This is a composite image of the small moons of Saturn.
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NASA

The Capture Theory

Many of the moons surrounding other planets are really captured asteroids and not objects that formed in place with the mother planet, or were ejected by the mother planet.

One sign that a moon is really a captured asteroid is that it has a non-spherical shape, that is, an angular shape like a rock and not rounded like a planet. Moons such as these are the two moons of Mars; Phobos and Deimos. Another sign that a moon may be captured is if it orbits in a direction opposite to that of the mother planet. An example of a moon of this kind is Neptune's moon Triton.

The Earth's moon is both rounded in shape and pro-grade in it's orbital direction. These are the most direct pieces of evidence that the Moon is not a captured object. If the Moon were a captured object it would explain why the Moon and the Earth do not appear to be made of the same material.

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