MTUM was created on 2013-04-16 by iShares. The fund's investment portfolio concentrates primarily on total market equity. The ETF currently has 16884.86m in AUM and 125 holdings. MTUM tracks an index of large- and mid-cap US equities", selected and weighted based on price appreciation over 6- and 12-month periods and low volatility over the past 3 years.
QUAL was created on 2013-07-18 by iShares. The fund's investment portfolio concentrates primarily on total market equity. The ETF currently has 51027.89m in AUM and 125 holdings. QUAL tracks an index of US large- and mid-cap stocks", selected and weighted by high ROE", stable earnings growth and low debt/equity", relative to peers in each sector.
Key Details
Apr 16, 2013
Jul 18, 2013
Equity
Equity
Total Market
Total Market
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
BN | 83.01% | $95.76B | +37.37% | 0.56% |
BNT | 82.10% | $11.66B | +36.82% | 0.00% |
ADI | 81.45% | $108.20B | -8.16% | 1.71% |
ITT | 80.86% | $11.79B | +16.76% | 0.88% |
MKSI | 79.87% | $5.85B | -32.66% | 0.99% |
TROW | 79.74% | $20.54B | -19.78% | 5.25% |
JHG | 79.60% | $5.67B | +9.93% | 4.28% |
PH | 79.21% | $84.59B | +28.48% | 1.00% |
ENTG | 78.84% | $10.90B | -44.95% | 0.54% |
AXP | 78.46% | $207.35B | +26.83% | 0.97% |
MCO | 78.37% | $87.71B | +19.84% | 0.73% |
SEIC | 78.07% | $10.61B | +28.29% | 1.10% |
BLK | 77.88% | $152.67B | +26.58% | 2.58% |
FTV | 77.62% | $24.39B | -2.03% | 0.44% |
TEL | 77.56% | $48.14B | +8.70% | 1.61% |
ANSS | 77.48% | $29.75B | +4.19% | 0.00% |
WAB | 77.41% | $34.94B | +24.49% | 0.44% |
EMR | 77.32% | $68.91B | +15.60% | 1.70% |
BX | 77.00% | $167.13B | +15.60% | 2.49% |
KLAC | 76.68% | $104.72B | +1.62% | 0.84% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -23.37% | $23.32B | +28.02% | 1.14% |
ED | -19.74% | $36.85B | +11.30% | 3.28% |
AWK | -18.11% | $27.31B | +7.20% | 2.21% |
MKTX | -15.23% | $8.48B | +9.79% | 1.33% |
BCE | -15.01% | $20.15B | -36.62% | 13.14% |
JNJ | -12.51% | $369.72B | +4.94% | 3.22% |
TU | -12.49% | $25.01B | -1.86% | 6.95% |
GIS | -11.18% | $29.87B | -19.05% | 4.37% |
WTRG | -10.77% | $10.56B | -0.08% | 3.43% |
DG | -9.46% | $25.05B | -12.11% | 2.10% |
MSEX | -8.92% | $1.01B | +4.77% | 2.41% |
K | -8.44% | $28.50B | +36.71% | 2.78% |
CAG | -8.07% | $10.63B | -24.64% | 6.26% |
FMTO | -7.76% | $4.90K | -99.93% | 0.00% |
AMT | -7.68% | $101.22B | +8.39% | 3.06% |
MO | -6.91% | $100.04B | +27.20% | 6.79% |
HSY | -6.53% | $32.98B | -17.50% | 3.37% |
AEP | -6.40% | $54.37B | +14.74% | 3.60% |
HRL | -6.30% | $16.89B | -0.55% | 3.71% |
ZCMD | -6.12% | $27.02M | -21.32% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -17.45% | $23.32B | +28.02% | 1.14% |
ED | -11.04% | $36.85B | +11.30% | 3.28% |
FMTO | -10.63% | $4.90K | -99.93% | 0.00% |
K | -10.16% | $28.50B | +36.71% | 2.78% |
AWK | -8.41% | $27.31B | +7.20% | 2.21% |
VSA | -5.77% | $6.68M | -28.58% | 0.00% |
MKTX | -5.27% | $8.48B | +9.79% | 1.33% |
BCE | -4.40% | $20.15B | -36.62% | 13.14% |
LTM | -4.23% | $11.82B | -96.35% | 2.60% |
DG | -3.93% | $25.05B | -12.11% | 2.10% |
CME | -3.89% | $99.06B | +36.43% | 3.84% |
ASPS | -3.86% | $69.72M | -59.39% | 0.00% |
DFDV | -3.47% | $206.73M | +1,200.98% | 0.00% |
KR | -3.17% | $44.11B | +27.51% | 1.94% |
UUU | -3.14% | $6.75M | +84.81% | 0.00% |
VSTA | -1.75% | $332.84M | +22.06% | 0.00% |
AGL | -1.28% | $869.30M | -69.12% | 0.00% |
ZCMD | -1.23% | $27.02M | -21.32% | 0.00% |
MO | -0.94% | $100.04B | +27.20% | 6.79% |
AMT | -0.86% | $101.22B | +8.39% | 3.06% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
ETN | 82.48% | $127.75B | +4.15% | 1.19% |
ARES | 81.63% | $37.14B | +26.86% | 2.26% |
BN | 80.77% | $95.76B | +37.37% | 0.56% |
PH | 80.58% | $84.59B | +28.48% | 1.00% |
KKR | 80.43% | $107.45B | +21.26% | 0.58% |
APH | 80.20% | $111.91B | +41.40% | 0.65% |
BNT | 80.09% | $11.66B | +36.82% | 0.00% |
APO | 79.56% | $74.45B | +15.32% | 1.42% |
ITT | 79.45% | $11.79B | +16.76% | 0.88% |
JHG | 79.02% | $5.67B | +9.93% | 4.28% |
NVT | 78.95% | $10.92B | -13.53% | 1.16% |
JCI | 78.72% | $67.33B | +47.05% | 1.44% |
AXP | 78.61% | $207.35B | +26.83% | 0.97% |
MKSI | 78.30% | $5.85B | -32.66% | 0.99% |
COHR | 78.29% | $12.38B | +20.63% | 0.00% |
FLS | 78.20% | $6.17B | -0.57% | 1.74% |
MTZ | 77.54% | $12.59B | +47.19% | 0.00% |
KLAC | 77.44% | $104.72B | +1.62% | 0.84% |
NVDA | 77.37% | $3.42T | +15.70% | 0.03% |
VRT | 77.25% | $42.77B | +27.52% | 0.11% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
SPMO | 97.13% | $8.27B | 0.13% | |
JMOM | 96.79% | $1.48B | 0.12% | |
RPG | 96.40% | $1.60B | 0.35% | |
FDMO | 96.37% | $471.34M | 0.16% | |
THRO | 95.83% | $4.45B | 0.6% | |
FFLC | 95.41% | $730.04M | 0.38% | |
SFY | 95.29% | $478.29M | 0.05% | |
PDP | 95.29% | $1.25B | 0.62% | |
USXF | 95.29% | $1.17B | 0.1% | |
JGRO | 95.10% | $5.83B | 0.44% | |
FLQL | 95.08% | $1.48B | 0.29% | |
FTC | 94.82% | $1.13B | 0.6% | |
DYNF | 94.70% | $17.80B | 0.27% | |
CGGR | 94.56% | $12.40B | 0.39% | |
XLSR | 94.48% | $713.99M | 0.7% | |
LRGF | 94.47% | $2.47B | 0.08% | |
IUSG | 94.42% | $22.25B | 0.04% | |
TSPA | 94.36% | $1.68B | 0.34% | |
IVW | 94.34% | $57.28B | 0.18% | |
JPEF | 94.33% | $1.48B | 0.5% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
BOND | -0.07% | $5.51B | 0.7% | |
IBMN | 0.10% | $450.15M | 0.18% | |
IBD | 0.36% | $386.64M | 0.43% | |
VCRB | 0.44% | $2.93B | 0.1% | |
MBB | -0.52% | $37.99B | 0.04% | |
BAB | 0.54% | $917.09M | 0.28% | |
FLCB | -0.57% | $2.54B | 0.15% | |
TLT | 0.58% | $48.73B | 0.15% | |
BKAG | 0.61% | $1.91B | 0% | |
IBND | -0.63% | $317.97M | 0.5% | |
SGOV | 0.67% | $47.96B | 0.09% | |
ICSH | 0.73% | $6.13B | 0.08% | |
UBND | -0.77% | $845.73M | 0.4% | |
ITM | -0.85% | $1.87B | 0.18% | |
IBMP | 0.92% | $539.19M | 0.18% | |
SPAB | 0.95% | $8.72B | 0.03% | |
TFI | 0.95% | $3.16B | 0.23% | |
BNDX | -1.05% | $65.93B | 0.07% | |
GSY | -1.05% | $2.77B | 0.22% | |
GOVZ | 1.22% | $257.10M | 0.1% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
WEAT | 0.11% | $119.78M | 0.28% | |
DFNM | -0.14% | $1.55B | 0.17% | |
BNDX | 0.32% | $65.93B | 0.07% | |
STIP | 0.36% | $12.60B | 0.03% | |
IBND | 0.62% | $317.97M | 0.5% | |
SMMU | 0.76% | $847.62M | 0.35% | |
OWNS | -0.85% | $129.78M | 0.3% | |
BUXX | 1.00% | $298.51M | 0.25% | |
FMHI | -1.13% | $749.78M | 0.7% | |
IBTF | -1.13% | $2.08B | 0.07% | |
JPST | -1.14% | $31.12B | 0.18% | |
SHM | 1.18% | $3.38B | 0.2% | |
FLMI | -1.62% | $685.26M | 0.3% | |
TOTL | 1.64% | $3.69B | 0.55% | |
JBND | 1.69% | $2.09B | 0.25% | |
GOVI | 2.25% | $890.28M | 0.15% | |
TDTT | -2.26% | $2.57B | 0.18% | |
SGOV | -2.31% | $47.96B | 0.09% | |
MLN | 2.50% | $522.65M | 0.24% | |
NEAR | -2.52% | $3.27B | 0.25% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -84.75% | $110.80M | 0.59% | |
VIXY | -78.86% | $130.54M | 0.85% | |
BTAL | -61.66% | $304.08M | 1.43% | |
IVOL | -41.81% | $367.57M | 1.02% | |
SPTS | -31.62% | $5.78B | 0.03% | |
XONE | -31.03% | $623.05M | 0.03% | |
FXY | -30.51% | $862.15M | 0.4% | |
FTSD | -29.90% | $223.57M | 0.25% | |
UTWO | -25.91% | $379.85M | 0.15% | |
SCHO | -24.87% | $10.93B | 0.03% | |
XHLF | -23.75% | $1.56B | 0.03% | |
VGSH | -23.48% | $22.37B | 0.03% | |
IBTI | -19.02% | $1.02B | 0.07% | |
BILS | -18.72% | $3.93B | 0.1356% | |
IBTG | -18.55% | $1.92B | 0.07% | |
IBTH | -17.81% | $1.55B | 0.07% | |
TBLL | -16.44% | $2.30B | 0.08% | |
SHYM | -16.29% | $323.67M | 0.35% | |
IBTJ | -16.09% | $673.48M | 0.07% | |
CLIP | -14.65% | $1.50B | 0.07% |
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Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
GSLC | 98.67% | $13.37B | 0.09% | |
IVV | 98.65% | $587.47B | 0.03% | |
VOO | 98.64% | $663.86B | 0.03% | |
SPLG | 98.58% | $68.18B | 0.02% | |
ESGU | 98.57% | $13.45B | 0.15% | |
BBUS | 98.54% | $4.83B | 0.02% | |
SPTM | 98.48% | $10.19B | 0.03% | |
IWB | 98.48% | $40.09B | 0.15% | |
SCHX | 98.45% | $54.25B | 0.03% | |
SNPE | 98.44% | $1.78B | 0.1% | |
SPYX | 98.43% | $2.13B | 0.2% | |
PBUS | 98.42% | $7.12B | 0.04% | |
FQAL | 98.42% | $1.04B | 0.16% | |
SUSA | 98.42% | $3.48B | 0.25% | |
ILCB | 98.42% | $1.00B | 0.03% | |
FLQL | 98.40% | $1.48B | 0.29% | |
EFIV | 98.39% | $1.10B | 0.1% | |
SCHK | 98.37% | $4.16B | 0.05% | |
SPY | 98.34% | $608.53B | 0.0945% | |
TSPA | 98.34% | $1.68B | 0.34% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -82.79% | $110.80M | 0.59% | |
VIXY | -75.39% | $130.54M | 0.85% | |
BTAL | -69.40% | $304.08M | 1.43% | |
IVOL | -41.22% | $367.57M | 1.02% | |
SPTS | -37.31% | $5.78B | 0.03% | |
XONE | -35.34% | $623.05M | 0.03% | |
FTSD | -32.76% | $223.57M | 0.25% | |
UTWO | -32.12% | $379.85M | 0.15% | |
FXY | -30.35% | $862.15M | 0.4% | |
SCHO | -29.56% | $10.93B | 0.03% | |
VGSH | -29.10% | $22.37B | 0.03% | |
IBTG | -27.40% | $1.92B | 0.07% | |
IBTI | -26.01% | $1.02B | 0.07% | |
IBTH | -24.53% | $1.55B | 0.07% | |
XHLF | -22.52% | $1.56B | 0.03% | |
BILS | -22.49% | $3.93B | 0.1356% | |
IBTJ | -22.44% | $673.48M | 0.07% | |
IEI | -20.78% | $15.50B | 0.15% | |
IBTK | -19.27% | $428.83M | 0.07% | |
STOT | -18.01% | $233.52M | 0.45% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
DUK | -0.02% | $89.96B | +12.52% | 3.61% |
