BBIN vs. IDMO

Last updated Jun 4, 2026

BBIN (JPMorgan BetaBuilders International Equity ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - BBIN is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Target Market Exposure Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 5 years, BBIN returned 8.51%/yr vs 15.53%/yr for IDMO. Their correlation of 0.86 suggests significant overlap in exposure. BBIN charges 0.07%/yr vs 0.25%/yr for IDMO.

Performance

BBIN vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBIN achieves a 8.64% return, which is significantly higher than IDMO's 7.74% return.

BBIN

• 1D: -0.65%
• 1M: 3.28%
• YTD: 8.64%
• 6M: 10.96%
• 1Y: 21.60%
• 3Y*: 16.72%
• 5Y*: 8.51%
• 10Y*: —

IDMO

• 1D: -1.16%
• 1M: 2.20%
• YTD: 7.74%
• 6M: 12.22%
• 1Y: 23.09%
• 3Y*: 25.70%
• 5Y*: 15.53%
• 10Y*: 12.09%

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

BBIN vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BBIN JPMorgan BetaBuilders International Equity ETF	8.64%	31.86%	3.65%	18.54%	-14.29%	11.74%	7.91%	3.14%
IDMO Invesco S&P International Developed Momentum ETF	7.74%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	3.61%

Correlation

The correlation between BBIN and IDMO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Dec 6, 2019	0.86

The correlation between BBIN and IDMO has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

BBIN vs. IDMO - Sectors Allocation Comparison

Sectors	BBIN	IDMO
Financial Services	24.8%	42.4%
Industrials	16.6%	22.6%
Technology	12.5%	5.3%
Healthcare	9.0%	1.2%
Consumer Defensive	5.9%	2.5%
Consumer Cyclical	5.4%	1.4%
Basic Materials	5.0%	10.2%
Communication Services	3.2%	2.2%
Energy	3.0%	1.9%
Utilities	1.7%	8.4%
Real Estate	0.3%	2.0%

Return for Risk

BBIN vs. IDMO — Risk / Return Rank

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

BBIN

BBIN Risk / Return Rank: 39
BBIN Sharpe Ratio Rank: 39
BBIN Sortino Ratio Rank: 39
BBIN Omega Ratio Rank: 37
BBIN Calmar Ratio Rank: 38
BBIN Martin Ratio Rank: 43

IDMO

IDMO Risk / Return Rank: 40
IDMO Sharpe Ratio Rank: 37
IDMO Sortino Ratio Rank: 39
IDMO Omega Ratio Rank: 38
IDMO Calmar Ratio Rank: 37
IDMO Martin Ratio Rank: 47

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.

BBIN vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) 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.

	BBIN	IDMO	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.37	+0.02
Sortino ratio Return per unit of downside risk	2.02	2.03	-0.01
Omega ratio Gain probability vs. loss probability	1.25	1.25	-0.01
Calmar ratio Return relative to maximum drawdown	1.87	1.88	-0.01
Martin ratio Return relative to average drawdown	6.96	7.84	-0.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBIN vs. IDMO - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.40, which is comparable to the IDMO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BBIN and IDMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBIN	IDMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.37	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.88	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.45	+0.08

Drawdowns

BBIN vs. IDMO - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for BBIN and IDMO.

Drawdown Indicators

	BBIN	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-39.38%	+6.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	-12.31%	+0.74%
Max Drawdown (3Y) Largest decline over 3 years	-13.98%	-12.65%	-1.33%
Max Drawdown (5Y) Largest decline over 5 years	-29.24%	-27.07%	-2.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.34%	—
Current Drawdown Current decline from peak	-1.78%	-2.31%	+0.53%
Average Drawdown Average peak-to-trough decline	-6.30%	-9.76%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	2.95%	+0.16%

Volatility

BBIN vs. IDMO - Volatility Comparison

The current volatility for JPMorgan BetaBuilders International Equity ETF (BBIN) is 5.15%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 6.43%. This indicates that BBIN 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

	BBIN	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	6.43%	-1.28%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	14.91%	-2.13%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	16.89%	-1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.57%	17.84%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.12%	18.12%	+1.00%

BBIN vs. IDMO - Expense Ratio Comparison

BBIN has a 0.07% 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%.

Dividends

BBIN vs. IDMO - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.63%, more than IDMO's 3.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBIN JPMorgan BetaBuilders International Equity ETF	3.63%	3.87%	3.41%	3.20%	2.83%	3.54%	1.07%	0.09%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.53%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%

Frequently Asked Questions

Can I hold both BBIN and IDMO in my portfolio?

BBIN and IDMO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBIN or IDMO?

IDMO has higher volatility (6.43%) compared to BBIN (5.15%). In terms of maximum drawdown, BBIN dropped -33.37% vs IDMO's -39.38%.

Which ETF is better, BBIN or IDMO?

On 5-year performance, IDMO leads with 15.53% vs 8.51% for BBIN. On fees, BBIN is cheaper at 0.07% per year. On volatility, BBIN has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBIN or IDMO?

Over the 5-year period, IDMO has performed better with a 15.53% return vs 8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBIN or IDMO?

BBIN is cheaper with a 0.07% expense ratio, compared with 0.25% for IDMO.

Which ETF pays a higher dividend yield, BBIN or IDMO?

BBIN has the higher dividend yield at 3.63%, compared with 3.53% for IDMO.

What is the main difference between BBIN and IDMO?

BBIN is categorized as Foreign Large Cap Equities, while IDMO is Momentum. BBIN tracks Morningstar Developed Markets ex-North America Target Market Exposure Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.07% for BBIN and 0.25% for IDMO.

Which has better risk-adjusted returns?

BBIN currently has the higher Sharpe Ratio (1.40 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.