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IMTM vs SPY

Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed IMTM, delivering a return of +13.2% compared to +9.2%

IMTM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
IMTM
$4.20B
Winner
SPY
$781B
Expense Ratio
IMTM
0.30%
Winner
SPY
0.09%
Max Drawdown
Winner
IMTM
34.72%
SPY
56.47%
Sharpe Ratio
IMTM
0.95
Winner
SPY
1.43
5Y Beta
Winner
IMTM
0.82
SPY
1.00
P/E Ratio
IMTM
N/A
SPY
26.48
Forward P/E
IMTM
N/A
SPY
20.89
PEG Ratio
IMTM
N/A
SPY
0.30
5Y Dividends CAGR
Winner
IMTM
33.40%
SPY
6.00%
5Y EPS CAGR
IMTM
N/A
SPY
26.40%
Debt to Equity
IMTM
N/A
SPY
48.17%
P/S Ratio
IMTM
N/A
SPY
3.72
P/B Ratio
IMTM
N/A
SPY
5.55

IMTM vs SPY - Holdings Comparison

IMTM and SPY have 1 common holdings. Overlap is -0.01%

IMTM's top 25 holdings weight is 38.03%. SPY's top 25 holdings weight is 51.49%.

RankIMTMSPY
#1
ASML HOLDING NV (n/a) - 5.71%
NVIDIA CORP (NVDA) - 7.76%
#2
HSBC HOLDINGS PLC (n/a) - 2.81%
APPLE INC (AAPL) - 7.44%
#3
ROYAL BANK OF CANADA (n/a) - 2.47%
MICROSOFT CORP (MSFT) - 4.56%
#4
THE TORONTO-DOMINION BANK (n/a) - 1.93%
AMAZON.COM INC (AMZN) - 3.74%
#5
NOVARTIS AG REGISTERED SHARES (n/a) - 1.89%
ALPHABET INC CLASS A (GOOGL) - 3.14%
#6
ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.84%
BROADCOM INC (AVGO) - 2.83%
#7
KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.69%
ALPHABET INC CLASS C (GOOG) - 2.53%
#8
TOTALENERGIES SE (TTE:XPAR) - 1.63%
META PLATFORMS INC CLASS A (META) - 2.18%
#9
BANCO SANTANDER SA (n/a) - 1.59%
MICRON TECHNOLOGY INC (MU) - 1.69%
#10
SHELL PLC (n/a) - 1.50%
TESLA INC (TSLA) - 1.65%
#11
IBERDROLA SA (n/a) - 1.39%
ELI LILLY AND CO (LLY) - 1.44%
#12
SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.36%
JPMORGAN CHASE & CO (JPM) - 1.43%
#13
ADVANTEST CORP (n/a) - 1.35%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.39%
#14
TOKYO ELECTRON LTD (n/a) - 1.32%
ADVANCED MICRO DEVICES INC (AMD) - 1.37%
#15
MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.31%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.97%
#16
ASTRAZENECA PLC (AZN) - 1.28%
JOHNSON & JOHNSON (JNJ) - 0.93%
#17
BHP GROUP LTD (n/a) - 1.26%
VISA INC CLASS A (V) - 0.91%
#18
ABB LTD (n/a) - 1.23%
INTEL CORP (INTC) - 0.77%
#19
SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.18%
WALMART INC (WMT) - 0.75%
#20
CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.13%
ABBVIE INC (ABBV) - 0.70%
#21
TOWER SEMICONDUCTOR LTD (n/a) - 0.46%
APPLIED MATERIALS INC (AMAT) - 0.69%
#22
CAIXABANK SA (n/a) - 0.44%
CISCO SYSTEMS INC (CSCO) - 0.68%
#23
MANULIFE FINANCIAL CORP (MFC) - 0.43%
MASTERCARD INC CLASS A (MA) - 0.67%
#24
TAKEDA PHARMACEUTICAL CO LTD (n/a) - 0.42%
COSTCO WHOLESALE CORP (COST) - 0.64%
#25
BAYER AG (n/a) - 0.41%
CATERPILLAR INC (CAT) - 0.63%
Total Holdings282505

IMTM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
IMTM
-0.13%
Winner
SPY
+2.30%
3M
IMTM
+1.34%
Winner
SPY
+5.00%
6M
IMTM
+4.64%
Winner
SPY
+11.88%
1Y
IMTM
+20.97%
Winner
SPY
+22.80%
5Y(CAGR)
IMTM
+9.24%
Winner
SPY
+13.20%
10Y(CAGR)
IMTM
+9.97%
Winner
SPY
+15.26%
Max(CAGR)
Winner
IMTM
+8.88%
SPY
+8.59%

IMTM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearIMTMSPY
2026+10.25%+13.10%
2025+34.88%+18.00%
2024+13.55%+25.59%
2023+14.13%+26.72%
2022-16.98%-18.64%
2021+2.45%+30.52%
2020+21.34%+17.28%
2019+24.70%+31.09%
2018-14.94%-5.24%
2017+25.17%+20.78%
2016+2.90%+13.59%
2015-2.08%+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

IMTM vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current IMTM drawdown is -2.36%. The current SPY drawdown is -0.36%.

RankIMTMSPY
#1-32.60%
Nov 8, 2021 - Mar 6, 2024		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-29.79%
Feb 19, 2020 - Jul 10, 2020		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-23.03%
Jan 26, 2018 - Jan 14, 2020		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-19.90%
May 21, 2015 - Apr 25, 2017		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-12.85%
Feb 25, 2026 - May 13, 2026		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-12.41%
Mar 19, 2025 - Apr 24, 2025		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-12.00%
Jul 16, 2024 - Sep 26, 2024		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-10.56%
Feb 16, 2021 - Jun 1, 2021		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-8.53%
Sep 26, 2024 - Feb 13, 2025		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.40%
Jun 22, 2026 - Jul 29, 2026		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.81%
Jun 7, 2021 - Aug 10, 2021		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-6.70%
Sep 7, 2021 - Nov 3, 2021		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-6.70%
Oct 12, 2020 - Nov 5, 2020		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-5.46%
Mar 27, 2024 - May 28, 2024		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-5.37%
Nov 12, 2025 - Dec 10, 2025		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between IMTM and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

IMTM vs SPY dividend yield comparison.

YearIMTMSPY
20261.13%0.48%
20254.70%1.07%
20242.93%1.21%
20232.29%1.40%
20222.68%1.65%
20212.51%1.20%
20200.97%1.52%
20192.13%1.75%
20182.36%2.04%
20171.92%1.80%
20162.75%2.03%
20151.56%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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