MTUM vs SHY
Comparison between ISHARES MSCI USA MOMENTUM FACTOR ETF (MTUM, ETF) and ISHARES 1-3 YEAR TREASURY BOND ETF (SHY, ETF).
5-Year PerformanceMTUM has outperformed SHY, delivering a return of +13.0% compared to +1.9%
MTUM vs SHY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
MTUM vs SHY - Historical Returns
Returns include dividend reinvestment.
MTUM vs SHY - Annual Returns (2002 - 2026)
Returns include dividend reinvestment.
| Year | MTUM | SHY |
|---|---|---|
| 2026 | +20.99% | +1.02% |
| 2025 | +21.53% | +4.98% |
| 2024 | +35.37% | +4.04% |
| 2023 | +10.93% | +4.07% |
| 2022 | -18.43% | -3.77% |
| 2021 | +14.23% | -0.73% |
| 2020 | +29.42% | +2.99% |
| 2019 | +28.11% | +3.37% |
| 2018 | -2.42% | +1.50% |
| 2017 | +37.10% | +0.34% |
| 2016 | +7.16% | +0.69% |
| 2015 | +9.10% | +0.32% |
| 2014 | +15.81% | +0.40% |
| 2013 | +19.20% | +0.24% |
| 2012 | N/A | +0.34% |
| 2011 | N/A | +1.46% |
| 2010 | N/A | +2.14% |
| 2009 | N/A | +0.89% |
| 2008 | N/A | +6.42% |
| 2007 | N/A | +7.24% |
| 2006 | N/A | +3.75% |
| 2005 | N/A | +1.52% |
| 2004 | N/A | +0.91% |
| 2003 | N/A | +2.19% |
| 2002 | N/A | +2.03% |
MTUM vs SHY Drawdown Comparison
The maximum drawdown for MTUM was -34.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The maximum drawdown for SHY was -5.71%, occurring on Oct 20, 2022. Recovery took 713 trading sessions.
The current MTUM drawdown is -11.60%. The current SHY drawdown is -0.07%.
| Rank | MTUM | SHY |
|---|---|---|
| #1 | -34.08% Feb 19, 2020 - Jul 6, 2020 | -5.71% Aug 2, 2021 - Jun 3, 2024 |
| #2 | -32.28% Nov 3, 2021 - Mar 4, 2024 | -2.23% Mar 17, 2008 - Sep 15, 2008 |
| #3 | -22.12% Oct 1, 2018 - Jun 18, 2019 | -1.90% Mar 24, 2004 - Oct 20, 2004 |
| #4 | -20.99% Feb 18, 2025 - May 15, 2025 | -1.19% Dec 30, 2008 - Jul 8, 2009 |
| #5 | -17.99% Jun 22, 2026 - Jul 29, 2026 | -1.07% Sep 7, 2017 - Nov 28, 2018 |
| #6 | -15.75% Feb 12, 2021 - Aug 5, 2021 | -0.99% Jul 5, 2016 - Aug 11, 2017 |
| #7 | -12.96% Jul 10, 2024 - Sep 23, 2024 | -0.98% Jun 13, 2003 - Sep 30, 2003 |
| #8 | -12.95% Dec 29, 2015 - May 10, 2016 | -0.97% Sep 24, 2024 - Jan 27, 2025 |
| #9 | -11.54% Jan 29, 2026 - Apr 9, 2026 | -0.89% Feb 27, 2026 - Jul 15, 2026 |
| #10 | -10.79% Jul 20, 2015 - Nov 27, 2015 | -0.88% Sep 17, 2008 - Oct 2, 2008 |
| #11 | -10.31% Sep 2, 2020 - Nov 30, 2020 | -0.87% Oct 25, 2004 - May 5, 2005 |
| #12 | -10.23% Jan 26, 2018 - Jun 6, 2018 | -0.87% Dec 1, 2009 - Feb 5, 2010 |
| #13 | -8.90% Mar 5, 2014 - Jun 20, 2014 | -0.81% Nov 1, 2010 - May 3, 2011 |
| #14 | -8.58% Sep 18, 2014 - Oct 31, 2014 | -0.80% Oct 9, 2002 - Oct 31, 2002 |
| #15 | -8.18% Mar 7, 2024 - May 15, 2024 | -0.75% Jul 10, 2009 - Aug 28, 2009 |
Correlation
Correlation between MTUM and SHY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (2002 - 2026)
MTUM vs SHY dividend yield comparison.
| Year | MTUM | SHY |
|---|---|---|
| 2026 | 0.19% | 2.07% |
| 2025 | 0.91% | 3.81% |
| 2024 | 0.75% | 3.92% |
| 2023 | 1.35% | 2.99% |
| 2022 | 1.80% | 1.30% |
| 2021 | 0.55% | 0.26% |
| 2020 | 0.83% | 0.94% |
| 2019 | 1.48% | 2.12% |
| 2018 | 1.27% | 1.72% |
| 2017 | 1.02% | 0.98% |
| 2016 | 1.43% | 0.71% |
| 2015 | 1.12% | 0.54% |
| 2014 | 1.04% | 0.36% |
| 2013 | 1.02% | 0.26% |
| 2012 | 0.00% | 0.37% |
| 2011 | 0.00% | 0.81% |
| 2010 | 0.00% | 1.03% |
| 2009 | 0.00% | 2.41% |
| 2008 | 0.00% | 3.41% |
| 2007 | 0.00% | 4.27% |
| 2006 | 0.00% | 4.13% |
| 2005 | 0.00% | 3.05% |
| 2004 | 0.00% | 1.94% |
| 2003 | 0.00% | 1.59% |
| 2002 | 0.00% | 0.78% |
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