IMTM vs SPY

IMTM vs SPY

Which is better, IMTM or SPY?

Large Cap Growth against Large Cap Blend.

SPY has a lower expense ratio. IMTM led over 1Y and 3Y, SPY over 5Y and the full window. IMTM is less concentrated, with 22.6% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: splitLess Concentrated: IMTM

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricIMTMSPY
Expense Ratio0.30%0.09%Best
AUM$4.2B$804.7B
Dividend Yield4.37%0.98%
Holdings325505
YTD Return+11.67%+12.19%Best
1Y Return+19.74%Best+18.53%
3Y Return (annualized)+22.08%Best+20.88%
5Y Return (annualized)+10.00%+12.69%Best
Volatility (annualized)13.8%Best15.0%
Max Drawdown-30.7%Best-34.1%
$10,000 over 5 years$16,105$18,173Best
Top 10 Weight22.6%Best38.0%
Fund FamilyiShares by BlackRock (US)State Street Investment Management
CategoryEquityEquity
StyleLarge Cap GrowthLarge Cap Blend
InceptionJan 13, 2015Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Jan 26, 2015 to Sep 9, 2026 (11.6 years).

IMTM vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 11.6 years both funds cover.

IMTM vs SPY Performance

iShares MSCI Intl Momentum Factor ETF (IMTM) is an ETF from iShares by BlackRock (US) and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year IMTM returned +19.74% while SPY returned +18.53%. Year to date, IMTM is up 11.67% versus a gain of 12.19% for SPY.

Over three years, IMTM compounded at +22.08% per year against +20.88% for SPY; over five years the annualized figures are +10.00% and +12.69% respectively. Across the full 12-year window we track, SPY has the edge at +12.66% annualized vs +8.10%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.0% compared with 13.8% for IMTM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -30.7% for IMTM and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.83. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

IMTM charges 0.30% per year while SPY charges 0.09%. On a $10,000 position that is $30 vs $9 annually, a gap of $21 per year that compounds over a long holding period. On income, IMTM currently yields 4.37% against 0.98% for SPY.

Holdings Overlap

IMTM already in SPY2.0%
SPY already in IMTM0.1%

2.0% of IMTM's money is in holdings SPY also owns. 0.1% of SPY's money is in holdings IMTM also owns.

IMTM and SPY share little of their money.

1 positions in common, counted across the 301 positions we hold weights for in IMTM and 504 in SPY, against full books of 325 and 505.

What only one of them owns

Our book lists 493 positions for SPY that do not appear in our book for IMTM (99.5% of the fund), and 8 for IMTM that do not appear in SPY (3.6%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in IMTMWeight in SPYDifference
ROPRoper Technologies Inc.1.98%0.06%1.92%

You are not choosing between two funds in isolation.

Whichever of IMTM and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

IMTMSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, IMTM or SPY?

IMTM has an expense ratio of 0.30% while SPY charges 0.09%. SPY is the cheaper option, by $21 a year on a $10,000 investment.

Which performed better, IMTM or SPY?

Over the past year IMTM returned +19.74% vs +18.53% for SPY, so IMTM leads on 1-year performance. Over the longest common window we track (12 years), IMTM annualized +8.10% vs +12.66% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, IMTM or SPY?

SPY has been the more volatile fund at 15.0% annualized versus 13.8% for IMTM. Worst drawdown: IMTM -30.7% vs SPY -34.1%.

Should I hold both IMTM and SPY?

IMTM and SPY have a monthly-return correlation of 0.83, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between IMTM and SPY?

2.0% of IMTM's money is in holdings SPY also owns. 0.1% of SPY's is in holdings IMTM also owns. They hold 1 positions in common, counted across the 301 positions we hold weights for in IMTM and 504 in SPY.

Which pays a higher dividend, IMTM or SPY?

IMTM yields 4.37% while SPY yields 0.98%, so IMTM currently pays the higher dividend yield.

Is SPY better than IMTM?

SPY has a lower expense ratio. IMTM led over 1Y and 3Y, SPY over 5Y and the full window. IMTM is less concentrated, with 22.6% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.