AW10.DE vs. IDMO

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) and Invesco S&P International Developed Momentum ETF (IDMO).

AW10.DE and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AW10.DE is a passively managed fund by UBS that tracks the performance of the MSCI World Climate Paris Aligned. It was launched on Mar 11, 2021. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012. Both AW10.DE and IDMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AW10.DE vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

AW10.DE vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc	0.48%	9.11%	25.31%	21.54%	-17.22%	22.34%
IDMO Invesco S&P International Developed Momentum ETF	2.89%	25.30%	20.24%	16.56%	-6.57%	20.35%

Different Trading Currencies

AW10.DE is traded in EUR, while IDMO is traded in USD. To make them comparable, the IDMO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AW10.DE achieves a 0.48% return, which is significantly lower than IDMO's 2.89% return.

AW10.DE

• 1D: -0.38%
• 1M: -2.46%
• YTD: 0.48%
• 6M: 4.47%
• 1Y: 13.80%
• 3Y*: 16.25%
• 5Y*: 10.95%
• 10Y*: —

IDMO

• 1D: -0.44%
• 1M: -1.33%
• YTD: 2.89%
• 6M: 7.70%
• 1Y: 21.45%
• 3Y*: 20.48%
• 5Y*: 14.78%
• 10Y*: 11.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AW10.DE vs. IDMO - Expense Ratio Comparison

AW10.DE has a 0.15% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IDMO

Invesco S&P International Developed Momentum ETF

AW10.DE

UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc

Return for Risk

AW10.DE vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AW10.DE

AW10.DE Risk / Return Rank: 31
AW10.DE Sharpe Ratio Rank: 27
AW10.DE Sortino Ratio Rank: 29
AW10.DE Omega Ratio Rank: 45
AW10.DE Calmar Ratio Rank: 31
AW10.DE Martin Ratio Rank: 23

IDMO

IDMO Risk / Return Rank: 79
IDMO Sharpe Ratio Rank: 78
IDMO Sortino Ratio Rank: 78
IDMO Omega Ratio Rank: 80
IDMO Calmar Ratio Rank: 78
IDMO Martin Ratio Rank: 80

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.

AW10.DE vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) and Invesco S&P International Developed Momentum ETF (IDMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AW10.DE	IDMO	Difference
Sharpe ratio Return per unit of total volatility	0.53	1.13	-0.60
Sortino ratio Return per unit of downside risk	0.94	1.62	-0.68
Omega ratio Gain probability vs. loss probability	1.19	1.25	-0.06
Calmar ratio Return relative to maximum drawdown	1.02	1.75	-0.73
Martin ratio Return relative to average drawdown	2.14	7.45	-5.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AW10.DE vs. IDMO - Sharpe Ratio Comparison

The current AW10.DE Sharpe Ratio is 0.53, which is lower than the IDMO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of AW10.DE and IDMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AW10.DE	IDMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	1.13	-0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.94	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.50	+0.15

Correlation

The correlation between AW10.DE and IDMO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AW10.DE vs. IDMO - Dividend Comparison

AW10.DE has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 3.77%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.77%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%

Drawdowns

AW10.DE vs. IDMO - Drawdown Comparison

The maximum AW10.DE drawdown since its inception was -19.92%, smaller than the maximum IDMO drawdown of -41.55%. Use the drawdown chart below to compare losses from any high point for AW10.DE and IDMO.

Drawdown Indicators

	AW10.DE	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-39.38%	+19.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.56%	-12.31%	-4.25%
Max Drawdown (5Y) Largest decline over 5 years	-19.92%	-27.07%	+7.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.34%	—
Current Drawdown Current decline from peak	-11.97%	-7.05%	-4.92%
Average Drawdown Average peak-to-trough decline	-5.86%	-9.85%	+3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.93%	3.08%	+4.85%

Volatility

AW10.DE vs. IDMO - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) is 6.22%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 8.00%. This indicates that AW10.DE experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AW10.DE	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	8.00%	-1.78%
Volatility (6M) Calculated over the trailing 6-month period	22.95%	11.50%	+11.45%
Volatility (1Y) Calculated over the trailing 1-year period	25.71%	19.02%	+6.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.96%	15.81%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.96%	17.27%	-0.31%