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Invesco S&P International Developed Momentum ETF (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US73937B6965
CUSIP
46138E222
Issuer
Invesco
Inception Date
Feb 24, 2012
Region
Global ex-U.S. (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Invesco S&P International Developed Momentum ETF (IDMO) has returned -0.82% so far this year and 29.12% over the past 12 months. Over the last ten years, IDMO has returned 11.55% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Invesco S&P International Developed Momentum ETF

1D
3.63%
1M
-7.99%
YTD
-0.82%
6M
4.36%
1Y
29.12%
3Y*
22.61%
5Y*
13.88%
10Y*
11.55%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2012, IDMO's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2016 with a return of +13.7%, while the worst month was May 2012 at -17.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IDMO closed higher 41% of trading days. The best single day was Sep 10, 2012 with a return of +8.9%, while the worst single day was May 18, 2012 at -17.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.98%3.67%-7.99%-0.82%
20254.97%2.95%1.05%6.18%6.42%3.58%-0.70%3.83%2.53%-0.15%1.17%4.16%42.17%
20242.65%5.21%6.49%-5.04%3.61%0.41%2.06%1.95%-1.43%-2.69%3.66%-4.04%12.79%
20234.02%-1.78%1.48%2.50%-4.62%4.92%3.36%-0.72%-1.19%-2.32%9.62%4.05%20.16%
2022-5.25%-4.21%2.68%-6.04%3.53%-10.06%4.97%-4.49%-8.53%8.09%9.35%-0.45%-12.03%
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%

Benchmark Metrics

Invesco S&P International Developed Momentum ETF has an annualized alpha of 1.86%, beta of 0.66, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since February 27, 2012.

  • This ETF participated in 99.88% of S&P 500 Index downside but only 85.82% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.66 may look defensive, but with R² of 0.31 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.31 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.86%
Beta
0.66
0.31
Upside Capture
85.82%
Downside Capture
99.88%

Expense Ratio

IDMO has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

IDMO ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IDMO Risk / Return Rank: 8080
Overall Rank
IDMO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IDMO Omega Ratio Rank: 8181
Omega Ratio Rank
IDMO Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDMO Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and compare them to a chosen benchmark (S&P 500 Index).


IDMOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.90

+0.64

Sortino ratio

Return per unit of downside risk

2.12

1.39

+0.74

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

2.30

1.40

+0.90

Martin ratio

Return relative to average drawdown

9.37

6.61

+2.76

Explore IDMO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Invesco S&P International Developed Momentum ETF provided a 3.84% dividend yield over the last twelve months, with an annual payout of $2.10 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.10$2.06$0.91$1.06$1.16$0.68$0.54$0.78$0.74$0.87$0.49$0.59

Dividend yield

3.84%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

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
2026$0.00$0.00$0.27$0.27
2025$0.00$0.00$0.22$0.00$0.00$0.43$0.00$0.00$0.17$0.00$0.00$1.24$2.06
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

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 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 39.38%, occurring on Feb 9, 2016. Recovery took 1005 trading sessions.

The current Invesco S&P International Developed Momentum ETF drawdown is 8.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.38%May 15, 2015186Feb 9, 20161005Feb 6, 20201191
-31.34%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-27.07%Nov 15, 2021217Sep 26, 2022298Dec 1, 2023515
-25.56%Mar 15, 201246May 18, 2012147Dec 19, 2012193
-21.02%Jul 7, 201473Oct 16, 2014130Apr 24, 2015203

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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