IMOM
Alpha Architect International Quantitative Momentum ETF
The MomentumShares International Quantitative Momentum ETF is an actively managed fund that uses quantitative analysis to build a portfolio of International stocks exhibiting positive price momentum.
International
EQUITY
Active
MANAGEMENT STYLE
107.2 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
| Fund sponsor | Alpha Architect |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Dec 22, 2015 |
| Assets (mns) | $107 |
| Expense ratio | 49 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| THYSSENKRUPP AG | 2.5 % |
| PAL CO LTD | 2.4 % |
| BAYCURRENT CONSULTING, INC. | 2.1 % |
| MIZRAHI TEFAHOT BANK LTD | 2.1 % |
| HENSOLDT AG | 2.1 % |
| FOOD & LIFE COMPANIES LTD. | 2.1 % |
| ISRAEL DISCOUNT BANK-A | 2.1 % |
| INDRA SISTEMAS SA | 2.1 % |
| SOCIETE GENERALE | 2.1 % |
| RHEINMETALL AG | 2.1 % |
Constituent Breakdown
| Number of holdings | 48 |
| Herfindahl-Hirschman Index | 197 |
| Wgt avg mkt cap (mns) | $32,774 |
| Large cap (>$10bn) | 65.4% |
| Mid cap ($2-10bn) | 29.9% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 95.2% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
JAPAN | 28.8 % |
 |
GERMANY | 20.7 % |
 |
ISRAEL | 10.4 % |
 |
AUSTRALIA | 9.7 % |
 |
SPAIN | 6.1 % |
 |
SWEDEN | 3.9 % |
 |
LUXEMBOURG | 3.9 % |
 |
FRANCE | 2.1 % |
 |
PORTUGAL | 2.0 % |
 |
ITALY | 2.0 % |
Historical Performance
Standardized Performance (as of 06/30/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 27.9% | 22.9% | 14.7% | 11.3% | 5.2% | -- | -- | 3.1% |
| Dividend Yield | 0.0% | 5.5% | 4.3% | 5.0% | 3.1% | -- | -- | 2.1% |
| Total Returns | 27.9% | 28.4% | 19.0% | 16.3% | 8.3% | -- | -- | 5.2% | Ann. Volatility | 25.6% | 22.4% | 18.9% | 19.0% | 20.3% | -- | -- | 20.8% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.85 | 63% |
| MSCI EAFE | 0.85 | 66% |
| MSCI Emg Mkts | 0.62 | 38% |
Liquidity Measures
| Avg. volume (000) | 12 |
| ADV traded (mns) | $0 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.33% |
Technical Indicators
| Recent close | $33.23 |
| 30d moving avg. | $32.86 |
| Annualized volatility | 17.1% |
| Relative strength (RSI) | 60 |
| Short interest | 1.3% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. |
Expenses vs. |
ALTAR Score™ vs. |
|---|---|---|---|---|
| IMTM | iShares MSCI Intl Momentum Factor ETF | 14.5% | -19 bp | +5.6% |
| FEUZ | First Trust Eurozone AlphaDEX ETF | 14.2% | +31 bp | +9.2% |
| FGM | First Trust Germany AlphaDEX Fund | 13.8% | +31 bp | +6.2% |
| PIZ | Invesco Dorsey Wright Developed Markets Momentum ETF | 13.8% | +31 bp | +5.1% |
| IDMO | Invesco S&P International Developed Momentum ETF | 12.5% | -24 bp | +5.5% |
| EWG | iShares MSCI Germany ETF | 12.4% | +1 bp | +6.1% |
| FDT | First Trust Developed Markets ex-US AlphaDEX Fund | 12.1% | +31 bp | +10.1% |
| DAX | Global X DAX Germany ETF | 11.8% | -28 bp | +6.5% |
| FEP | First Trust Europe AlphaDEX Fund | 11.6% | +31 bp | +9.3% |
| EIS | iShares MSCI Israel ETF | 10.4% | +9 bp | +7.8% |
Risk and Returns: vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
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Valuation Metrics
| Fwd Est | 2024 | 2025 | 2026 | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 7/14/2025
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
AVOID
Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may be less relevant.
ALTAR Score™
IMOM
3.4%
Cat. Avg
7.3%
ALTAR Score™ Calculation
Category Overview
There are 259 funds in the International Equity category, with an average ALTAR Score™
of 7.3% and a standard deviation of
1.8%. IMOM's ALTAR Score™ is approximately
2.1 standard deviations
below
the category average. This places IMOM in the 2nd percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
IMOMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active International Equity ETFs |
| # of ETFs | 38 |
| Avg. Expense Ratio | 56.2 bp |
| Std. Deviation | 24 bp |
| (49 bp) Percentile rank | 41 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| IMOM | 49.0 | 0.0 | 49 |
| Peer Avg. | 58.7 | 27.6 | 86.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .