IMTM vs EMLP

Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and FIRST TRUST NORTH AMERICAN ENERGY INFRASTRUCTURE FUND (EMLP, ETF).

5-Year PerformanceEMLP has outperformed IMTM, delivering a return of +16.2% compared to +9.4%

IMTM vs EMLP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMTM(ETF)	EMLP(ETF)
Net Assets	$4.20B	$4.10B
Expense Ratio	0.30%	0.95%
Max Drawdown	34.72%	48.01%
Sharpe Ratio	0.94	1.28
5Y Beta	0.83	0.34
P/E Ratio	N/A	18.69
Forward P/E	N/A	16.36
PEG Ratio	N/A	0.62
5Y Dividends CAGR	33.40%	5.73%
5Y EPS CAGR	N/A	11.52%
P/S Ratio	N/A	1.14
P/B Ratio	N/A	2.51

Net Assets

Winner

IMTM

$4.20B

EMLP

$4.10B

Expense Ratio

Winner

IMTM

0.30%

EMLP

0.95%

Max Drawdown

Winner

IMTM

34.72%

EMLP

48.01%

Sharpe Ratio

IMTM

0.94

Winner

EMLP

1.28

5Y Beta

IMTM

0.83

Winner

EMLP

0.34

P/E Ratio

IMTM

N/A

EMLP

18.69

Forward P/E

IMTM

N/A

EMLP

16.36

PEG Ratio

IMTM

N/A

EMLP

0.62

5Y Dividends CAGR

Winner

IMTM

33.40%

EMLP

5.73%

5Y EPS CAGR

IMTM

N/A

EMLP

11.52%

P/S Ratio

IMTM

N/A

EMLP

1.14

P/B Ratio

IMTM

N/A

EMLP

2.51

IMTM vs EMLP - Holdings Comparison

IMTM and EMLP have 1 common holdings. Overlap is -0.01%

IMTM's top 25 holdings weight is 38.03%. EMLP's top 25 holdings weight is 72.93%.

Rank	IMTM	EMLP
#1	ASML HOLDING NV (n/a) - 5.71%	ENTERPRISE PRODUCTS PARTNERS LP (EPD) - 8.82%
#2	HSBC HOLDINGS PLC (n/a) - 2.81%	ENERGY TRANSFER LP (ET) - 7.59%
#3	ROYAL BANK OF CANADA (n/a) - 2.47%	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 7.28%
#4	THE TORONTO-DOMINION BANK (n/a) - 1.93%	PLAINS GP HOLDINGS LP CLASS A (PAGP) - 4.15%
#5	NOVARTIS AG REGISTERED SHARES (n/a) - 1.89%	MPLX LP PARTNERSHIP UNITS (MPLX) - 4.06%
#6	ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.84%	NATIONAL FUEL GAS CO (NFG) - 3.87%
#7	KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.69%	KINDER MORGAN INC CLASS P (KMI) - 3.65%
#8	TOTALENERGIES SE (TTE:XPAR) - 1.63%	SOUTHERN CO (SO) - 2.65%
#9	BANCO SANTANDER SA (n/a) - 1.59%	PPL CORP (PPL) - 2.62%
#10	SHELL PLC (n/a) - 1.50%	ONEOK INC (OKE) - 2.24%
#11	IBERDROLA SA (n/a) - 1.39%	ENTERGY CORP (ETR) - 2.23%
#12	SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.36%	ONE GAS INC (OGS) - 2.22%
#13	ADVANTEST CORP (n/a) - 1.35%	DUKE ENERGY CORP (DUK) - 2.06%
#14	TOKYO ELECTRON LTD (n/a) - 1.32%	SEMPRA (SRE) - 1.92%
#15	MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.31%	SUNOCO LP (SUN) - 1.89%
#16	ASTRAZENECA PLC (AZN) - 1.28%	AMERICAN ELECTRIC POWER CO INC (AEP) - 1.69%
#17	BHP GROUP LTD (n/a) - 1.26%	CHENIERE ENERGY INC (LNG) - 1.67%
#18	ABB LTD (n/a) - 1.23%	CHENIERE ENERGY PARTNERS LP (CQP) - 1.61%
#19	SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.18%	EVERGY INC (EVRG) - 1.59%
#20	CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.13%	PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) - 1.58%
#21	TOWER SEMICONDUCTOR LTD (n/a) - 0.46%	FIRSTENERGY CORP (FE) - 1.54%
#22	CAIXABANK SA (n/a) - 0.44%	OGE ENERGY CORP (OGE) - 1.53%
#23	MANULIFE FINANCIAL CORP (MFC) - 0.43%	NEXTERA ENERGY INC (NEE) - 1.49%
#24	TAKEDA PHARMACEUTICAL CO LTD (n/a) - 0.42%	XCEL ENERGY INC (XEL) - 1.49%
#25	BAYER AG (n/a) - 0.41%	DOMINION ENERGY INC (D) - 1.49%
Total Holdings	282	59

IMTM vs EMLP - Historical Returns

Returns include dividend reinvestment.

