See what your fund actually adds
iShares MSCI USA Momentum Factor ETF MTUM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MTUM | Replication |
|---|---|---|
| Annualized growth | 13.0% | 18.1% |
| Annualized volatility | 20.3% | 18.9% |
| Sharpe ratio | 0.70 | 0.97 |
| Maximum drawdown | 31.9% | 24.4% |
| Replication fit (R²) | 0.91 · Tracking error 5.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model MTUM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPMO | Factor · Momentum | 77.3% |
| XLK | Sector · Technology | 6.2% |
| VBK | Small-Cap · Growth | 6.2% |
| ICVT | FI · Convertibles | 5.9% |
| VOT | Mid-Cap · Growth | 4.3% |