Performance analysis of MTUM (ISHARES MSCI USA MOMENTUM FACTOR ETF)
Annual Return
Over the past 3 years, MTUM has had an average annual return of +28.83%, outperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, MTUM has had an average annual return of +13.02%, outperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, MTUM has had an average annual return of +15.88%, outperforming the benchmark SPY, which returned +14.91% annual.
Since Apr 18, 2013, MTUM has had an average annual return of +15.73%, outperforming the benchmark SPY, which returned +14.52% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +21.14% | +22.15% | +32.89% | +9.16% | -18.26% | +13.37% | +29.85% | +27.26% | -1.66% | +37.50% | +5% | +8.93% |
| 2014 | 2013 | ||||||||||
| +14.61% | +19.20% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.23% | -1.14% | -5.04% | +18.33% | +11.21% | +8.67% | -11.72% | +21.14% | |||||
| 2025 | +5.90% | -0.32% | -7.22% | +3.71% | +10.45% | +4% | +0.40% | +1.01% | +5.47% | -0.87% | -1.56% | +0.29% | +22.15% |
| 2024 | +5.58% | +10% | +2.91% | -5.47% | +5.36% | +4.54% | -2.00% | +3.35% | +2.95% | -0.17% | +6.97% | -4.10% | +32.89% |
| 2023 | -0.55% | -4.04% | +0.44% | +2.40% | -4.83% | +6.88% | +1.73% | +0.31% | -4.81% | -1.63% | +9.23% | +4.76% | +9.16% |
| 2022 | -9.03% | -2.68% | +4.77% | -12.68% | -0.60% | -6.39% | +5.17% | -2.00% | -5.95% | +12.55% | +3.47% | -3.93% | -18.26% |
| 2021 | +1.59% | -0.58% | -1.19% | +7.05% | -1.06% | +1.86% | +0.92% | +4.12% | -3.47% | +8.59% | -3.95% | -0.48% | +13.37% |
| 2020 | +3.74% | -7.18% | -11.54% | +11.70% | +5.87% | +4.32% | +7.01% | +9.48% | -3.80% | -4.19% | +10.63% | +3.44% | +29.85% |
| 2019 | +6.46% | +3.39% | +2.12% | +2.26% | -2.20% | +6.12% | +1.80% | +0.27% | -1.14% | +0.65% | +3.29% | +1.69% | +27.26% |
| 2018 | +8.22% | -1.46% | -3.44% | +0.50% | +3.45% | -0.07% | +1.76% | +5.87% | +0.92% | -9.86% | +1.42% | -7.51% | -1.66% |
| 2017 | +3.15% | +3.79% | +2.06% | +2.58% | +4.76% | +0.35% | +3.48% | +1.47% | +2.81% | +5.04% | +2.80% | +0.12% | +37.50% |
Drawdown analysis of MTUM (ISHARES MSCI USA MOMENTUM FACTOR ETF)
The maximum drawdown for the MTUM was -34.08%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current MTUM drawdown is -12.33%.
Since Apr 18, 2013 MTUM has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 12 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.08% | Feb 19, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -32.28% | Nov 3, 2021 | 156 | Jun 17, 2022 | 428 | Mar 4, 2024 | 584 |
| -22.11% | Oct 1, 2018 | 58 | Dec 24, 2018 | 120 | Jun 18, 2019 | 178 |
| -20.99% | Feb 18, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
| -15.75% | Feb 12, 2021 | 15 | Mar 8, 2021 | 105 | Aug 5, 2021 | 120 |
| -12.96% | Jul 10, 2024 | 18 | Aug 5, 2024 | 34 | Sep 23, 2024 | 52 |
| -12.95% | Dec 29, 2015 | 27 | Feb 8, 2016 | 64 | May 10, 2016 | 91 |
| -12.49% | Jun 22, 2026 | 18 | Jul 17, 2026 | Ongoing | Ongoing | Ongoing |
| -11.54% | Jan 29, 2026 | 41 | Mar 30, 2026 | 7 | Apr 9, 2026 | 48 |
| -10.79% | Jul 20, 2015 | 26 | Aug 25, 2015 | 66 | Nov 27, 2015 | 92 |
| -10.31% | Sep 2, 2020 | 3 | Sep 8, 2020 | 58 | Nov 30, 2020 | 61 |
| -10.23% | Jan 26, 2018 | 9 | Feb 8, 2018 | 81 | Jun 6, 2018 | 90 |
| -8.90% | Mar 5, 2014 | 27 | Apr 11, 2014 | 48 | Jun 20, 2014 | 75 |
| -8.57% | Sep 18, 2014 | 19 | Oct 15, 2014 | 12 | Oct 31, 2014 | 31 |
| -8.18% | Mar 7, 2024 | 30 | Apr 19, 2024 | 18 | May 15, 2024 | 48 |
| -7.82% | Oct 29, 2025 | 17 | Nov 21, 2025 | 29 | Jan 6, 2026 | 46 |
| -7.46% | Jun 3, 2026 | 5 | Jun 10, 2026 | 3 | Jun 15, 2026 | 8 |
| -6.72% | May 15, 2013 | 27 | Jun 24, 2013 | 12 | Jul 11, 2013 | 39 |
| -6.22% | Jan 22, 2014 | 8 | Feb 3, 2014 | 8 | Feb 13, 2014 | 16 |
| -6.02% | Jul 26, 2019 | 6 | Aug 5, 2019 | 75 | Nov 19, 2019 | 81 |
| -5.63% | Aug 11, 2016 | 78 | Dec 1, 2016 | 35 | Jan 24, 2017 | 113 |
| -5.35% | Dec 6, 2024 | 9 | Dec 19, 2024 | 18 | Jan 17, 2025 | 27 |
| -5.21% | Aug 2, 2013 | 17 | Aug 27, 2013 | 15 | Sep 18, 2013 | 32 |
| -5.02% | Jun 14, 2018 | 9 | Jun 27, 2018 | 13 | Jul 17, 2018 | 22 |
| -4.77% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |