MTUM vs SDY
Comparison between ISHARES MSCI USA MOMENTUM FACTOR ETF (MTUM, ETF) and SPDR(R) S&P(R) DIVIDEND ETF (SDY, ETF).
5-Year PerformanceMTUM has outperformed SDY, delivering a return of +13.6% compared to +5.9%
MTUM vs SDY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
MTUM
$20B
Winner
SDY
$21B
Expense Ratio
Winner
MTUM
0.15%
SDY
0.35%
Max Drawdown
Winner
MTUM
34.08%
SDY
58.57%
Sharpe Ratio
Winner
MTUM
1.76
SDY
1.05
5Y Beta
MTUM
1.19
Winner
SDY
0.48
P/E Ratio
MTUM
33.91
Winner
SDY
21.14
Forward P/E
MTUM
21.60
Winner
SDY
17.23
PEG Ratio
Winner
MTUM
0.27
SDY
0.92
5Y Dividends CAGR
Winner
MTUM
13.21%
SDY
7.36%
5Y EPS CAGR
Winner
MTUM
28.90%
SDY
8.33%
Debt to Equity
MTUM
38.09%
Winner
SDY
35.03%
P/S Ratio
MTUM
3.61
Winner
SDY
1.86
P/B Ratio
MTUM
6.31
Winner
SDY
3.01
MTUM vs SDY - Holdings Comparison
MTUM and SDY have 20 common holdings. Overlap is 8.27%
MTUM's top 25 holdings weight is 68.38%. SDY's top 25 holdings weight is 39.30%.
| Rank | MTUM | SDY |
|---|---|---|
| #1 | MICRON TECHNOLOGY INC (MU) - 5.71% | VERIZON COMMUNICATIONS INC (VZ) - 3.31% |
| #2 | BROADCOM INC (AVGO) - 5.47% | REALTY INCOME CORP (O) - 2.50% |
| #3 | NVIDIA CORP (NVDA) - 5.10% | TARGET CORP (TGT) - 2.22% |
| #4 | ADVANCED MICRO DEVICES INC (AMD) - 3.85% | CHEVRON CORP (CVX) - 2.12% |
| #5 | JOHNSON & JOHNSON (JNJ) - 3.73% | PEPSICO INC (PEP) - 1.77% |
| #6 | LAM RESEARCH CORP (LRCX) - 3.68% | WEC ENERGY GROUP INC (WEC) - 1.62% |
| #7 | INTEL CORP (INTC) - 3.49% | EXXON MOBIL CORP (XOM) - 1.61% |
| #8 | EXXON MOBIL CORP (XOM) - 3.34% | KENVUE INC (KVUE) - 1.57% |
| #9 | CATERPILLAR INC (CAT) - 3.02% | CONSOLIDATED EDISON INC (ED) - 1.55% |
| #10 | JPMORGAN CHASE & CO (JPM) - 2.89% | TEXAS INSTRUMENTS INC (TXN) - 1.55% |
| #11 | ALPHABET INC CLASS A (GOOGL) - 2.71% | SOUTHERN CO (SO) - 1.54% |
| #12 | WALMART INC (WMT) - 2.70% | KIMBERLY-CLARK CORP (KMB) - 1.54% |
| #13 | GE VERNOVA INC (GEV) - 2.65% | AIR PRODUCTS AND CHEMICALS INC (APD) - 1.38% |
| #14 | APPLIED MATERIALS INC (AMAT) - 2.45% | XCEL ENERGY INC (XEL) - 1.36% |
| #15 | ALPHABET INC CLASS C (GOOG) - 2.21% | ARCHER-DANIELS-MIDLAND CO (ADM) - 1.33% |
| #16 | GE AEROSPACE (GE) - 1.89% | EDISON INTERNATIONAL (EIX) - 1.31% |
| #17 | KLA CORP (KLAC) - 1.76% | NEXTERA ENERGY INC (NEE) - 1.30% |
| #18 | THE GOLDMAN SACHS GROUP INC (GS) - 1.74% | COCA-COLA CO (KO) - 1.30% |
| #19 | n/a (PLTR) - 1.58% | LOCKHEED MARTIN CORP (LMT) - 1.25% |
| #20 | AMPHENOL CORP CLASS A (APH) - 1.58% | ABBVIE INC (ABBV) - 1.24% |
| #21 | RTX CORP (RTX) - 1.46% | PROCTER & GAMBLE CO (PG) - 1.23% |
| #22 | WESTERN DIGITAL CORP (WDC) - 1.43% | SYSCO CORP (SYY) - 1.19% |
| #23 | SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.35% | MICROCHIP TECHNOLOGY INC (MCHP) - 1.18% |
| #24 | MORGAN STANLEY (MS) - 1.33% | JOHNSON & JOHNSON (JNJ) - 1.17% |
| #25 | CORNING INC (GLW) - 1.26% | EVERSOURCE ENERGY (ES) - 1.16% |
| Total Holdings | 128 | 158 |
MTUM vs SDY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
MTUM
+16.24%
SDY
-0.14%
3M
Winner
MTUM
+17.34%
SDY
-2.68%
6M
Winner
MTUM
+22.04%
SDY
+9.30%
1Y
Winner
MTUM
+39.79%
SDY
+14.99%
