MTUM Performance — iShares MSCI USA Momentum Factor ETF
Data updated: 2026-10-13
MTUM returned +19.97% year to date and +25.07% over one year to Jul 2026. Annualised returns are +27.90% over 3 years and +12.58% over 5 years. The fund beat its US Large Growth category average: $100 invested three years ago grew to $209, against $166 for the category, and to $125 over one year, against $111. Volatility over the past three years was 20.72% a year. In the 12 months to Jul 2026 the fund took in a net $2.8B, and assets reached $25.32B.
MTUM Growth of $100
What $100 invested in iShares MSCI USA Momentum Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | MTUM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $125 | $111 |
| 3 years (Aug 2023 – Jul 2026) | $209 | $166 |
| 5 years (Aug 2021 – Jul 2026) | $181 | $158 |
| Since data start (Aug 2019 – Jul 2026) | $267 | $261 |
MTUM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +19.97% |
| 1 year | +25.07% |
| 3 years (annualised) | +27.90% |
| 5 years (annualised) | +12.58% |
MTUM Annual Returns
Calendar-year total returns of iShares MSCI USA Momentum Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +19.97% |
| 2025 | +22.12% |
| 2024 | +32.89% |
| 2023 | +9.10% |
| 2022 | −18.33% |
| 2021 | +13.35% |
| 2020 | +29.70% |
| 2019 (Aug–Dec) | +4.82% |
MTUM 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 | +2.3% | −1.1% | −5.0% | +18.2% | +11.2% | +8.8% | −12.7% | — | — | — | — | — |
| 2025 | +5.9% | −0.3% | −7.4% | +3.9% | +10.4% | +4.0% | +0.3% | +1.0% | +5.5% | −0.9% | −1.6% | +0.3% |
| 2024 | +5.6% | +10.1% | +2.9% | −5.6% | +5.3% | +4.6% | −2.0% | +3.4% | +2.9% | −0.1% | +6.9% | −4.0% |
| 2023 | −0.6% | −4.0% | +0.4% | +2.4% | −4.9% | +7.0% | +1.7% | +0.3% | −4.8% | −1.6% | +9.2% | +4.8% |
| 2022 | −9.1% | −2.7% | +4.6% | −12.7% | −0.5% | −6.5% | +5.2% | −1.9% | −6.0% | +12.5% | +3.6% | −3.9% |
| 2021 | +1.7% | −0.6% | −1.2% | +7.1% | −1.1% | +1.9% | +0.9% | +4.1% | −3.5% | +8.6% | −4.0% | −0.5% |
| 2020 | +3.7% | −7.4% | −11.4% | +11.8% | +5.9% | +4.3% | +6.8% | +9.7% | −3.9% | −4.2% | +10.6% | +3.5% |
| 2019 | — | — | — | — | — | — | — | +0.3% | −1.2% | +0.6% | +3.4% | +1.8% |
MTUM Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 20.72%
- 3-year Sharpe ratio: 1.13 (vs 4.5% risk-free rate)
- Best month: +18.22% (Apr 2026)
- Worst month: −12.69% (Jul 2026)
MTUM Fund Flows
Monthly money in and out of iShares MSCI USA Momentum Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $2.8B
- 12-month gross sales (incl. reinvestments): $11.0B
- Sales ÷ redemptions: 1.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.0B | $2.1B | −$74.1M |
| Jun 2026 | $1.5B | $1.3B | $118.5M |
| May 2026 | $1.1B | $1.3B | −$265.8M |
| Apr 2026 | $421.5M | $177.9M | $243.5M |
| Mar 2026 | $445.4M | $338.6M | $106.8M |
| Feb 2026 | $632.8M | $442.7M | $190.2M |
| Jan 2026 | $512.8M | $192.3M | $320.5M |
| Dec 2025 | $449.7M | $414.0M | $35.7M |
| Nov 2025 | $1.7B | $529.7M | $1.2B |
| Oct 2025 | $662.9M | $394.0M | $268.9M |
| Sep 2025 | $745.3M | $460.8M | $284.5M |
| Aug 2025 | $781.4M | $390.0M | $391.4M |
MTUM Assets Under Management
Net assets of iShares MSCI USA Momentum Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $25.32B |
| 2026-04-30 | $24.18B |
| 2026-01-31 | $21.25B |
| 2025-10-31 | $19.47B |
| 2025-07-31 | $17.58B |
| 2025-04-30 | $14.46B |
| 2025-01-31 | $15.18B |
| 2024-10-31 | $10.32B |
| 2024-07-31 | $10.17B |
| 2024-04-30 | $9.56B |
| 2024-01-31 | $9.05B |
| 2023-10-31 | $7.65B |
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.