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Invesco S&P Emerging Markets Momentum ETF (EEMO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US73937B6700
CUSIP
46138E289
Issuer
Invesco
Inception Date
Feb 24, 2012
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Momentum Emerging Plus LargeMidCap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P Emerging Markets Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Invesco S&P Emerging Markets Momentum ETF (EEMO) has returned -3.42% so far this year and 15.79% over the past 12 months. Over the last ten years, EEMO has returned 5.14% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Invesco S&P Emerging Markets Momentum ETF

1D
4.09%
1M
-8.93%
YTD
-3.42%
6M
-5.13%
1Y
15.79%
3Y*
11.68%
5Y*
-0.15%
10Y*
5.14%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2012, EEMO's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Mar 2016 with a return of +17.7%, while the worst month was Mar 2020 at -24.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EEMO closed higher 43% of trading days. The best single day was Mar 18, 2016 with a return of +17.7%, while the worst single day was Mar 16, 2020 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.79%1.21%-8.93%-3.42%
2025-1.09%-5.88%-0.55%0.49%4.43%8.20%0.38%2.48%4.48%0.08%-1.98%0.13%10.99%
20240.85%3.38%2.51%0.74%2.25%3.54%1.51%0.56%0.05%-3.42%-0.32%-1.96%9.88%
20231.54%-5.26%0.13%1.62%-1.38%5.45%8.10%-2.70%-1.91%-6.91%10.53%5.40%13.90%
2022-1.95%-1.60%-0.24%-2.73%-3.80%-10.09%6.37%0.14%-8.52%3.79%3.92%-4.52%-18.73%
20217.55%-1.04%-4.72%1.96%-0.64%5.52%-9.69%1.96%-6.41%1.19%-2.43%2.37%-5.57%

Benchmark Metrics

Invesco S&P Emerging Markets Momentum ETF has an annualized alpha of -5.90%, beta of 0.74, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since February 27, 2012.

  • This ETF participated in 113.65% of S&P 500 Index downside but only 63.06% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.28 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-5.90%
Beta
0.74
0.28
Upside Capture
63.06%
Downside Capture
113.65%

Expense Ratio

EEMO has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EEMO ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EEMO Risk / Return Rank: 4040
Overall Rank
EEMO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EEMO Sortino Ratio Rank: 4040
Sortino Ratio Rank
EEMO Omega Ratio Rank: 4040
Omega Ratio Rank
EEMO Calmar Ratio Rank: 3838
Calmar Ratio Rank
EEMO Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P Emerging Markets Momentum ETF (EEMO) and compare them to a chosen benchmark (S&P 500 Index).


EEMOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.90

-0.14

Sortino ratio

Return per unit of downside risk

1.17

1.39

-0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.02

1.40

-0.38

Martin ratio

Return relative to average drawdown

4.12

6.61

-2.49

Explore EEMO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Invesco S&P Emerging Markets Momentum ETF provided a 2.38% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.40$0.40$0.42$0.55$0.53$0.27$0.29$0.38$1.96$1.05$0.22$0.41

Dividend yield

2.38%2.31%2.57%3.65%3.82%1.51%1.53%2.13%13.10%5.13%1.55%2.92%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P Emerging Markets Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.05
2025$0.00$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.10$0.40
2024$0.00$0.00$0.08$0.00$0.00$0.13$0.00$0.00$0.18$0.00$0.00$0.03$0.42
2023$0.00$0.00$0.12$0.00$0.00$0.24$0.00$0.00$0.14$0.00$0.00$0.05$0.55
2022$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.17$0.00$0.00$0.17$0.53
2021$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.09$0.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P Emerging Markets Momentum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P Emerging Markets Momentum ETF was 48.47%, occurring on Feb 12, 2016. Recovery took 489 trading sessions.

The current Invesco S&P Emerging Markets Momentum ETF drawdown is 14.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.47%Mar 1, 2012995Feb 12, 2016489Jan 23, 20181484
-46.57%Jan 29, 2018541Mar 23, 2020196Dec 30, 2020737
-40.02%Feb 18, 2021522Mar 15, 2023
-6.11%Jan 26, 20214Jan 29, 20213Feb 3, 20217
-1.78%Feb 27, 20121Feb 27, 20122Feb 29, 20123

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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