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

ETF Info

ISIN

US73937B6700

CUSIP

46138E289

Issuer

Invesco

Inception Date

Feb 24, 2012

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

S&P Momentum Emerging Plus LargeMidCap Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EEMO features an expense ratio of 0.31%, falling within the medium range.


Expense ratio chart for EEMO: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EEMO vs. VWO EEMO vs. EEM EEMO vs. SPMO EEMO vs. AVES EEMO vs. PIE EEMO vs. IDMO EEMO vs. AVEM EEMO vs. VFIAX EEMO vs. PXH EEMO vs. EEMS
Popular comparisons:
EEMO vs. VWO EEMO vs. EEM EEMO vs. SPMO EEMO vs. AVES EEMO vs. PIE EEMO vs. IDMO EEMO vs. AVEM EEMO vs. VFIAX EEMO vs. PXH EEMO vs. EEMS

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.


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.91%
8.57%
EEMO (Invesco S&P Emerging Markets Momentum ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P Emerging Markets Momentum ETF had a return of -1.65% year-to-date (YTD) and 3.10% in the last 12 months. Over the past 10 years, Invesco S&P Emerging Markets Momentum ETF had an annualized return of 1.28%, while the S&P 500 had an annualized return of 11.26%, indicating that Invesco S&P Emerging Markets Momentum ETF did not perform as well as the benchmark.


EEMO

YTD

-1.65%

1M

-0.81%

6M

-5.72%

1Y

3.10%

5Y*

1.55%

10Y*

1.28%

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of EEMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.09%-1.65%
20240.86%3.41%2.48%0.75%2.22%3.59%1.47%0.58%0.04%-3.43%-0.30%-1.97%9.89%
20231.59%-5.28%0.13%1.59%-1.35%5.45%8.11%-2.70%-1.85%-6.93%10.52%5.39%13.98%
2022-1.99%-1.56%-0.29%-2.73%-3.78%-10.09%6.39%0.13%-8.49%3.75%3.90%-4.54%-18.78%
20217.55%-1.03%-4.73%1.93%-0.62%5.53%-9.70%1.95%-6.39%1.20%-2.48%2.42%-5.56%
2020-5.25%-7.98%-24.77%10.68%4.23%7.96%10.70%2.18%0.00%2.94%7.36%7.38%9.68%
20197.01%-0.69%0.87%1.25%-0.31%3.65%-0.66%-3.79%1.86%5.61%-2.01%7.23%21.18%
20187.60%-6.21%0.77%-4.79%-0.10%-4.03%0.68%-2.82%-0.05%-7.57%1.97%-3.29%-17.24%
20177.90%0.90%0.25%6.67%1.43%4.64%7.24%4.45%0.33%5.58%-0.24%2.33%49.68%
2016-13.09%3.48%17.68%3.86%-3.01%2.31%2.00%0.32%1.64%0.00%-9.92%0.86%3.07%
2015-3.71%2.27%-0.53%11.35%-2.05%-15.11%-4.11%-11.85%-7.35%7.19%-9.72%0.99%-30.58%
2014-7.83%5.41%5.74%2.10%3.50%0.70%3.12%2.28%-10.64%2.83%3.78%-4.22%5.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMO is 10, meaning it’s performing worse than 90% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EEMO is 1010
Overall Rank
The Sharpe Ratio Rank of EEMO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMO is 99
Sortino Ratio Rank
The Omega Ratio Rank of EEMO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of EEMO is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EEMO is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P Emerging Markets Momentum ETF (EEMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EEMO, currently valued at 0.17, compared to the broader market0.002.004.000.171.74
The chart of Sortino ratio for EEMO, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.0012.000.322.36
The chart of Omega ratio for EEMO, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.32
The chart of Calmar ratio for EEMO, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.102.62
The chart of Martin ratio for EEMO, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.00100.000.5510.69
EEMO
^GSPC

The current Invesco S&P Emerging Markets Momentum ETF Sharpe ratio is 0.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P Emerging Markets Momentum ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.17
1.74
EEMO (Invesco S&P Emerging Markets Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P Emerging Markets Momentum ETF provided a 2.62% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.42$0.42$0.55$0.53$0.27$0.29$0.38$1.96$1.05$0.22$0.42$0.50

Dividend yield

2.62%2.57%3.65%3.82%1.51%1.53%2.13%13.11%5.13%1.55%2.92%2.35%

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
2025$0.00$0.00$0.00
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$0.06$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
2020$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.29
2019$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.06$0.38
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.96$1.96
2017$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.14$0.00$0.00$0.90$1.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2015$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.32$0.42
2014$0.26$0.00$0.00$0.00$0.00$0.00$0.24$0.50

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.10%
-0.43%
EEMO (Invesco S&P Emerging Markets Momentum ETF)
Benchmark (^GSPC)

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 48.46%, occurring on Feb 12, 2016. Recovery took 489 trading sessions.

The current Invesco S&P Emerging Markets Momentum ETF drawdown is 21.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.46%Mar 6, 2012992Feb 12, 2016489Jan 23, 20181481
-46.57%Jan 29, 2018541Mar 23, 2020196Dec 30, 2020737
-40.04%Feb 18, 2021522Mar 15, 2023
-6.09%Jan 26, 20214Jan 29, 20213Feb 3, 20217
-1.78%Feb 27, 20121Feb 27, 20122Feb 29, 20123

Volatility

Volatility Chart

The current Invesco S&P Emerging Markets Momentum ETF volatility is 4.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.43%
3.01%
EEMO (Invesco S&P Emerging Markets Momentum ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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