See what your fund actually adds

iShares MSCI Intl Momentum Factor ETF IMTM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

IMTM compared with its replication portfolio
MeasureIMTMReplication
Annualized growth9.7%10.8%
Annualized volatility16.6%15.6%
Sharpe ratio0.640.74
Maximum drawdown29.9%27.5%
Replication fit (R²)0.93 · Tracking error 4.3%

Replication portfolio

The published portfolio below is the investable basket used to model IMTM’s historical return behavior.

IMTM replication basket weights
TickerBuilding blockWeight
EFVIntl · Value47.3%
EFGIntl · Growth28.1%
MTUMFactor · Momentum21.7%
DBEFIntl · Dev Hedged2.9%