PortfoliosLab logo
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.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

Returns By Period

Invesco S&P International Developed Momentum ETF (IDMO) returned 20.06% year-to-date (YTD) and 20.15% over the past 12 months. Over the past 10 years, IDMO returned 8.87% annually, underperforming the S&P 500 benchmark at 10.89%.


IDMO

YTD

20.06%

1M

8.44%

6M

18.48%

1Y

20.15%

5Y*

16.54%

10Y*

8.87%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*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%2.95%1.05%6.18%3.54%20.06%
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%
20198.43%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%2.85%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%-0.64%1.11%-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%-6.10%-1.98%1.06%-5.02%-7.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, IDMO is among the top 16% of 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 IDMO is 8484
Overall Rank
The Sharpe Ratio Rank of IDMO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IDMO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of IDMO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of IDMO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IDMO is 8888
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P International Developed Momentum ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 1.01
  • 5-Year: 0.96
  • 10-Year: 0.40
  • All Time: 0.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P International Developed Momentum ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Invesco S&P International Developed Momentum ETF provided a 1.71% dividend yield over the last twelve months, with an annual payout of $0.83 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$0.83$0.91$1.06$1.16$0.68$0.54$0.59$0.75$0.87$0.49$0.59$0.59

Dividend yield

1.71%2.24%2.89%3.66%1.81%1.63%2.10%3.27%3.08%2.18%2.52%2.19%

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$0.22$0.00$0.00$0.22
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$0.23$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$0.54
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.


Loading data...

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 557 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.36%May 15, 2015137Feb 9, 2016557Feb 19, 2020694
-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 chart below shows the rolling one-month volatility.


Loading data...