EXC | -0.10% | $43.27B | +17.36% | 3.65% |
TEF | 0.13% | $30.14B | +12.90% | 5.93% |
VRCA | -0.18% | $53.97M | -93.35% | 0.00% |
CARV | 0.22% | $6.95M | -24.02% | 0.00% |
WTRG | 0.38% | $10.56B | -0.08% | 3.43% |
TU | -0.70% | $25.01B | -1.86% | 6.95% |
NEOG | -0.78% | $1.07B | -69.71% | 0.00% |
STG | -0.83% | $29.95M | -10.00% | 0.00% |
AMT | -0.86% | $101.22B | +8.39% | 3.06% |
CYCN | 0.93% | $10.18M | +19.62% | 0.00% |
MO | -0.94% | $100.04B | +27.20% | 6.79% |
ZCMD | -1.23% | $27.02M | -21.32% | 0.00% |
AGL | -1.28% | $869.30M | -69.12% | 0.00% |
IMNN | 1.64% | $24.56M | +6.06% | 0.00% |
VSTA | -1.75% | $332.84M | +22.06% | 0.00% |
LITB | 1.86% | $22.62M | -74.91% | 0.00% |
AEP | 1.89% | $54.37B | +14.74% | 3.60% |
CPSH | 2.18% | $40.96M | +64.91% | 0.00% |
SRRK | 2.23% | $3.25B | +263.20% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
ALHC | -0.01% | $2.93B | +76.28% | 0.00% |
STG | -0.13% | $29.95M | -10.00% | 0.00% |
IMNN | 0.16% | $24.56M | +6.06% | 0.00% |
HAIN | 0.17% | $151.63M | -77.92% | 0.00% |
FDP | -0.21% | $1.57B | +42.73% | 3.35% |
MDLZ | -0.28% | $85.94B | -2.67% | 2.76% |
KMB | -0.30% | $44.89B | -1.24% | 3.67% |
LITB | 0.35% | $22.62M | -74.91% | 0.00% |
PEP | -0.39% | $179.76B | -24.30% | 4.15% |
CI | -0.52% | $83.09B | -7.96% | 1.87% |
CYCN | 0.65% | $10.18M | +19.62% | 0.00% |
COR | -0.67% | $55.90B | +21.86% | 0.75% |
FIZZ | 0.74% | $4.29B | +3.14% | 0.00% |
UUU | 0.77% | $6.75M | +84.81% | 0.00% |
UTZ | -0.82% | $1.18B | -26.27% | 1.75% |
VSTA | -0.89% | $332.84M | +22.06% | 0.00% |
CHD | -0.95% | $24.38B | -8.27% | 1.16% |
MOH | -1.12% | $15.91B | -6.33% | 0.00% |
CMS | 1.14% | $20.74B | +13.01% | 3.02% |
VRCA | -1.22% | $53.97M | -93.35% | 0.00% |
MTUM - iShares MSCI USA Momentum Factor ETF and QUAL - iShares MSCI USA Quality Factor ETF have a 24 holding overlap. Which accounts for a 20.8% overlap.
Number of overlapping holdings
24
% of overlapping holdings
20.77%
Name | Weight in MTUM | Weight in QUAL |
---|---|---|
5.18% | 3.55% | |
4.94% | 2.77% | |
4.47% | 4.47% | |
2.96% | 2.01% | |
1.49% | 0.99% | |
1.39% | 0.71% | |
0.89% | 2.41% | |
0.75% | 0.64% | |
0.70% | 0.59% | |
0.69% | 0.66% |
iShares MSCI USA Momentum Factor ETF - MTUM is made up of 126 holdings. iShares MSCI USA Quality Factor ETF - QUAL is made up of 126 holdings.
Name | Weight |
---|---|
![]() | 5.37% |
5.18% | |
![]() | 4.94% |
4.58% | |
4.47% | |
4.45% | |
4.44% | |
![]() | 3.82% |
3.27% | |
3.20% | |
2.96% | |
2.08% | |
2.02% | |
1.75% | |
1.75% | |
1.49% | |
1.44% | |
1.43% | |
1.42% | |
1.39% | |
1.37% | |
1.24% | |
1.24% | |
1.23% | |
![]() | 1.22% |
1.14% | |
1.14% | |
1.11% | |
1.06% | |
1.01% |
Name | Weight |
---|---|
![]() | 6.38% |
![]() | 6.21% |
![]() | 5.95% |
4.47% | |
4.19% | |
3.61% | |
3.55% | |
![]() | 2.77% |
2.41% | |
2.01% | |
![]() | 1.99% |
![]() | 1.83% |
1.79% | |
1.68% | |
1.61% | |
1.58% | |
![]() | 1.57% |
1.46% | |
![]() | 1.36% |
![]() | 1.26% |
1.24% | |
![]() | 1.21% |
1.11% | |
1.05% | |
![]() | 1.05% |
1.04% | |
1.03% | |
0.99% | |
![]() | 0.93% |
0.87% |