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Invesco S&P International Developed Momentum ETF (IDMO)

ETF · Currency in USD
ISIN
US73937B6965
CUSIP
46138E222
Issuer
Invesco
Inception Date
Feb 24, 2012
Region
Global ex-U.S. (Broad)
Category
Global Equities
Expense Ratio
0.25%
Index Tracked
S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

IDMOPrice Chart


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IDMOPerformance

The chart shows the growth of $10,000 invested in Invesco S&P International Developed Momentum ETF on Mar 15, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,520 for a total return of roughly 85.20%. All prices are adjusted for splits and dividends.


IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (S&P 500)

IDMOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.23%-1.87%
1M1.30%-0.21%
6M12.59%8.24%
1Y13.01%24.78%
5Y18.04%15.80%
10Y9.89%14.41%

IDMOMonthly Returns Heatmap


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IDMOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco S&P International Developed Momentum ETF Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (S&P 500)

IDMODividends

Invesco S&P International Developed Momentum ETF granted a 1.81% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $0.68 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$0.68$0.68$0.54$0.59$0.75$0.87$0.49$0.59$0.59$0.51$0.52

Dividend yield

1.81%1.81%1.67%2.19%3.48%3.38%2.47%2.91%2.58%2.05%2.54%

IDMODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (S&P 500)

IDMOWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P International Developed Momentum ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco S&P International Developed Momentum ETF is 39.37%, recorded on Feb 9, 2016. It took 557 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.37%May 15, 2015137Feb 9, 2016557Feb 19, 2020694
-31.33%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-25.56%Mar 15, 201212May 18, 201226Dec 19, 201238
-21.01%Jul 7, 201464Oct 16, 201495Apr 24, 2015159
-13.66%Jan 31, 201346Jun 25, 201318Aug 14, 201364
-12.52%Feb 17, 202114Mar 8, 2021105Aug 5, 2021119
-7.3%Jan 22, 20149Feb 3, 20148Feb 18, 201417
-6.93%Sep 16, 202113Oct 4, 202120Nov 1, 202133
-6.73%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-6.7%Oct 23, 201333Dec 13, 201310Dec 30, 201343

IDMOVolatility Chart

Current Invesco S&P International Developed Momentum ETF volatility is 8.29%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


IDMO (Invesco S&P International Developed Momentum ETF)
Benchmark (S&P 500)

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