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
$ 150.4 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
| Inception date | Dec 22, 2015 |
| Regulation | Open-Ended Fund |
| Fund Website | link... |
| Distributions | Quarterly |
| Currency | USD |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| REPSOL YPF SA | 2.5 % |
| MARUBENI CORP | 2.4 % |
| ELBIT SYSTEMS LTD | 2.4 % |
| INPEX CORP | 2.4 % |
| JAPAN POST BANK CO., LTD. | 2.3 % |
| MITSUBISHI CORP | 2.3 % |
| MITSUI & CO LTD | 2.3 % |
| JX HOLDINGS INC | 2.3 % |
| MILLICOM INTL CELLULAR S.A. | 2.3 % |
| GLENCORE INTERNATIONAL PLC | 2.2 % |
Constituent Breakdown
| Number of holdings | 49 |
| Herfindahl-Hirschman Index | 200 |
| Wgt avg mkt cap (mns) | $41,393 |
| Large cap (>$10bn) | 72.8% |
| Mid cap ($2-10bn) | 24.4% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 98.0% |
| Emerging mkts. | 0.0% |
Sector Breakdown
Country Exposure
 |
JAPAN | 41.0 % |
 |
ISRAEL | 16.5 % |
 |
AUSTRALIA | 9.3 % |
 |
GERMANY | 7.5 % |
 |
SPAIN | 6.2 % |
 |
SWITZERLAND | 6.2 % |
 |
LUXEMBOURG | 2.3 % |
 |
BERMUDA | 2.2 % |
 |
DENMARK | 2.1 % |
 |
HONG KONG | 2.1 % |
Historical Performance
Standardized Performance (as of 06/30/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 13.5% | 27.4% | 25.1% | 18.8% | 4.5% | 5.4% | -- | 5.2% |
| Dividend Yield | 0.0% | 3.2% | 4.4% | 4.0% | 3.6% | 2.2% | -- | 2.2% |
| Total Returns | 13.5% | 30.6% | 29.5% | 22.8% | 8.1% | 7.6% | -- | 7.4% | Ann. Volatility | 26.2% | 20.8% | 21.4% | 19.4% | 20.1% | 20.4% | -- | 20.8% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.14 | 48% |
| MSCI EAFE | 1.12 | 71% |
| MSCI Emg Mkts | 0.68 | 57% |
Liquidity Measures
| Avg. volume (000) | 16 |
| ADV traded (mns) | $1 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.23% |
Technical Indicators
| 30d moving avg. (EMA) | $42.29 |
| Relative strength (RSI) | 44 |
| MACD/Signal | -0.70/-0.66 |
| Bollinger Bands (Upper/Lower) | $43.73/$40.14 |
| Short interest (% of AUM) | 0.1% |
Distributions
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. IMOM |
Expenses vs. IMOM |
ALTAR Score™ vs. IMOM |
|---|---|---|---|---|
| JIVE | JPMorgan International Value ETF | 20.1% | +6 bp | +3.1% |
| EWJV | iShares MSCI Japan Value ETF | 15.3% | -34 bp | +1.3% |
| DXJ | WisdomTree Japan Hedged Equity Fund | 14.7% | -1 bp | -0.1% |
| IMTM | iShares MSCI Intl Momentum Factor ETF | 14.5% | -19 bp | -0.1% |
| GSJY | Goldman Sachs ActiveBeta Japan Equity ETF | 13.6% | -24 bp | +0.2% |
| JPXN | iShares JPX-Nikkei 400 ETF | 13.3% | -1 bp | +0.0% |
| DXJS | WisdomTree Japan Hedged SmallCap Equity Fund | 12.6% | +9 bp | +0.2% |
| BBJP | JPMorgan BetaBuilders Japan ETF | 12.5% | -30 bp | 0.0% |
| EWJ | iShares MSCI Japan ETF | 12.3% | +1 bp | -0.5% |
| HEWJ | iShares Currency Hedged MSCI Japan ETF | 12.2% | +1 bp | -0.1% |
Risk and Returns: IMOM 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 (USD)
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | ||
|---|---|---|---|---|---|---|---|---|---|
| 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 | 2025 | 2026 | 2027 | |
| 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 7/29/2026
Peer Group Comparison
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Historical Valuation Trends Sample data. Subscribe for access.
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
5.7%
ALTAR SCORE™
37th
PERCENTILE
UNDERWEIGHT
ETFRC RATING
There are 418 funds in the International Equity category with an average
ALTAR Score™ of 6.2% and a standard deviation
of 1.5%. IMOM's ALTAR Score™ is approximately -0.3 standard
deviations above the category average. This places IMOM in the 37th percentile
among funds in the category.
Sell-Side Consensus
$39.91
PRICE TARGET
+1.5%
UPSIDE