IMTM vs HELO
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and JPMORGAN HEDGED EQUITY LADDERED OVERLAY ETF (HELO, ETF).
IMTM vs HELO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4B
Winner
HELO
$4.10B
Expense Ratio
Winner
IMTM
0.30%
HELO
0.50%
Max Drawdown
IMTM
34.72%
Winner
HELO
11.02%
Sharpe Ratio
Winner
IMTM
1.13
HELO
0.87
5Y Beta
IMTM
0.84
Winner
HELO
0.47
P/E Ratio
IMTM
N/A
HELO
26.75
Forward P/E
IMTM
N/A
HELO
20.92
PEG Ratio
IMTM
N/A
HELO
0.52
5Y Dividends CAGR
IMTM
37.85%
HELO
N/A
5Y EPS CAGR
IMTM
N/A
HELO
27.02%
Debt to Equity
IMTM
N/A
HELO
7.94%
P/S Ratio
IMTM
N/A
HELO
3.91
P/B Ratio
IMTM
N/A
HELO
5.58
IMTM vs HELO - Holdings Comparison
IMTM and HELO have 1 common holdings. Overlap is -3.55%
IMTM's top 25 holdings weight is 36.56%. HELO's top 25 holdings weight is 58.82%.
| Rank | IMTM | HELO |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.09% | NVIDIA CORP (NVDA) - 9.42% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.60% | APPLE INC (AAPL) - 7.16% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.21% | MICROSOFT CORP (MSFT) - 5.69% |
| #4 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 2.06% | AMAZON.COM INC (AMZN) - 4.79% |
| #5 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.80% | ALPHABET INC CLASS A (GOOGL) - 3.85% |
| #6 | THE TORONTO-DOMINION BANK (n/a) - 1.77% | BROADCOM INC (AVGO) - 3.46% |
| #7 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.77% | ALPHABET INC CLASS C (GOOG) - 2.51% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.74% | META PLATFORMS INC CLASS A (META) - 2.37% |
| #9 | SHELL PLC (n/a) - 1.47% | TESLA INC (TSLA) - 1.63% |
| #10 | BANCO SANTANDER SA (n/a) - 1.46% | EXXON MOBIL CORP (XOM) - 1.55% |
| #11 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.40% | MICRON TECHNOLOGY INC (MU) - 1.52% |
| #12 | ASTRAZENECA PLC (AZN) - 1.39% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.31% |
| #13 | BHP GROUP LTD (n/a) - 1.37% | MASTERCARD INC CLASS A (MA) - 1.27% |
| #14 | ABB LTD (n/a) - 1.31% | JOHNSON & JOHNSON (JNJ) - 1.17% |
| #15 | IBERDROLA SA (n/a) - 1.29% | LAM RESEARCH CORP (LRCX) - 1.13% |
| #16 | ADVANTEST CORP (n/a) - 1.19% | ELI LILLY AND CO (LLY) - 1.13% |
| #17 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.13% | ADVANCED MICRO DEVICES INC (AMD) - 1.11% |
| #18 | TOKYO ELECTRON LTD (n/a) - 1.08% | ABBVIE INC (ABBV) - 1.08% |
| #19 | GBP CASH (n/a) - 1.04% | VISA INC CLASS A (V) - 1.04% |
| #20 | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.02% | BANK OF AMERICA CORP (BAC) - 0.97% |
| #21 | MARUBENI CORP (n/a) - 0.51% | PEPSICO INC (PEP) - 0.97% |
| #22 | BARCLAYS PLC (n/a) - 0.49% | TRANE TECHNOLOGIES PLC CLASS A (TT) - 0.96% |
| #23 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | RTX CORP (RTX) - 0.91% |
| #24 | n/a (CLS) - 0.46% | NEXTERA ENERGY INC (NEE) - 0.91% |
| #25 | PRYSMIAN SPA (n/a) - 0.45% | AT&T INC (T) - 0.91% |
| Total Holdings | 306 | 157 |
IMTM vs HELO - Historical Returns
Returns include dividend reinvestment.
1M
Winner
IMTM
+1.36%
HELO
-0.49%
3M
Winner
IMTM
+10.35%
HELO
+3.35%
6M
Winner
IMTM
+12.86%
HELO
+1.93%
1Y
Winner
IMTM
+23.81%
HELO
+9.19%
5Y(CAGR)
IMTM
+9.22%
HELO
N/A
10Y(CAGR)
IMTM
+10.46%
HELO
N/A
Max(CAGR)
IMTM
+8.97%
Winner
HELO
+12.45%
IMTM vs HELO - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | HELO |
|---|---|---|
| 2026 | +9.90% | +1.48% |
| 2025 | +34.88% | +8.10% |
| 2024 | +13.55% | +18.31% |
| 2023 | +14.13% | +6.30% |
| 2022 | -16.98% | N/A |
| 2021 | +2.45% | N/A |
| 2020 | +21.34% | N/A |
| 2019 | +24.70% | N/A |
| 2018 | -14.94% | N/A |
| 2017 | +25.17% | N/A |
| 2016 | +2.90% | N/A |
| 2015 | -2.08% | N/A |
IMTM vs HELO Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for HELO was -10.89%, occurring on Apr 8, 2025. Recovery took 120 trading sessions.
The current IMTM drawdown is -0.22%. The current HELO drawdown is -1.07%.
| Rank | IMTM | HELO |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -10.89% Feb 19, 2025 - Aug 12, 2025 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -5.76% Feb 9, 2026 - Apr 22, 2026 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -4.16% Jul 16, 2024 - Aug 16, 2024 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -3.60% Oct 17, 2023 - Nov 3, 2023 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -2.93% Mar 28, 2024 - May 6, 2024 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -2.71% Aug 30, 2024 - Sep 19, 2024 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -2.56% Dec 26, 2024 - Jan 23, 2025 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -2.38% Nov 12, 2025 - Nov 25, 2025 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -2.21% Dec 5, 2024 - Dec 26, 2024 |
| #10 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -2.09% Jan 12, 2026 - Jan 27, 2026 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -1.81% Dec 11, 2025 - Dec 22, 2025 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -1.72% Jun 1, 2026 - Jun 10, 2026 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -1.50% Oct 29, 2024 - Nov 6, 2024 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -1.45% Jan 23, 2025 - Feb 19, 2025 |
| #15 | -4.77% Jun 4, 2026 - Jun 10, 2026 | -1.34% Oct 6, 2025 - Oct 20, 2025 |
Correlation
Correlation between IMTM and HELO is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2015 - 2026)
IMTM vs HELO dividend yield comparison.
| Year | IMTM | HELO |
|---|---|---|
| 2026 | 0.00% | 0.10% |
| 2025 | 4.70% | 0.67% |
| 2024 | 2.93% | 0.60% |
| 2023 | 2.29% | 0.19% |
| 2022 | 2.68% | 0.00% |
| 2021 | 2.51% | 0.00% |
| 2020 | 0.97% | 0.00% |
| 2019 | 2.13% | 0.00% |
| 2018 | 2.36% | 0.00% |
| 2017 | 1.92% | 0.00% |
| 2016 | 2.75% | 0.00% |
| 2015 | 1.56% | 0.00% |
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