IMTM vs QLTY
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and GMO U.S. QUALITY ETF (QLTY, ETF).
IMTM vs QLTY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$3.60B
QLTY
$3.60B
Expense Ratio
Winner
IMTM
0.30%
QLTY
0.50%
Max Drawdown
IMTM
34.72%
Winner
QLTY
17.13%
Sharpe Ratio
IMTM
1.38
Winner
QLTY
1.81
5Y Beta
Winner
IMTM
0.82
QLTY
0.89
P/E Ratio
IMTM
N/A
QLTY
26.42
Forward P/E
IMTM
N/A
QLTY
21.81
PEG Ratio
IMTM
N/A
QLTY
0.90
5Y Dividends CAGR
IMTM
37.85%
QLTY
N/A
5Y EPS CAGR
IMTM
N/A
QLTY
20.02%
Debt to Equity
IMTM
N/A
QLTY
48.91%
P/S Ratio
IMTM
N/A
QLTY
3.23
P/B Ratio
IMTM
N/A
QLTY
5.56
IMTM vs QLTY - Holdings Comparison
IMTM and QLTY have 1 common holdings. Overlap is -0.08%
IMTM's top 25 holdings weight is 37.58%. QLTY's top 25 holdings weight is 82.25%.
| Rank | IMTM | QLTY |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 4.15% | MICROSOFT CORP (MSFT) - 6.25% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.93% | ALPHABET INC CLASS A (GOOGL) - 5.30% |
| #3 | BANCO SANTANDER SA (n/a) - 2.36% | JOHNSON & JOHNSON (JNJ) - 5.25% |
| #4 | ROYAL BANK OF CANADA (n/a) - 2.18% | APPLE INC (AAPL) - 4.77% |
| #5 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 2.14% | META PLATFORMS INC CLASS A (META) - 4.48% |
| #6 | ADVANTEST CORP (n/a) - 1.73% | LAM RESEARCH CORP (LRCX) - 4.37% |
| #7 | THE TORONTO-DOMINION BANK (n/a) - 1.72% | BROADCOM INC (AVGO) - 4.22% |
| #8 | IBERDROLA SA (n/a) - 1.64% | KLA CORP (KLAC) - 3.48% |
| #9 | ROLLS-ROYCE HOLDINGS PLC (n/a) - 1.56% | AMAZON.COM INC (AMZN) - 3.44% |
| #10 | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.51% | THERMO FISHER SCIENTIFIC INC (TMO) - 3.36% |
| #11 | SOFTBANK GROUP CORP (n/a) - 1.31% | TEXAS INSTRUMENTS INC (TXN) - 3.23% |
| #12 | ALLIANZ SE (n/a) - 1.20% | ABBOTT LABORATORIES (ABT) - 3.15% |
| #13 | AGNICO EAGLE MINES LTD (AEM) - 1.18% | HILTON WORLDWIDE HOLDINGS INC (HLT) - 2.91% |
| #14 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.16% | SALESFORCE INC (CRM) - 2.84% |
| #15 | BRITISH AMERICAN TOBACCO PLC (n/a) - 1.11% | ACCENTURE PLC CLASS A (ACN) - 2.78% |
| #16 | RHEINMETALL AG (n/a) - 1.03% | PROCTER & GAMBLE CO (PG) - 2.71% |
| #17 | HITACHI LTD (n/a) - 1.03% | U.S. BANCORP (USB) - 2.67% |
| #18 | MITSUBISHI HEAVY INDUSTRIES LTD (n/a) - 1.01% | VISA INC CLASS A (V) - 2.42% |
| #19 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.00% | ELI LILLY AND CO (LLY) - 2.41% |
| #20 | NOVARTIS AG REGISTERED SHARES (n/a) - 0.98% | UNITEDHEALTH GROUP INC (UNH) - 2.32% |
| #21 | UNICREDIT SPA (n/a) - 0.97% | ARAMARK (ARMK) - 2.16% |
| #22 | ABB LTD (n/a) - 0.95% | MERCK & CO INC (MRK) - 2.12% |
| #23 | MIZUHO FINANCIAL GROUP INC (n/a) - 0.93% | COCA-COLA CO (KO) - 1.95% |
| #24 | BARRICK MINING CORP (n/a) - 0.91% | CONSTELLATION BRANDS INC CLASS A (STZ) - 1.90% |
| #25 | FUJIKURA LTD (n/a) - 0.89% | THE CIGNA GROUP (CI) - 1.76% |
| Total Holdings | 318 | 43 |
IMTM vs QLTY - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
+2.66%
Winner
QLTY
+6.65%
3M
IMTM
+0.78%
Winner
QLTY
+3.76%
6M
Winner
IMTM
+14.36%
QLTY
+9.79%
1Y
IMTM
+29.27%
Winner
QLTY
+29.31%
5Y(CAGR)
IMTM
+9.15%
QLTY
N/A
10Y(CAGR)
IMTM
+10.31%
QLTY
N/A
Max(CAGR)
IMTM
+8.93%
Winner
QLTY
+21.87%
IMTM vs QLTY - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | QLTY |
|---|---|---|
| 2026 | +8.44% | +4.78% |
| 2025 | +34.88% | +21.37% |
| 2024 | +13.55% | +21.61% |
| 2023 | +14.13% | +5.68% |
| 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 QLTY Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for QLTY was -17.00%, occurring on Apr 8, 2025. Recovery took 89 trading sessions.
The current IMTM drawdown is -0.55%. The current QLTY drawdown is -0.10%.
| Rank | IMTM | QLTY |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -17.00% Feb 19, 2025 - Jun 27, 2025 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -11.71% Jan 12, 2026 - May 5, 2026 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -7.03% Jul 16, 2024 - Aug 30, 2024 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -4.36% Oct 14, 2024 - Dec 2, 2024 |
| #5 | -12.85% Feb 25, 2026 - Mar 30, 2026 | -4.35% Oct 27, 2025 - Nov 25, 2025 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -4.24% Mar 27, 2024 - May 10, 2024 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -4.17% Dec 4, 2024 - Jan 23, 2025 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -3.31% Aug 30, 2024 - Sep 13, 2024 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -3.29% May 22, 2024 - Jun 11, 2024 |
| #10 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -3.05% Oct 6, 2025 - Oct 20, 2025 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -2.97% Jul 25, 2025 - Aug 13, 2025 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -2.49% Dec 11, 2025 - Dec 24, 2025 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -1.94% Sep 22, 2025 - Oct 1, 2025 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -1.84% Sep 30, 2024 - Oct 11, 2024 |
| #15 | -4.74% Sep 2, 2020 - Oct 9, 2020 | -1.58% Jan 29, 2024 - Feb 2, 2024 |
Correlation
Correlation between IMTM and QLTY 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 QLTY dividend yield comparison.
| Year | IMTM | QLTY |
|---|---|---|
| 2026 | 0.00% | 0.15% |
| 2025 | 4.70% | 0.73% |
| 2024 | 2.93% | 0.79% |
| 2023 | 2.29% | 0.15% |
| 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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