Period	IMTM	EMLP
1 month	+2.72%	-1.54%
3 months	+4.14%	+0.62%
6 months	+5.60%	+8.02%
1 year	+21.69%	+17.59%
5 years(CAGR)	+9.44%	+16.16%
10 years(CAGR)	+10.04%	+9.78%
Max(CAGR)	+8.97%	+9.64%

Winner

IMTM

+2.72%

EMLP

-1.54%

Winner

IMTM

+4.14%

EMLP

+0.62%

IMTM

+5.60%

Winner

EMLP

+8.02%

Winner

IMTM

+21.69%

EMLP

+17.59%

5Y(CAGR)

IMTM

+9.44%

Winner

EMLP

+16.16%

10Y(CAGR)

Winner

IMTM

+10.04%

EMLP

+9.78%

Max(CAGR)

IMTM

+8.97%

Winner

EMLP

+9.64%

IMTM vs EMLP - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	IMTM	EMLP
2026	+11.27%	+15.19%
2025	+34.88%	+9.02%
2024	+13.55%	+32.40%
2023	+14.13%	+9.13%
2022	-16.98%	+9.95%
2021	+2.45%	+25.39%
2020	+21.34%	-12.95%
2019	+24.70%	+23.62%
2018	-14.94%	-9.37%
2017	+25.17%	+0.83%
2016	+2.90%	+29.40%
2015	-2.08%	-25.87%
2014	N/A	+25.38%
2013	N/A	+13.77%
2012	N/A	+6.34%

IMTM vs EMLP Drawdown Comparison

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

The maximum drawdown for EMLP was -43.61%, occurring on Mar 23, 2020. Recovery took 324 trading sessions.

The current IMTM drawdown is -1.45%. The current EMLP drawdown is -3.14%.

Rank	IMTM	EMLP
#1	-32.60% Nov 8, 2021 - Mar 6, 2024	-43.61% Feb 20, 2020 - Jun 3, 2021
#2	-29.79% Feb 19, 2020 - Jul 10, 2020	-35.59% Dec 29, 2014 - Mar 11, 2019
#3	-23.03% Jan 26, 2018 - Jan 14, 2020	-14.59% Jun 7, 2022 - Aug 18, 2022
#4	-19.90% May 21, 2015 - Apr 25, 2017	-14.40% Aug 25, 2022 - Jul 21, 2023
#5	-12.85% Feb 25, 2026 - May 13, 2026	-11.47% Jan 21, 2025 - Jul 18, 2025
#6	-12.41% Mar 19, 2025 - Apr 24, 2025	-9.73% Sep 5, 2014 - Nov 18, 2014
#7	-12.00% Jul 16, 2024 - Sep 26, 2024	-8.84% Jul 24, 2023 - Dec 1, 2023
#8	-10.56% Feb 16, 2021 - Jun 1, 2021	-8.83% Oct 17, 2012 - Jan 10, 2013
#9	-8.53% Sep 26, 2024 - Feb 13, 2025	-8.75% Nov 29, 2024 - Jan 21, 2025
#10	-7.40% Jun 22, 2026 - Jul 29, 2026	-8.38% May 21, 2013 - Feb 10, 2014
#11	-6.81% Jun 7, 2021 - Aug 10, 2021	-8.35% Apr 20, 2022 - Jun 7, 2022
#12	-6.70% Sep 7, 2021 - Nov 3, 2021	-7.35% Nov 26, 2014 - Dec 26, 2014
#13	-6.70% Oct 12, 2020 - Nov 5, 2020	-7.09% Jun 15, 2021 - Oct 19, 2021
#14	-5.46% Mar 27, 2024 - May 28, 2024	-6.72% Oct 20, 2021 - Jan 7, 2022
#15	-5.37% Nov 12, 2025 - Dec 10, 2025	-5.69% Sep 23, 2019 - Dec 24, 2019

Correlation

Correlation between IMTM and EMLP is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2012 - 2026)

IMTM vs EMLP dividend yield comparison.

Year	IMTM	EMLP
2026	1.12%	1.41%
2025	4.70%	3.18%
2024	2.93%	3.19%
2023	2.29%	3.92%
2022	2.68%	3.15%
2021	2.51%	3.29%
2020	0.97%	4.70%
2019	2.13%	3.71%
2018	2.36%	4.71%
2017	1.92%	3.80%
2016	2.75%	3.62%
2015	1.56%	4.63%
2014	0.00%	3.08%
2013	0.00%	3.30%
2012	0.00%	1.20%