IMTM vs IVLU
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and ISHARES MSCI INTL VALUE FACTOR ETF (IVLU, ETF).
5-Year PerformanceIVLU has outperformed IMTM, delivering a return of +15.8% compared to +9.2%
IMTM vs IVLU - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4.20B
IVLU
$4.20B
Expense Ratio
Winner
IMTM
0.30%
IVLU
0.31%
Max Drawdown
Winner
IMTM
34.72%
IVLU
45.37%
Sharpe Ratio
IMTM
0.95
Winner
IVLU
1.84
5Y Beta
IMTM
0.82
Winner
IVLU
0.71
5Y Dividends CAGR
Winner
IMTM
33.40%
IVLU
22.50%
IMTM vs IVLU - Holdings Comparison
IMTM and IVLU have 7 common holdings. Overlap is 1.44%
IMTM's top 25 holdings weight is 38.03%. IVLU's top 25 holdings weight is 31.68%.
| Rank | IMTM | IVLU |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.71% | HSBC HOLDINGS PLC (n/a) - 2.22% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.81% | BNP PARIBAS ACT. CAT.A (n/a) - 1.87% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.47% | TOYOTA MOTOR CORP (n/a) - 1.83% |
| #4 | THE TORONTO-DOMINION BANK (n/a) - 1.93% | BANCO SANTANDER SA (n/a) - 1.70% |
| #5 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.89% | BRITISH AMERICAN TOBACCO PLC (n/a) - 1.69% |
| #6 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.84% | SHELL PLC (n/a) - 1.63% |
| #7 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.69% | SIEMENS AG (n/a) - 1.47% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.63% | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.38% |
| #9 | BANCO SANTANDER SA (n/a) - 1.59% | NOVARTIS AG REGISTERED SHARES (n/a) - 1.37% |
| #10 | SHELL PLC (n/a) - 1.50% | BARCLAYS PLC (n/a) - 1.30% |
| #11 | IBERDROLA SA (n/a) - 1.39% | SANOFI SA (n/a) - 1.28% |
| #12 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.36% | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.23% |
| #13 | ADVANTEST CORP (n/a) - 1.35% | TOTALENERGIES SE (TTE) - 1.10% |
| #14 | TOKYO ELECTRON LTD (n/a) - 1.32% | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.10% |
| #15 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.31% | UNICREDIT SPA (n/a) - 1.07% |
| #16 | ASTRAZENECA PLC (AZN) - 1.28% | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.03% |
| #17 | BHP GROUP LTD (n/a) - 1.26% | SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.01% |
| #18 | ABB LTD (n/a) - 1.23% | INFINEON TECHNOLOGIES AG (n/a) - 0.99% |
| #19 | SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.18% | MITSUBISHI CORP (n/a) - 0.94% |
| #20 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.13% | BHP GROUP LTD (n/a) - 0.94% |
| #21 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | BAYER AG (n/a) - 0.93% |
| #22 | CAIXABANK SA (n/a) - 0.44% | GSK PLC (n/a) - 0.92% |
| #23 | MANULIFE FINANCIAL CORP (MFC) - 0.43% | DEUTSCHE BANK AG (n/a) - 0.92% |
| #24 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 0.42% | MITSUI & CO LTD (n/a) - 0.90% |
| #25 | BAYER AG (n/a) - 0.41% | DEUTSCHE TELEKOM AG (n/a) - 0.86% |
| Total Holdings | 282 | 365 |
IMTM vs IVLU - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
-0.13%
Winner
IVLU
+2.71%
3M
IMTM
+1.34%
Winner
IVLU
+5.43%
6M
IMTM
+4.64%
Winner
IVLU
+6.79%
1Y
IMTM
+20.97%
Winner
IVLU
+35.52%
5Y(CAGR)
IMTM
+9.24%
Winner
IVLU
+15.80%
10Y(CAGR)
IMTM
+9.97%
Winner
IVLU
+11.47%
Max(CAGR)
IMTM
+8.88%
Winner
IVLU
+8.89%
IMTM vs IVLU - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | IVLU |
|---|---|---|
| 2026 | +10.25% | +16.17% |
| 2025 | +34.88% | +46.91% |
| 2024 | +13.55% | +7.34% |
| 2023 | +14.13% | +18.89% |
| 2022 | -16.98% | -6.63% |
| 2021 | +2.45% | +15.17% |
| 2020 | +21.34% | -5.66% |
| 2019 | +24.70% | +15.74% |
| 2018 | -14.94% | -15.89% |
| 2017 | +25.17% | +21.93% |
| 2016 | +2.90% | +5.31% |
| 2015 | -2.08% | -10.18% |
IMTM vs IVLU Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for IVLU was -41.86%, occurring on Mar 23, 2020. Recovery took 824 trading sessions.
The current IMTM drawdown is -2.36%.
| Rank | IMTM | IVLU |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -41.86% Jan 26, 2018 - May 6, 2021 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -26.01% Feb 9, 2022 - Jun 15, 2023 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -24.85% Aug 5, 2015 - May 5, 2017 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -15.48% Mar 19, 2025 - May 9, 2025 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -11.69% Feb 25, 2026 - May 26, 2026 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -9.66% Jul 31, 2023 - Dec 13, 2023 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -9.13% Jun 7, 2021 - Jan 7, 2022 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -8.95% Sep 26, 2024 - Feb 14, 2025 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -8.04% Jul 17, 2024 - Aug 23, 2024 |
| #10 | -7.40% Jun 22, 2026 - Jul 29, 2026 | -5.41% Nov 12, 2025 - Dec 2, 2025 |
| #11 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -5.00% May 15, 2024 - Jul 12, 2024 |
| #12 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -4.82% Jan 14, 2022 - Feb 9, 2022 |
| #13 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -4.22% Apr 9, 2024 - May 6, 2024 |
| #14 | -5.46% Mar 27, 2024 - May 28, 2024 | -3.91% May 26, 2026 - Jun 15, 2026 |
| #15 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -3.86% Jul 23, 2025 - Aug 8, 2025 |
Correlation
Correlation between IMTM and IVLU is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
Dividend Comparison (2015 - 2026)
IMTM vs IVLU dividend yield comparison.
| Year | IMTM | IVLU |
|---|---|---|
| 2026 | 1.13% | 1.62% |
| 2025 | 4.70% | 3.71% |
| 2024 | 2.93% | 4.46% |
| 2023 | 2.29% | 4.69% |
| 2022 | 2.68% | 3.59% |
| 2021 | 2.51% | 3.47% |
| 2020 | 0.97% | 2.05% |
| 2019 | 2.13% | 3.53% |
| 2018 | 2.36% | 2.82% |
| 2017 | 1.92% | 2.87% |
| 2016 | 2.75% | 2.53% |
| 2015 | 1.56% | 0.93% |
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