IMTM vs TSPA
Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and T. ROWE PRICE U.S. EQUITY RESEARCH ETF (TSPA, ETF).
5-Year PerformanceTSPA has outperformed IMTM, delivering a return of +13.9% compared to +9.4%
IMTM vs TSPA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMTM
$4.20B
Winner
TSPA
$4.30B
Expense Ratio
Winner
IMTM
0.30%
TSPA
0.34%
Max Drawdown
IMTM
34.72%
Winner
TSPA
24.72%
Sharpe Ratio
IMTM
0.94
Winner
TSPA
1.33
5Y Beta
Winner
IMTM
0.83
TSPA
0.97
P/E Ratio
IMTM
N/A
TSPA
29.02
Forward P/E
IMTM
N/A
TSPA
21.10
PEG Ratio
IMTM
N/A
TSPA
0.45
5Y Dividends CAGR
IMTM
33.40%
TSPA
N/A
5Y EPS CAGR
IMTM
N/A
TSPA
30.92%
Debt to Equity
IMTM
N/A
TSPA
52.68%
P/S Ratio
IMTM
N/A
TSPA
4.42
P/B Ratio
IMTM
N/A
TSPA
6.16
IMTM vs TSPA - Holdings Comparison
IMTM and TSPA have 2 common holdings. Overlap is 0.09%
IMTM's top 25 holdings weight is 38.03%. TSPA's top 25 holdings weight is 49.55%.
| Rank | IMTM | TSPA |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 5.71% | NVIDIA CORP (NVDA) - 7.39% |
| #2 | HSBC HOLDINGS PLC (n/a) - 2.81% | APPLE INC (AAPL) - 6.50% |
| #3 | ROYAL BANK OF CANADA (n/a) - 2.47% | MICROSOFT CORP (MSFT) - 4.27% |
| #4 | THE TORONTO-DOMINION BANK (n/a) - 1.93% | AMAZON.COM INC (AMZN) - 3.71% |
| #5 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.89% | ALPHABET INC CLASS C (GOOG) - 3.34% |
| #6 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.84% | BROADCOM INC (AVGO) - 2.65% |
| #7 | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 1.69% | ALPHABET INC CLASS A (GOOGL) - 2.58% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.63% | MICRON TECHNOLOGY INC (MU) - 2.14% |
| #9 | BANCO SANTANDER SA (n/a) - 1.59% | META PLATFORMS INC CLASS A (META) - 2.04% |
| #10 | SHELL PLC (n/a) - 1.50% | TESLA INC (TSLA) - 1.79% |
| #11 | IBERDROLA SA (n/a) - 1.39% | ADVANCED MICRO DEVICES INC (AMD) - 1.76% |
| #12 | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.36% | ELI LILLY AND CO (LLY) - 1.54% |
| #13 | ADVANTEST CORP (n/a) - 1.35% | INTEL CORP (INTC) - 1.32% |
| #14 | TOKYO ELECTRON LTD (n/a) - 1.32% | JPMORGAN CHASE & CO (JPM) - 1.27% |
| #15 | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.31% | APPLIED MATERIALS INC (AMAT) - 1.11% |
| #16 | ASTRAZENECA PLC (AZN) - 1.28% | MASTERCARD INC CLASS A (MA) - 1.07% |
| #17 | BHP GROUP LTD (n/a) - 1.26% | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #18 | ABB LTD (n/a) - 1.23% | CATERPILLAR INC (CAT) - 0.88% |
| #19 | SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.18% | CISCO SYSTEMS INC (CSCO) - 0.87% |
| #20 | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.13% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.82% |
| #21 | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% | VERTIV HOLDINGS CO CLASS A (VRT) - 0.33% |
| #22 | CAIXABANK SA (n/a) - 0.44% | GE VERNOVA INC (GEV) - 0.32% |
| #23 | MANULIFE FINANCIAL CORP (MFC) - 0.43% | CHARLES SCHWAB CORP (SCHW) - 0.32% |
| #24 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 0.42% | WESTERN DIGITAL CORP (WDC) - 0.31% |
| #25 | BAYER AG (n/a) - 0.41% | U.S. BANCORP (USB) - 0.31% |
| Total Holdings | 282 | 292 |
IMTM vs TSPA - Historical Returns
Returns include dividend reinvestment.
