IMTM vs EUFN

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

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

IMTM vs EUFN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

IMTM

$4.20B

EUFN

$4.20B

Expense Ratio

Winner

IMTM

0.30%

EUFN

0.49%

Max Drawdown

Winner

IMTM

34.72%

EUFN

59.14%

Sharpe Ratio

IMTM

0.87

Winner

EUFN

1.14

5Y Beta

Winner

IMTM

0.82

EUFN

0.83

5Y Dividends CAGR

Winner

IMTM

33.40%

EUFN

30.11%

IMTM vs EUFN - Historical Returns

Returns include dividend reinvestment.

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

IMTM

+2.76%

Winner

EUFN

+4.71%

IMTM

+3.43%

Winner

EUFN

+12.95%

IMTM

+3.80%

Winner

EUFN

+14.68%

IMTM

+20.87%

Winner

EUFN

+28.45%

5Y(CAGR)

IMTM

+10.29%

Winner

EUFN

+21.97%

10Y(CAGR)

IMTM

+10.06%

Winner

EUFN

+14.42%

Max(CAGR)

Winner

IMTM

+9.00%

EUFN

+7.84%

IMTM vs EUFN - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

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

IMTM vs EUFN Drawdown Comparison

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

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

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

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

Correlation

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

0.92

-101

Dividend Comparison (2010 - 2026)

IMTM vs EUFN dividend yield comparison.

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