5Y(CAGR)
Winner
MTUM
+13.61%
SDY
+5.88%
10Y(CAGR)
Winner
MTUM
+16.50%
SDY
+9.42%
Max(CAGR)
Winner
MTUM
+15.97%
SDY
+8.87%
MTUM vs SDY - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | MTUM | SDY |
|---|---|---|
| 2026 | +19.52% | +6.33% |
| 2025 | +21.53% | +8.85% |
| 2024 | +35.37% | +8.00% |
| 2023 | +10.93% | +2.35% |
| 2022 | -18.43% | -0.44% |
| 2021 | +14.23% | +27.12% |
| 2020 | +29.42% | +2.06% |
| 2019 | +28.11% | +24.12% |
| 2018 | -2.42% | -2.82% |
| 2017 | +37.10% | +15.46% |
| 2016 | +7.16% | +21.95% |
| 2015 | +9.10% | -0.69% |
| 2014 | +15.81% | +15.05% |
| 2013 | +19.20% | +27.23% |
| 2012 | N/A | +10.85% |
| 2011 | N/A | +6.44% |
| 2010 | N/A | +14.94% |
| 2009 | N/A | +16.62% |
| 2008 | N/A | -21.76% |
| 2007 | N/A | -7.06% |
| 2006 | N/A | +16.23% |
| 2005 | N/A | +1.10% |
MTUM vs SDY Drawdown Comparison
The maximum drawdown for MTUM was -34.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The maximum drawdown for SDY was -54.78%, occurring on Mar 9, 2009. Recovery took 985 trading sessions.
The current SDY drawdown is -4.50%.
| Rank | MTUM | SDY |
|---|---|---|
| #1 | -34.08% Feb 19, 2020 - Jul 6, 2020 | -54.78% Jun 1, 2007 - Apr 28, 2011 |
| #2 | -32.28% Nov 3, 2021 - Mar 4, 2024 | -36.66% Feb 14, 2020 - Nov 24, 2020 |
| #3 | -22.12% Oct 1, 2018 - Jun 18, 2019 | -16.06% Jul 7, 2011 - Dec 27, 2011 |
| #4 | -20.99% Feb 18, 2025 - May 15, 2025 | -15.21% Aug 16, 2022 - Dec 2, 2022 |
| #5 | -15.75% Feb 12, 2021 - Aug 5, 2021 | -15.02% Feb 2, 2023 - Mar 12, 2024 |
| #6 | -12.96% Jul 10, 2024 - Sep 23, 2024 | -14.40% Nov 29, 2024 - Aug 13, 2025 |
| #7 | -12.95% Dec 29, 2015 - May 10, 2016 | -14.22% Sep 21, 2018 - Feb 19, 2019 |
| #8 | -11.54% Jan 29, 2026 - Apr 9, 2026 | -13.20% Apr 20, 2022 - Aug 15, 2022 |
| #9 | -10.79% Jul 20, 2015 - Nov 27, 2015 | -10.85% Dec 29, 2014 - Nov 2, 2015 |
| #10 | -10.31% Sep 2, 2020 - Nov 30, 2020 | -9.42% Jan 26, 2018 - Aug 6, 2018 |
| #11 | -10.23% Jan 26, 2018 - Jun 6, 2018 | -9.33% Nov 3, 2015 - Mar 1, 2016 |
| #12 | -8.90% Mar 5, 2014 - Jun 20, 2014 | -7.67% Feb 27, 2026 - Mar 20, 2026 |
| #13 | -8.58% Sep 18, 2014 - Oct 31, 2014 | -6.96% Jan 7, 2022 - Mar 29, 2022 |
| #14 | -8.18% Mar 7, 2024 - May 15, 2024 | -6.93% May 21, 2013 - Jul 18, 2013 |
| #15 | -7.82% Oct 29, 2025 - Jan 6, 2026 | -6.87% May 10, 2021 - Nov 3, 2021 |
Correlation
Correlation between MTUM and SDY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2005 - 2026)
MTUM vs SDY dividend yield comparison.
| Year | MTUM | SDY |
|---|---|---|
| 2026 | 0.07% | 0.59% |
| 2025 | 0.91% | 2.61% |
| 2024 | 0.75% | 2.56% |
| 2023 | 1.35% | 2.64% |
| 2022 | 1.80% | 2.55% |
| 2021 | 0.55% | 2.63% |
| 2020 | 0.83% | 2.85% |
| 2019 | 1.48% | 2.45% |
| 2018 | 1.27% | 2.73% |
| 2017 | 1.02% | 4.69% |
| 2016 | 1.43% | 3.30% |
| 2015 | 1.12% | 6.20% |
| 2014 | 1.04% | 4.74% |
| 2013 | 1.02% | 3.95% |
| 2012 | 0.00% | 3.28% |
| 2011 | 0.00% | 3.23% |
| 2010 | 0.00% | 3.35% |
| 2009 | 0.00% | 3.75% |
| 2008 | 0.00% | 5.44% |
| 2007 | 0.00% | 5.03% |
| 2006 | 0.00% | 2.86% |
| 2005 | 0.00% | 0.57% |
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