1M
IMTM
+2.72%
Winner
TSPA
+2.96%
3M
IMTM
+4.14%
Winner
TSPA
+5.20%
6M
IMTM
+5.60%
Winner
TSPA
+12.15%
1Y
IMTM
+21.69%
Winner
TSPA
+23.25%
5Y(CAGR)
IMTM
+9.44%
Winner
TSPA
+13.90%
10Y(CAGR)
IMTM
+10.04%
TSPA
N/A
Max(CAGR)
IMTM
+8.97%
Winner
TSPA
+14.53%
IMTM vs TSPA - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | IMTM | TSPA |
|---|---|---|
| 2026 | +11.27% | +13.59% |
| 2025 | +34.88% | +16.49% |
| 2024 | +13.55% | +27.28% |
| 2023 | +14.13% | +30.41% |
| 2022 | -16.98% | -19.11% |
| 2021 | +2.45% | +13.72% |
| 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 TSPA Drawdown Comparison
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The maximum drawdown for TSPA was -24.72%, occurring on Oct 12, 2022. Recovery took 478 trading sessions.
The current IMTM drawdown is -1.45%.
| Rank | IMTM | TSPA |
|---|---|---|
| #1 | -32.60% Nov 8, 2021 - Mar 6, 2024 | -24.72% Dec 29, 2021 - Nov 22, 2023 |
| #2 | -29.79% Feb 19, 2020 - Jul 10, 2020 | -19.04% Feb 19, 2025 - Jun 27, 2025 |
| #3 | -23.03% Jan 26, 2018 - Jan 14, 2020 | -9.24% Jan 29, 2026 - Apr 14, 2026 |
| #4 | -19.90% May 21, 2015 - Apr 25, 2017 | -8.90% Jul 16, 2024 - Sep 19, 2024 |
| #5 | -12.85% Feb 25, 2026 - May 13, 2026 | -5.49% Mar 28, 2024 - May 14, 2024 |
| #6 | -12.41% Mar 19, 2025 - Apr 24, 2025 | -5.40% Oct 29, 2025 - Dec 11, 2025 |
| #7 | -12.00% Jul 16, 2024 - Sep 26, 2024 | -4.78% Aug 30, 2021 - Oct 19, 2021 |
| #8 | -10.56% Feb 16, 2021 - Jun 1, 2021 | -4.46% Jun 2, 2026 - Aug 4, 2026 |
| #9 | -8.53% Sep 26, 2024 - Feb 13, 2025 | -4.16% Nov 16, 2021 - Dec 23, 2021 |
| #10 | -7.40% Jun 22, 2026 - Jul 29, 2026 | -3.91% Dec 6, 2024 - Jan 22, 2025 |
| #11 | -6.81% Jun 7, 2021 - Aug 10, 2021 | -2.97% Oct 8, 2025 - Oct 24, 2025 |
| #12 | -6.70% Sep 7, 2021 - Nov 3, 2021 | -2.82% Jul 12, 2021 - Jul 23, 2021 |
| #13 | -6.70% Oct 12, 2020 - Nov 5, 2020 | -2.77% Dec 11, 2025 - Dec 23, 2025 |
| #14 | -5.46% Mar 27, 2024 - May 28, 2024 | -2.64% Oct 14, 2024 - Nov 6, 2024 |
| #15 | -5.37% Nov 12, 2025 - Dec 10, 2025 | -2.59% Jan 12, 2026 - Jan 27, 2026 |
Correlation
Correlation between IMTM and TSPA 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 TSPA dividend yield comparison.
| Year | IMTM | TSPA |
|---|---|---|
| 2026 | 1.12% | 0.00% |
| 2025 | 4.70% | 0.62% |
| 2024 | 2.93% | 0.50% |
| 2023 | 2.29% | 0.41% |
| 2022 | 2.68% | 1.16% |
| 2021 | 2.51% | 0.43% |
| 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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