- ISIN
- US73937B6700
- CUSIP
- 46138E289
- Issuer
- Invesco
- Inception Date
- Feb 24, 2012
- Region
- Emerging Markets (Broad)
- Category
- Momentum, Emerging Markets Equities
- 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
- Assets Under Management
- $22M
Share Price Chart
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Performance
EEMO Performance Chart
Invesco S&P Emerging Markets Momentum ETF (EEMO) is up 35.5% since the beginning of the year. EEMO is currently trading at $24 per share. Investors who bought $1,000 worth of EEMO shares 5 years ago would now be looking at an investment worth $1,351.
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Returns By Period
Invesco S&P Emerging Markets Momentum ETF (EEMO) has returned 35.52% so far this year and 47.55% over the past 12 months. Over the last ten years, EEMO has returned 8.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Invesco S&P Emerging Markets Momentum ETF
- 1D
- -8.31%
- 1M
- 6.72%
- YTD
- 35.52%
- 6M
- 35.05%
- 1Y
- 47.55%
- 3Y*
- 23.13%
- 5Y*
- 6.20%
- 10Y*
- 8.71%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
EEMO Monthly Returns History
Based on dividend-adjusted daily data since Feb 24, 2012, EEMO's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +21.9%, 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.79% | 1.21% | -8.93% | 21.92% | 16.59% | -1.29% | 35.52% | ||||||
| 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% |
| 2024 | 0.85% | 3.38% | 2.51% | 0.74% | 2.25% | 3.54% | 1.51% | 0.56% | 0.05% | -3.42% | -0.32% | -1.96% | 9.88% |
| 2023 | 1.54% | -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% |
| 2021 | 7.55% | -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 -4.30%, beta of 0.77, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since February 24, 2012.
- This ETF participated in 113.26% of S&P 500 Index downside but only 70.67% 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
- -4.30%
- Beta
- 0.77
- R²
- 0.28
- Upside Capture
- 70.67%
- Downside Capture
- 113.26%
Expense Ratio
EEMO has an expense ratio of 0.31%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EEMO ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEMO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.46 | +0.78 |
| Martin ratioReturn relative to average drawdown | 11.80 | 10.92 | +0.88 |
Dividends
Dividend History
Invesco S&P Emerging Markets Momentum ETF provided a 1.67% dividend yield over the last twelve months, with an annual payout of $0.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 1.67% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.17 | ||||||
| 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 8.31%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 bear market2016 | -48.47%Feb 2016 | 3y 11mo | 1y 11mo | 5y 10moMar 2012 - Jan 2018 |
COVID crash2020 | -46.57%Mar 2020 | 2y 1mo | 9mo 12d | 2y 11moJan 2018 - Dec 2020 |
2023 bear market2023 | -40.02%Mar 2023 | 2y 25d | 3y 1mo | 5y 1moFeb 2021 - Apr 2026 |
2026 correction2026 | -13.55%Jun 2026 | 2d | 13d | 15dJun 2026 - Jun 2026 |
2026 pullback2026 | -9.01%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
Drawdown Indicators
| EEMO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.47% | -56.78% | +8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.75% | -9.10% | -5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.06% | -18.90% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.03% | -25.43% | -8.60% |
Max Drawdown (10Y)Largest decline over 10 years | -46.57% | -33.92% | -12.65% |
Current DrawdownCurrent decline from peak | -8.31% | -3.21% | -5.10% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -10.71% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.04% | +2.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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