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
$ 140.5 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) | $140 |
| 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 +
| LYNAS CORPORATION LIMITED | 2.2 % |
| DOWA HOLDINGS CO LTD | 2.2 % |
| MILLICOM INTL CELLULAR S.A. | 2.1 % |
| DAINIPPON SUMITOMO PHARMA CO | 2.1 % |
| NEXON CO LTD | 2.1 % |
| IHI CORP | 2.1 % |
| KANDENKO CO LTD | 2.1 % |
| TAISEI CORP | 2.1 % |
| MITSUBISHI MATERIALS CORP | 2.1 % |
| KAJIMA CORP | 2.0 % |
Constituent Breakdown
| Number of holdings | 50 |
| Herfindahl-Hirschman Index | 196 |
| Wgt avg mkt cap (mns) | $24,286 |
| Large cap (>$10bn) | 70.4% |
| Mid cap ($2-10bn) | 24.7% |
| Small cap (<$2bn) | 1.5% |
| Developed mkts. | 96.6% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
JAPAN | 34.7 % |
 |
GERMANY | 17.4 % |
 |
AUSTRALIA | 10.2 % |
 |
ISRAEL | 9.7 % |
 |
SPAIN | 5.8 % |
 |
SWEDEN | 4.0 % |
 |
ITALY | 3.6 % |
 |
LUXEMBOURG | 2.2 % |
 |
SWITZERLAND | 2.0 % |
 |
PORTUGAL | 1.9 % |
Historical Performance
Standardized Performance (as of 02/28/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 18.7% | 60.3% | 26.3% | 20.4% | 5.8% | 7.1% | -- | 5.9% |
| Dividend Yield | 0.0% | 4.0% | 4.4% | 4.0% | 3.7% | 2.3% | -- | 2.3% |
| Total Returns | 18.7% | 64.3% | 30.7% | 24.4% | 9.5% | 9.4% | -- | 8.1% | Ann. Volatility | 20.6% | 21.1% | 19.1% | 17.9% | 19.8% | 20.4% | -- | 20.5% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.71 | 42% |
| MSCI EAFE | 1.11 | 75% |
| MSCI Emg Mkts | 0.83 | 50% |
Liquidity Measures
| Avg. volume (000) | 24 |
| ADV traded (mns) | $1 |
| Turnover | 0.7% |
| Avg. Bid/Ask (% of price) | 0.21% |
Technical Indicators
| 30d moving avg. (EMA) | $43.04 |
| Relative strength (RSI) | 50 |
| MACD/Signal | 0.28/0.73 |
| Bollinger Bands (Upper/Lower) | $45.92/$41.98 |
| Short interest (% of AUM) | 0.1% |
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. IMOM |
Expenses vs. IMOM |
ALTAR Score™ vs. IMOM |
|---|---|---|---|---|
| JIVE | JPMorgan International Value ETF | 22.9% | +6 bp | +9.5% |
| FEUZ | First Trust Eurozone AlphaDEX ETF | 15.8% | +31 bp | +8.0% |
| FJP | First Trust Japan AlphaDEX Fund | 15.1% | +31 bp | +7.5% |
| FGM | First Trust Germany AlphaDEX Fund | 14.2% | +31 bp | +6.6% |
| IDMO | Invesco S&P International Developed Momentum ETF | 13.6% | -24 bp | +6.3% |
| FEP | First Trust Europe AlphaDEX Fund | 12.8% | +31 bp | +8.1% |
| FDT | First Trust Developed Markets ex-US AlphaDEX Fund | 12.0% | +31 bp | +7.4% |
| IMTM | iShares MSCI Intl Momentum Factor ETF | 11.7% | -19 bp | +5.6% |
| FLGR | Franklin FTSE Germany ETF | 11.2% | -40 bp | +7.2% |
| EWG | iShares MSCI Germany ETF | 11.2% | +1 bp | +6.6% |
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 3/10/2026
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
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
ALTAR Score™
IMOM
5.2%
Cat. Avg
6.4%
ALTAR Score™ Calculation
Category Overview
There are 342 funds in the International Equity category, with an average ALTAR Score™
of 6.4% and a standard deviation of
1.6%. IMOM's ALTAR Score™ is approximately
0.7 standard deviations
below
the category average. This places IMOM in the 23rd 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