IMTM iShares MSCI Intl Momentum Factor ETF

Last close: 48.71
504-day return: +34.60%
Median $/day: $18.4M
Relationships shown: 15
Leader rank: #198

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

Same exposure: IDMO move almost identically to IMTM (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.

IMTM vs EFA

Both indexed to 100 at 2026-05-11.

IMTM EFA · range 93–107 · 2026-05-11 → 2026-11-06

Follows IMTM

These tend to repeat IMTM's moves later.

MAMA Mama's Creations, Inc. Common Stock

lag 1dρ -0.22holdout -0.23stable 100%$/day $3.6Mrobust

JEMB Janus Henderson Emerging Markets Debt Hard Currency ETF

lag 1dρ -0.20holdout -0.26stable 75%$/day $105krobust

Moves with IMTM

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

EFA iShares MSCI EAFE ETF

ρ +0.91beyond mkt +0.60holdout +0.91stable 100%robust

PIZ Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF

ρ +0.88beyond mkt +0.50holdout +0.90stable 100%robust

IGRO iShares International Dividend Growth ETF

ρ +0.79beyond mkt +0.29holdout +0.71stable 100%robust

EEA The European Equity Fund, Inc.

ρ +0.73beyond mkt +0.23holdout +0.78stable 100%robust

RSBT Return Stacked Bonds & Managed Futures ETF

ρ +0.46beyond mkt +0.17holdout +0.35stable 75%robust

IBHF iShares iBonds 2026 Term High Yield and Income ETF

ρ +0.39beyond mkt +0.11holdout +0.27stable 88%robust

Moves against IMTM

TAIL Cambria Tail Risk ETF

ρ -0.43beyond mkt +0.07holdout -0.41stable 88%robust

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.58beyond mkt +0.06holdout -0.66stable 100%robust

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.49beyond mkt +0.06holdout -0.53stable 100%robust

UUP Invesco DB US Dollar Index Bullish Fund

ρ -0.44beyond mkt -0.02holdout -0.53stable 100%robust

BTAL AGF U.S. Market Neutral Anti-Beta Fund

ρ -0.58beyond mkt +0.01holdout -0.77stable 100%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

DBMF iMGP DBi Managed Futures Strategy ETF

horizon 5dρ +0.36holdout +0.15stable 62%moderate

IFF International Flavors & Fragrances Inc.

horizon 5dρ +0.31holdout +0.27stable 62%moderate

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

BWMN Bowman Consulting Group Ltd. Common Stock

Δ -0.57recent -0.14prior +0.42beyond mkt -0.03

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.53recent -0.37prior +0.16beyond mkt +0.06

TPR Tapestry, Inc. Common Stock

Δ -0.50recent -0.05prior +0.45beyond mkt +0.02

HARD Simplify Commodities Strategy No K-1 ETF

Δ -0.49recent -0.43prior +0.06beyond mkt +0.07

LAUR Laureate Education, Inc. Common Stock

Δ -0.47recent -0.16prior +0.31beyond mkt +0.03

SPT Sprout Social, Inc Class A Common Stock

Δ -0.46recent -0.36prior +0.10beyond mkt +0.06

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
EUFN iShares MSCI Europe Financials ETF	+0.43	+0.82	3
IMOM EA Series Trust Alpha Architect International Quantitative Momentum ETF	+0.47	+0.86	9
PIZ Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF	+0.50	+0.88	14
AFDM First Trust Exchange-Traded Fund III First Trust Active Factor International ETF	+0.49	+0.88	19
EFA iShares MSCI EAFE ETF	+0.60	+0.91	23
IDHQ Invesco S&P International Developed Quality ETF	+0.37	+0.85	19