IMTM vs SMLF
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF (SMLF, ETF).
5-Year PerformanceSMLF has outperformed IMTM, delivering a return of +11.4% compared to +9.2%
IMTM vs SMLF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4.20B
SMLF
$4.20B
Expense Ratio
IMTM
0.30%
Winner
SMLF
0.15%
Max Drawdown
Winner
IMTM
34.72%
SMLF
43.06%
Sharpe Ratio
IMTM
0.95
Winner
SMLF
1.33
5Y Beta
Winner
IMTM
0.82
SMLF
1.09
P/E Ratio
IMTM
N/A
SMLF
109.38
Forward P/E
IMTM
N/A
SMLF
15.91
5Y Dividends CAGR
Winner
IMTM
33.40%
SMLF
10.44%
5Y EPS CAGR
IMTM
N/A
SMLF
15.59%
Debt to Equity
IMTM
N/A
SMLF
20.86%
P/S Ratio
IMTM
N/A
SMLF
1.58
P/B Ratio
IMTM
N/A
SMLF
2.83
IMTM vs SMLF - Holdings Comparison
IMTM and SMLF have 1 common holdings. Overlap is -0.74%
IMTM's top 25 holdings weight is 38.03%. SMLF's top 25 holdings weight is 14.70%.
| Rank | IMTM | SMLF |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.71% | EMCOR GROUP INC (EME) - 0.90% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.81% | INTERACTIVE BROKERS GROUP INC CLASS A (IBKR) - 0.89% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.47% | FLEX LTD (FLEX) - 0.87% |
| #4 | THE TORONTO-DOMINION BANK (n/a) - 1.93% | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.86% |
| #5 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.89% | NVENT ELECTRIC PLC (NVT) - 0.83% |
| #6 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.84% | JABIL INC (JBL) - 0.75% |
| #7 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.69% | ASTERA LABS INC (ALAB) - 0.71% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.63% | TAPESTRY INC (TPR) - 0.61% |
| #9 | BANCO SANTANDER SA (n/a) - 1.59% | NATERA INC (NTRA) - 0.61% |
| #10 | SHELL PLC (n/a) - 1.50% | WILLIAMS-SONOMA INC (WSM) - 0.58% |
| #11 | IBERDROLA SA (n/a) - 1.39% | MUELLER INDUSTRIES INC (MLI) - 0.55% |
| #12 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.36% | CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 0.55% |
| #13 | ADVANTEST CORP (n/a) - 1.35% | RELIANCE INC (RS) - 0.53% |
| #14 | TOKYO ELECTRON LTD (n/a) - 1.32% | POPULAR INC (BPOP) - 0.53% |
| #15 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.31% | STERLING INFRASTRUCTURE INC (STRL) - 0.52% |
| #16 | ASTRAZENECA PLC (AZN) - 1.28% | CARPENTER TECHNOLOGY CORP (CRS) - 0.49% |
| #17 | BHP GROUP LTD (n/a) - 1.26% | AXSOME THERAPEUTICS INC (AXSM) - 0.47% |
| #18 | ABB LTD (n/a) - 1.23% | GUARDANT HEALTH INC (GH) - 0.45% |
| #19 | SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.18% | REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 0.45% |
| #20 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.13% | IDACORP INC (IDA) - 0.44% |
| #21 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | EAST WEST BANCORP INC (EWBC) - 0.44% |
| #22 | CAIXABANK SA (n/a) - 0.44% | EVERCORE INC CLASS A (EVR) - 0.44% |
| #23 | MANULIFE FINANCIAL CORP (MFC) - 0.43% | ATI INC (ATI) - 0.41% |
| #24 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 0.42% | CURTISS-WRIGHT CORP (CW) - 0.41% |
| #25 | BAYER AG (n/a) - 0.41% | MEDPACE HOLDINGS INC (MEDP) - 0.41% |
| Total Holdings | 282 | 898 |
IMTM vs SMLF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
IMTM
-0.13%
SMLF
-0.18%
3M
IMTM
+1.34%
Winner
SMLF
+4.73%
6M
IMTM
+4.64%
Winner
SMLF
+12.02%
1Y
IMTM
+20.97%
Winner
SMLF
+29.12%
5Y(CAGR)
IMTM
+9.24%
Winner
SMLF
+11.41%
10Y(CAGR)
IMTM
+9.97%
Winner
SMLF
+12.28%
Max(CAGR)
IMTM
+8.88%
Winner
SMLF
+11.70%
IMTM vs SMLF - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | SMLF |
|---|---|---|
| 2026 | +10.25% | +17.37% |
| 2025 | +34.88% | +11.90% |
| 2024 | +13.55% | +17.21% |
| 2023 | +14.13% | +20.62% |
| 2022 | -16.98% | -12.70% |
| 2021 | +2.45% | +27.90% |
| 2020 | +21.34% | +8.48% |
| 2019 | +24.70% | +21.53% |
| 2018 | -14.94% | -9.03% |
| 2017 | +25.17% | +12.31% |
| 2016 | +2.90% | +25.23% |
| 2015 | -2.08% | +2.39% |
IMTM vs SMLF Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for SMLF was -41.89%, occurring on Mar 18, 2020. Recovery took 217 trading sessions.
The current IMTM drawdown is -2.36%. The current SMLF drawdown is -1.18%.
| Rank | IMTM | SMLF |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -41.89% Jan 16, 2020 - Nov 24, 2020 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -26.27% Nov 25, 2024 - Aug 28, 2025 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -25.38% Nov 16, 2021 - Dec 14, 2023 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -24.77% Aug 29, 2018 - Jan 16, 2020 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -17.76% Jun 23, 2015 - Jul 12, 2016 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -9.35% Jan 23, 2018 - May 21, 2018 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -8.72% Jan 22, 2026 - Apr 14, 2026 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -8.55% Jul 31, 2024 - Sep 19, 2024 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -7.73% Oct 27, 2025 - Dec 10, 2025 |
| #10 | -7.40% Jun 22, 2026 - Jul 29, 2026 | -7.66% Mar 28, 2024 - May 15, 2024 |
| #11 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -6.72% Jul 1, 2021 - Aug 11, 2021 |
| #12 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -6.52% Mar 15, 2021 - Apr 5, 2021 |
| #13 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -6.20% Feb 12, 2021 - Mar 11, 2021 |
| #14 | -5.46% Mar 27, 2024 - May 28, 2024 | -5.88% Sep 22, 2016 - Nov 10, 2016 |
| #15 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -5.75% May 7, 2021 - Jun 8, 2021 |
Correlation
Correlation between IMTM and SMLF is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2015 - 2026)
IMTM vs SMLF dividend yield comparison.
| Year | IMTM | SMLF |
|---|---|---|
| 2026 | 1.13% | 0.45% |
| 2025 | 4.70% | 1.14% |
| 2024 | 2.93% | 1.33% |
| 2023 | 2.29% | 1.13% |
| 2022 | 2.68% | 1.23% |
| 2021 | 2.51% | 1.07% |
| 2020 | 0.97% | 1.33% |
| 2019 | 2.13% | 1.39% |
| 2018 | 2.36% | 1.17% |
| 2017 | 1.92% | 0.93% |
| 2016 | 2.75% | 0.78% |
| 2015 | 1.56% | 0.79% |
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