IMTM Performance — iShares MSCI Intl Momentum Factor ETF
Data updated: 2026-10-13
IMTM returned +10.02% year to date and +22.32% over one year to Jul 2026. Annualised returns are +19.46% over 3 years and +9.91% over 5 years. Against its International Large Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $170, against $158 for the category, and to $122 over one year, against $126. Volatility over the past three years was 13.32% a year. In the 12 months to Jul 2026 the fund took in a net $553.6M, and assets reached $4.16B.
IMTM Growth of $100
What $100 invested in iShares MSCI Intl Momentum Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | IMTM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $122 | $126 |
| 3 years (Aug 2023 – Jul 2026) | $170 | $158 |
| 5 years (Aug 2021 – Jul 2026) | $160 | $156 |
| Since data start (Aug 2019 – Jul 2026) | $218 | $210 |
IMTM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.02% |
| 1 year | +22.32% |
| 3 years (annualised) | +19.46% |
| 5 years (annualised) | +9.91% |
IMTM Annual Returns
Calendar-year total returns of iShares MSCI Intl Momentum Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +10.02% |
| 2025 | +34.43% |
| 2024 | +12.26% |
| 2023 | +13.67% |
| 2022 | −16.64% |
| 2021 | +6.53% |
| 2020 | +21.88% |
| 2019 (Aug–Dec) | +6.88% |
IMTM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.8% | +3.8% | −8.8% | +8.2% | +1.9% | +1.8% | −2.1% | — | — | — | — | — |
| 2025 | +4.7% | +2.1% | −0.3% | +6.3% | +5.5% | +3.4% | −2.1% | +4.0% | +3.2% | −0.6% | +1.6% | +2.7% |
| 2024 | +2.8% | +5.7% | +5.1% | −3.9% | +4.8% | −0.7% | +2.3% | +2.1% | −0.1% | −3.8% | +1.2% | −3.3% |
| 2023 | +4.9% | −2.5% | +2.1% | +3.4% | −4.6% | +5.5% | +1.9% | −3.6% | −3.5% | −1.7% | +8.4% | +3.5% |
| 2022 | −5.6% | −3.2% | +1.9% | −7.8% | +1.8% | −8.7% | +3.2% | −4.5% | −8.8% | +6.6% | +10.7% | −1.5% |
| 2021 | −1.0% | 0.0% | +0.6% | +4.2% | +1.6% | −2.0% | +1.2% | +1.1% | −3.7% | +4.7% | −4.6% | +4.8% |
| 2020 | +1.1% | −7.5% | −9.6% | +7.6% | +5.8% | +4.6% | +5.6% | +3.3% | −0.6% | −3.9% | +10.1% | +5.5% |
| 2019 | — | — | — | — | — | — | — | −0.9% | +0.5% | +2.6% | +1.2% | +3.4% |
IMTM Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.32%
- 3-year Sharpe ratio: 1.12 (vs 4.5% risk-free rate)
- Best month: +8.44% (Nov 2023)
- Worst month: −8.79% (Mar 2026)
IMTM Fund Flows
Monthly money in and out of iShares MSCI Intl Momentum Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $553.6M
- 12-month gross sales (incl. reinvestments): $619.8M
- Sales ÷ redemptions: 9.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $73.1M | $0 | $73.1M |
| Jun 2026 | $133.1M | $0 | $133.1M |
| May 2026 | $83.4M | $0 | $83.4M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $54.4M | $0 | $54.4M |
| Feb 2026 | $0 | $20.4M | −$20.4M |
| Jan 2026 | $20.1M | $45.9M | −$25.8M |
| Dec 2025 | $70.9M | $0 | $70.9M |
| Nov 2025 | $19.3M | $0 | $19.3M |
| Oct 2025 | $75.8M | $0 | $75.8M |
| Sep 2025 | $89.7M | $0 | $89.7M |
| Aug 2025 | $0 | $0 | $0 |
IMTM Assets Under Management
Net assets of iShares MSCI Intl Momentum Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $4.16B |
| 2026-04-30 | $3.86B |
| 2026-01-31 | $3.73B |
| 2025-10-31 | $3.43B |
| 2025-07-31 | $3.07B |
| 2025-04-30 | $2.67B |
| 2025-01-31 | $2.34B |
| 2024-10-31 | $2.28B |
| 2024-07-31 | $2.24B |
| 2024-04-30 | $2.01B |
| 2024-01-31 | $1.73B |
| 2023-10-31 | $1.44B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.