MTUM

MTUM reports 128 positions, but the weights make it behave like about 40.3 equally weighted ones. Computed by this site from the fund's SEC Form N-PORT filing — see what this measure does not tell you and the full table.

• 014 Expense ratio
• 013 Maximum drawdown
• 013 Factor exposure
• 011 Standard deviation
• 011 Turnover
• 009 Beta
• 008 Sharpe ratio
• 007 Duration

• The Hidden Cost of Turnover: How Rebalancing and Reconstitution Erode Factor-ETF Returns

  Factor ETFs carry a cost the expense ratio never shows: the trading friction of periodic reconstitution and rebalancing, which is absorbed inside net asset...

  24 Aug 2026 9 min ETF Analysis

• Momentum Crashes: The Rare, Violent Drawdowns Hiding Inside MTUM

  MTUM has compounded at 16.3% over ten years, but its risk is negatively skewed: the danger sits in rare, sharp reversals rather than in day-to-day...

  20 Aug 2026 9 min ETF Analysis

• Momentum Crashes, Explained: Why the Most Crowded Trades Unwind Fastest

  Momentum earns a long-run premium but carries deep negative skew: the strategy's worst days cluster together and arrive precisely when a crowded trade...

  25 Jul 2026 9 min Macro & Markets

• OMFL vs FCTR: Dynamic Multi-Factor — Rules-Based Rotation vs AI Optimization

  Both funds rotate factor exposure by rule, not by forecast — but OMFL blends several factors against a macro-regime signal while FCTR makes a near-binary...

  29 Jun 2026 9 min ETF Analysis

• USMV vs SPLV: Two Approaches to Low-Volatility Investing — Which Defense Holds Up?

  USMV (optimizer-based minimum variance) and SPLV (simple lowest-volatility ranking) sound similar but are built differently — and the construction gap, not...

  22 Jun 2026 8 min ETF Analysis

• VGT vs QQQ: Tech Sector vs Nasdaq-100 — How Different Are They Really?

  VGT is a pure GICS Information Technology sector fund; QQQ is the Nasdaq-100, a multi-sector index that excludes some of the names most people assume are...

  11 Jun 2026 9 min ETF Analysis

• How Factor Loadings Drift: Watching MTUM, QUAL, and SIZE Over Five Years

  The three iShares single-factor ETFs all carry the same 0.15% fee, but their realized 5Y CAGRs differ by 6.0 percentage points — that gap is mostly about...

  02 Jun 2026 11 min ETF Analysis

• AMOM Explained: How AI Weights Momentum Differently from MTUM

  MTUM is a $24B rules-based momentum factor ETF charging 0.15%. AMOM is a $30M AI-overlay product charging 0.75%. The construction philosophies are...

  18 May 2026 10 min ETF Analysis

• AIEQ Review: 7 Years of Live AI-Managed ETF — What Actually Worked

  After more than eight years of live trading, AIEQ has trailed SPY by roughly 700 basis points per year on a 5Y annualized basis, while running 5.3 points...

  16 May 2026 11 min ETF Analysis

• VOO vs. AMOM: Can AI Momentum Outperform the S&P 500? (2026 Analysis)

  Over the trailing five years, VOO compounded at 13.1% per year versus AMOM at 9.6% — with roughly 40% more volatility and a maximum drawdown nearly twice as...

  02 May 2026 10 min ETF Analysis

• The Master Class: How to Use Claude (Anthropic) to Backtest Your Own ETF Strategy

  Claude can write the Python and run the math, but it cannot tell you whether your test design is honest. Most retail backtests fail at design, not at code....

  30 Apr 2026 9 min Long-Term Strategy

• Best AI-Managed ETFs for 2026: A Deep Dive into AIEQ and AMOM

  AIEQ (Amplify AI Powered Equity) and AMOM (QRAFT AI-Enhanced Momentum) both charge 0.75% — roughly 25 times the cost of a broad-market index ETF — for an...

  29 Apr 2026 11 min ETF Analysis

• VOO vs. MTUM vs. QUAL: Which Smart Beta ETF Wins Based on Historical Backtests?

  Over the trailing 5 years, plain VOO (13.1% CAGR) beat both MTUM (11.5%) and QUAL (11.4%) — the factor premium did not show up in this window. Over 10...

  27 Apr 2026 10 min ETF Analysis

• The Master Guide to Evidence-Based ETF Portfolios: Using AI to Optimize Allocation (2026)

  "AI-driven portfolio optimization" mostly solves a problem long-horizon investors don't actually have. Real-time tilting at retail frequency tends to cost...

  26 Apr 2026 9 min Long-Term Strategy

• VOO vs. MTUM vs. QUAL: Which Smart Beta ETF Wins Numerically? (Backtest Analysis)

  Over the trailing five years, the cap-weighted S&P 500 (VOO) actually outperformed both factor ETFs on raw return — 13.1% CAGR versus MTUM's 11.5% and...

  24 Apr 2026 11 min ETF Analysis

• Why "Factor Investing" Still Works: Applying Fama-French Models in the AI Era

  The Fama-French factors weren't a trading edge that AI could arbitrage away — they were compensation for risks investors still won't bear cheerfully, plus...

  23 Apr 2026 10 min Macro & Markets