| Rank | IMTM | DON |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 4.15% | FRANKLIN RESOURCES INC (BEN) - 1.28% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.93% | VIATRIS INC (VTRS) - 1.23% |
| #3 | BANCO SANTANDER SA (n/a) - 2.36% | APA CORP (APA) - 1.16% |
| #4 | ROYAL BANK OF CANADA (n/a) - 2.18% | HASBRO INC (HAS) - 1.10% |
| #5 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 2.14% | PERMIAN RESOURCES CORP CLASS A (PR) - 1.03% |
| #6 | ADVANTEST CORP (n/a) - 1.73% | BEST BUY CO INC (BBY) - 1.02% |
| #7 | THE TORONTO-DOMINION BANK (n/a) - 1.72% | OMNICOM GROUP INC (OMC) - 0.95% |
| #8 | IBERDROLA SA (n/a) - 1.64% | ANTERO MIDSTREAM CORP (AM) - 0.94% |
| #9 | ROLLS-ROYCE HOLDINGS PLC (n/a) - 1.56% | AMERICAN FINANCIAL GROUP INC (AFG) - 0.93% |
| #10 | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.51% | STANLEY BLACK & DECKER INC (SWK) - 0.92% |
| #11 | SOFTBANK GROUP CORP (n/a) - 1.31% | SNAP-ON INC (SNA) - 0.90% |
| #12 | ALLIANZ SE (n/a) - 1.20% | CLOROX CO (CLX) - 0.89% |
| #13 | AGNICO EAGLE MINES LTD (AEM) - 1.18% | W.P. CAREY INC (WPC) - 0.88% |
| #14 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.16% | OGE ENERGY CORP (OGE) - 0.88% |
| #15 | BRITISH AMERICAN TOBACCO PLC (n/a) - 1.11% | THE AES CORP (AES) - 0.86% |
| #16 | RHEINMETALL AG (n/a) - 1.03% | CF INDUSTRIES HOLDINGS INC (CF) - 0.84% |
| #17 | HITACHI LTD (n/a) - 1.03% | PINNACLE WEST CAPITAL CORP (PNW) - 0.84% |
| #18 | MITSUBISHI HEAVY INDUSTRIES LTD (n/a) - 1.01% | SUN COMMUNITIES INC (SUI) - 0.81% |
| #19 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.00% | KIMCO REALTY CORP (KIM) - 0.80% |
| #20 | NOVARTIS AG REGISTERED SHARES (n/a) - 0.98% | UGI CORP (UGI) - 0.77% |
| #21 | UNICREDIT SPA (n/a) - 0.97% | UDR INC (UDR) - 0.45% |
| #22 | ABB LTD (n/a) - 0.95% | WEBSTER FINANCIAL CORP (WBS) - 0.45% |
| #23 | MIZUHO FINANCIAL GROUP INC (n/a) - 0.93% | ZIONS BANCORP NA (ZION) - 0.45% |
| #24 | BARRICK MINING CORP (n/a) - 0.91% | LAMAR ADVERTISING CO CLASS A (LAMR) - 0.45% |
| #25 | FUJIKURA LTD (n/a) - 0.89% | n/a (BF-B) - 0.45% |
| Total Holdings | 318 | 256 |
IMTM vs DON - Historical Returns
Returns include dividend reinvestment.
1M
Winner
IMTM
+2.66%
DON
+2.08%
3M
Winner
IMTM
+0.78%
DON
-0.68%
6M
Winner
IMTM
+14.36%
DON
+9.90%
1Y
Winner
IMTM
+29.27%
DON
+16.91%
5Y(CAGR)
Winner
IMTM
+9.15%
DON
+7.55%
10Y(CAGR)
Winner
IMTM
+10.31%
DON
+9.45%
Max(CAGR)
IMTM
+8.93%
Winner
DON
+9.18%
IMTM vs DON - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | DON |
|---|---|---|
| 2026 | +8.44% | +6.60% |
| 2025 | +34.88% | +4.48% |
| 2024 | +13.55% | +14.03% |
| 2023 | +14.13% | +14.73% |
| 2022 | -16.98% | -5.08% |
| 2021 | +2.45% | +31.98% |
| 2020 | +21.34% | -5.03% |
| 2019 | +24.70% | +23.20% |
| 2018 | -14.94% | -8.81% |
| 2017 | +25.17% | +14.00% |
| 2016 | +2.90% | +21.44% |
| 2015 | -2.08% | -1.13% |
| 2014 | N/A | +16.41% |
| 2013 | N/A | +30.22% |
| 2012 | N/A | +13.46% |
| 2011 | N/A | +3.86% |
| 2010 | N/A | +20.77% |
| 2009 | N/A | +30.04% |
| 2008 | N/A | -31.38% |
| 2007 | N/A | -6.02% |
| 2006 | N/A | +14.77% |
IMTM vs DON Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for DON was -61.90%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.
The current IMTM drawdown is -0.55%. The current DON drawdown is -1.57%.
| Rank | IMTM | DON |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -61.90% Jun 4, 2007 - Mar 30, 2011 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -46.79% Jan 16, 2020 - Feb 8, 2021 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -21.46% Nov 25, 2024 - Jan 15, 2026 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -21.10% Jul 7, 2011 - Feb 3, 2012 |
| #5 | -12.85% Feb 25, 2026 - Mar 30, 2026 | -19.20% Aug 29, 2018 - Jul 24, 2019 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -15.72% Apr 20, 2022 - Jan 31, 2023 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -13.97% Feb 2, 2023 - Dec 13, 2023 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -13.58% Apr 6, 2015 - Mar 17, 2016 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -9.16% Jan 26, 2018 - Jun 12, 2018 |
| #10 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -9.09% May 1, 2012 - Aug 16, 2012 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -9.05% Feb 11, 2026 - Mar 20, 2026 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -8.56% Sep 5, 2014 - Nov 3, 2014 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -8.10% May 21, 2013 - Jul 18, 2013 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -7.98% Jun 8, 2021 - Oct 15, 2021 |
| #15 | -4.74% Sep 2, 2020 - Oct 9, 2020 | -7.90% Jul 30, 2019 - Oct 22, 2019 |
Correlation
Correlation between IMTM and DON is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2006 - 2026)
IMTM vs DON dividend yield comparison.
| Year | IMTM | DON |
|---|---|---|
| 2026 | 0.00% | 0.57% |
| 2025 | 4.70% | 2.53% |
| 2024 | 2.93% | 2.27% |
| 2023 | 2.29% | 2.41% |
| 2022 | 2.68% | 2.71% |
| 2021 | 2.51% | 2.12% |
| 2020 | 0.97% | 2.77% |
| 2019 | 2.13% | 2.38% |
| 2018 | 2.36% | 2.55% |
| 2017 | 1.92% | 2.25% |
| 2016 | 2.75% | 2.48% |
| 2015 | 1.56% | 2.89% |
| 2014 | 0.00% | 2.56% |
| 2013 | 0.00% | 2.28% |
| 2012 | 0.00% | 3.62% |
| 2011 | 0.00% | 2.43% |
| 2010 | 0.00% | 2.83% |
| 2009 | 0.00% | 2.72% |
| 2008 | 0.00% | 5.61% |
| 2007 | 0.00% | 3.03% |
| 2006 | 0.00% | 1.30% |
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