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Invesco S&P International Developed Momentum ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B6965

CUSIP

46138E222

Issuer

Invesco

Inception Date

Feb 24, 2012

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

IDMO has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for IDMO: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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:
IDMO vs. EFG IDMO vs. IDHQ IDMO vs. ICOW IDMO vs. MTUM IDMO vs. IVLU IDMO vs. VTSAX IDMO vs. VIGI IDMO vs. IHDG IDMO vs. HEFA IDMO vs. GLOF
Popular comparisons:
IDMO vs. EFG IDMO vs. IDHQ IDMO vs. ICOW IDMO vs. MTUM IDMO vs. IVLU IDMO vs. VTSAX IDMO vs. VIGI IDMO vs. IHDG IDMO vs. HEFA IDMO vs. GLOF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P International Developed 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.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.22%
8.57%
IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P International Developed Momentum ETF had a return of 8.71% year-to-date (YTD) and 15.91% in the last 12 months. Over the past 10 years, Invesco S&P International Developed Momentum ETF had an annualized return of 9.02%, while the S&P 500 had an annualized return of 11.26%, indicating that Invesco S&P International Developed Momentum ETF did not perform as well as the benchmark.


IDMO

YTD

8.71%

1M

4.69%

6M

6.36%

1Y

15.91%

5Y*

11.81%

10Y*

9.02%

^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 IDMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.97%8.71%
20242.65%5.21%6.49%-5.04%3.61%0.41%2.06%1.95%-1.43%-2.69%3.65%-4.03%12.79%
20234.02%-1.78%1.48%2.50%-4.62%4.93%3.36%-0.72%-1.19%-2.32%9.62%4.05%20.17%
2022-5.25%-4.21%2.68%-6.04%3.53%-10.07%4.97%-4.49%-8.53%8.09%9.35%-0.45%-12.04%
2021-0.24%-1.51%-0.27%3.49%-0.02%0.95%2.03%4.47%-1.80%5.46%-3.16%4.47%14.31%
20200.89%-7.43%-10.42%7.66%6.58%5.58%4.69%4.25%-0.81%-3.92%10.30%4.94%22.01%
20198.42%3.19%1.96%0.29%-1.66%4.85%-1.64%0.05%1.51%1.59%1.43%3.09%25.19%
20187.23%-2.85%-4.85%1.26%-1.64%-2.10%1.74%-1.67%2.48%-9.53%-1.87%-5.26%-16.67%
20174.79%0.82%2.53%-0.05%2.86%1.71%5.25%-0.02%2.97%2.71%0.93%1.60%29.25%
2016-11.34%4.27%13.73%1.27%1.66%-3.61%3.09%-0.63%1.10%-5.84%-4.21%1.05%-1.54%
2015-1.33%9.90%-0.83%9.22%-3.46%-4.43%-3.45%-7.43%-11.09%12.64%-3.06%-6.17%-11.77%
2014-3.77%6.76%-3.98%4.33%2.52%2.76%-3.10%-0.16%-6.11%-1.98%1.06%-5.02%-7.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDMO is 44, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IDMO is 4444
Overall Rank
The Sharpe Ratio Rank of IDMO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of IDMO is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IDMO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IDMO is 5353
Calmar Ratio Rank
The Martin Ratio Rank of IDMO is 5050
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 International Developed Momentum ETF (IDMO) 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 IDMO, currently valued at 1.02, compared to the broader market0.002.004.001.021.74
The chart of Sortino ratio for IDMO, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.432.36
The chart of Omega ratio for IDMO, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.32
The chart of Calmar ratio for IDMO, currently valued at 1.44, compared to the broader market0.005.0010.0015.001.442.62
The chart of Martin ratio for IDMO, currently valued at 5.08, compared to the broader market0.0020.0040.0060.0080.00100.005.0810.69
IDMO
^GSPC

The current Invesco S&P International Developed Momentum ETF Sharpe ratio is 1.02. 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 International Developed 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.02
1.74
IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P International Developed Momentum ETF provided a 2.06% dividend yield over the last twelve months, with an annual payout of $0.91 per share.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.91$0.91$1.06$1.16$0.68$0.55$0.59$0.75$0.87$0.49$0.59$0.59

Dividend yield

2.06%2.24%2.89%3.66%1.81%1.64%2.10%3.27%3.08%2.18%2.52%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P International Developed 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$0.30$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.10$0.91
2023$0.00$0.00$0.40$0.00$0.00$0.21$0.00$0.00$0.33$0.00$0.00$0.13$1.06
2022$0.00$0.00$0.24$0.00$0.00$0.43$0.00$0.00$0.37$0.00$0.00$0.12$1.16
2021$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.17$0.00$0.00$0.22$0.68
2020$0.00$0.00$0.20$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.14$0.55
2019$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$0.13$0.00$0.00$0.11$0.59
2018$0.00$0.00$0.10$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.27$0.75
2017$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.17$0.00$0.00$0.19$0.87
2016$0.00$0.00$0.12$0.00$0.00$0.23$0.00$0.00$0.02$0.00$0.00$0.13$0.49
2015$0.00$0.00$0.03$0.00$0.00$0.31$0.00$0.00$0.12$0.00$0.00$0.13$0.59
2014$0.01$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.00$0.59

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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.96%
-0.43%
IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P International Developed 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 International Developed Momentum ETF was 39.36%, occurring on Feb 9, 2016. Recovery took 556 trading sessions.

The current Invesco S&P International Developed Momentum ETF drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.36%May 15, 2015137Feb 9, 2016556Feb 19, 2020693
-31.33%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-27.08%Nov 15, 2021217Sep 26, 2022297Dec 1, 2023514
-25.56%Mar 15, 201212May 18, 201226Dec 19, 201238
-21.02%Jul 7, 201464Oct 16, 201495Apr 24, 2015159

Volatility

Volatility Chart

The current Invesco S&P International Developed Momentum ETF volatility is 3.57%, 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%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.57%
3.01%
IDMO (Invesco S&P International Developed 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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