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 +13.3% compared to +9.1%
IMTM vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$3.60B
Winner
SPY
$652B
Expense Ratio
IMTM
0.30%
Winner
SPY
0.09%
Max Drawdown
Winner
IMTM
34.72%
SPY
56.47%
Sharpe Ratio
IMTM
1.38
Winner
SPY
2.07
5Y Beta
Winner
IMTM
0.82
SPY
1.00
P/E Ratio
IMTM
N/A
SPY
28.24
Forward P/E
IMTM
N/A
SPY
21.85
5Y Dividends CAGR
Winner
IMTM
37.85%
SPY
5.43%
5Y EPS CAGR
IMTM
N/A
SPY
25.79%
Debt to Equity
IMTM
N/A
SPY
22.35%
P/S Ratio
IMTM
N/A
SPY
3.55
P/B Ratio
IMTM
N/A
SPY
5.29
IMTM vs SPY - Holdings Comparison
IMTM and SPY have 1 common holdings. Overlap is 0.00%
IMTM's top 25 holdings weight is 37.58%. SPY's top 25 holdings weight is 51.32%.
| Rank | IMTM | SPY |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 4.15% | NVIDIA CORP (NVDA) - 8.45% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.93% | APPLE INC (AAPL) - 6.48% |
| #3 | BANCO SANTANDER SA (n/a) - 2.36% | MICROSOFT CORP (MSFT) - 5.20% |
| #4 | ROYAL BANK OF CANADA (n/a) - 2.18% | AMAZON.COM INC (AMZN) - 4.14% |
| #5 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 2.14% | ALPHABET INC CLASS A (GOOGL) - 3.32% |
| #6 | ADVANTEST CORP (n/a) - 1.73% | BROADCOM INC (AVGO) - 3.09% |
| #7 | THE TORONTO-DOMINION BANK (n/a) - 1.72% | ALPHABET INC CLASS C (GOOG) - 2.65% |
| #8 | IBERDROLA SA (n/a) - 1.64% | META PLATFORMS INC CLASS A (META) - 2.40% |
| #9 | ROLLS-ROYCE HOLDINGS PLC (n/a) - 1.56% | TESLA INC (TSLA) - 1.73% |
| #10 | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.51% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.43% |
| #11 | SOFTBANK GROUP CORP (n/a) - 1.31% | JPMORGAN CHASE & CO (JPM) - 1.37% |
| #12 | ALLIANZ SE (n/a) - 1.20% | ELI LILLY AND CO (LLY) - 1.13% |
| #13 | AGNICO EAGLE MINES LTD (AEM) - 1.18% | EXXON MOBIL CORP (XOM) - 1.03% |
| #14 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.16% | MICRON TECHNOLOGY INC (MU) - 0.93% |
| #15 | BRITISH AMERICAN TOBACCO PLC (n/a) - 1.11% | WALMART INC (WMT) - 0.91% |
| #16 | RHEINMETALL AG (n/a) - 1.03% | JOHNSON & JOHNSON (JNJ) - 0.90% |
| #17 | HITACHI LTD (n/a) - 1.03% | ADVANCED MICRO DEVICES INC (AMD) - 0.86% |
| #18 | MITSUBISHI HEAVY INDUSTRIES LTD (n/a) - 1.01% | VISA INC CLASS A (V) - 0.85% |
| #19 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.00% | COSTCO WHOLESALE CORP (COST) - 0.72% |
| #20 | NOVARTIS AG REGISTERED SHARES (n/a) - 0.98% | MASTERCARD INC CLASS A (MA) - 0.67% |
| #21 | UNICREDIT SPA (n/a) - 0.97% | INTEL CORP (INTC) - 0.65% |
| #22 | ABB LTD (n/a) - 0.95% | NETFLIX INC (NFLX) - 0.64% |
| #23 | MIZUHO FINANCIAL GROUP INC (n/a) - 0.93% | CATERPILLAR INC (CAT) - 0.62% |
| #24 | BARRICK MINING CORP (n/a) - 0.91% | CHEVRON CORP (CVX) - 0.58% |
| #25 | FUJIKURA LTD (n/a) - 0.89% | PROCTER & GAMBLE CO (PG) - 0.57% |
| Total Holdings | 318 | 505 |
IMTM vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
+2.66%
Winner
SPY
+9.11%
3M
IMTM
+0.78%
Winner
SPY
+6.59%
6M
Winner
IMTM
+14.36%
SPY
+10.56%
1Y
IMTM
+29.27%
Winner
SPY
+32.04%
5Y(CAGR)
IMTM
+9.15%
Winner
SPY
+13.35%
10Y(CAGR)
IMTM
+10.31%
Winner
SPY
+15.49%
Max(CAGR)
Winner
IMTM
+8.93%
SPY
+8.50%
IMTM vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | SPY |
|---|---|---|
| 2026 | +8.44% | +8.27% |
| 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% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/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 -0.55%.
| Rank | IMTM | SPY |
|---|---|---|
| #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 - Mar 30, 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 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -5.46% Mar 27, 2024 - May 28, 2024 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -4.74% Sep 2, 2020 - Oct 9, 2020 | -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.
| Year | IMTM | SPY |
|---|---|---|
| 2026 | 0.00% | 0.24% |
| 2025 | 4.70% | 1.07% |
| 2024 | 2.93% | 1.21% |
| 2023 | 2.29% | 1.40% |
| 2022 | 2.68% | 1.65% |
| 2021 | 2.51% | 1.20% |
| 2020 | 0.97% | 1.52% |
| 2019 | 2.13% | 1.75% |
| 2018 | 2.36% | 2.04% |
| 2017 | 1.92% | 1.80% |
| 2016 | 2.75% | 2.03% |
| 2015 | 1.56% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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