DIVG vs. IDMO

Last updated Jun 21, 2026

DIVG (Invesco S&P 500 High Dividend Growers ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - DIVG is a S&P 500 fund tracking the S&P 500 High Dividend Growth Index - Benchmark TR Gross, 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 year, DIVG returned 21.01% vs 28.80% for IDMO. At a 0.44 correlation, their price movements are largely independent. DIVG charges 0.39%/yr vs 0.25%/yr for IDMO.

Performance

DIVG vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 High Dividend Growers ETF (DIVG) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DIVG having a 11.58% return and IDMO slightly lower at 11.21%.

DIVG

• 1D: -0.40%
• 1M: 0.84%
• YTD: 11.58%
• 6M: 11.88%
• 1Y: 21.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDMO

• 1D: 0.87%
• 1M: 2.67%
• YTD: 11.21%
• 6M: 11.38%
• 1Y: 28.80%
• 3Y*: 25.90%
• 5Y*: 16.36%
• 10Y*: 12.80%

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

DIVG vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DIVG Invesco S&P 500 High Dividend Growers ETF	11.58%	11.31%	16.60%	5.71%
IDMO Invesco S&P International Developed Momentum ETF	11.21%	42.17%	12.79%	4.27%

Correlation

The correlation between DIVG and IDMO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023	0.44

DIVG vs. IDMO - Sectors Allocation Comparison

Sectors	DIVG	IDMO
Financial Services	27.5%	43.2%
Consumer Defensive	14.4%	2.5%
Utilities	13.1%	7.9%
Real Estate	12.0%	1.8%
Technology	10.9%	6.2%
Energy	7.5%	1.7%
Basic Materials	5.5%	10.6%
Healthcare	5.2%	1.1%
Industrials	4.2%	21.3%
Communication Services	3.1%	2.1%
Consumer Cyclical	2.3%	1.5%

Return for Risk

DIVG vs. IDMO — Risk / Return Rank

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

DIVG

DIVG Risk / Return Rank: 69
DIVG Sharpe Ratio Rank: 63
DIVG Sortino Ratio Rank: 67
DIVG Omega Ratio Rank: 58
DIVG Calmar Ratio Rank: 82
DIVG Martin Ratio Rank: 74

IDMO

IDMO Risk / Return Rank: 50
IDMO Sharpe Ratio Rank: 48
IDMO Sortino Ratio Rank: 49
IDMO Omega Ratio Rank: 49
IDMO Calmar Ratio Rank: 49
IDMO Martin Ratio Rank: 56

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.

DIVG vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Growers ETF (DIVG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DIVG	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.60	+0.39
Sortino ratio: Return per unit of downside risk	2.92	2.32	+0.60
Omega ratio: Gain probability vs. loss probability	1.34	1.30	+0.04
Calmar ratio: Return relative to maximum drawdown	4.19	2.32	+1.87
Martin ratio: Return relative to average drawdown	13.38	9.42	+3.96

DIVG vs. IDMO - Sharpe Ratio Comparison

The current DIVG Sharpe Ratio is 1.99, which is comparable to the IDMO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DIVG 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.

Drawdowns

DIVG vs. IDMO - Drawdown Comparison

The maximum DIVG drawdown since its inception was -14.95%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DIVG and IDMO.

Drawdown Indicators

	DIVG	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-14.95%	-39.38%	+24.43%
Max Drawdown (1Y) Largest decline over 1 year	-5.13%	-12.31%	+7.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.34%	—
Current Drawdown Current decline from peak	-2.40%	0.00%	-2.40%
Average Drawdown Average peak-to-trough decline	-2.26%	-9.73%	+7.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	3.03%	-1.43%

Volatility

DIVG vs. IDMO - Volatility Comparison

The current volatility for Invesco S&P 500 High Dividend Growers ETF (DIVG) is 3.33%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 7.48%. This indicates that DIVG 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

	DIVG	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	7.48%	-4.15%
Volatility (6M) Calculated over the trailing 6-month period	7.52%	16.09%	-8.57%
Volatility (1Y) Calculated over the trailing 1-year period	10.82%	17.88%	-7.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.18%	18.04%	-4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.18%	18.18%	-5.00%

DIVG vs. IDMO - Expense Ratio Comparison

DIVG has a 0.39% expense ratio, which is higher than IDMO's 0.25% expense ratio.

Dividends

DIVG vs. IDMO - Dividend Comparison

DIVG's dividend yield for the trailing twelve months is around 3.07%, less than IDMO's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVG Invesco S&P 500 High Dividend Growers ETF	3.07%	3.15%	4.08%	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	3.42%	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 DIVG and IDMO in my portfolio?

DIVG and IDMO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVG or IDMO?

IDMO has higher volatility (7.48%) compared to DIVG (3.33%). In terms of maximum drawdown, DIVG dropped -14.95% vs IDMO's -39.38%.

Which ETF is better, DIVG or IDMO?

On 1-year performance, IDMO leads with 28.80% vs 21.01% for DIVG. On fees, IDMO is cheaper at 0.25% per year. On volatility, DIVG has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIVG or IDMO?

Over the 1-year period, IDMO has performed better with a 28.80% return vs 21.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIVG or IDMO?

IDMO is cheaper with a 0.25% expense ratio, compared with 0.39% for DIVG.

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

IDMO has the higher dividend yield at 3.42%, compared with 3.07% for DIVG.

What is the main difference between DIVG and IDMO?

DIVG is categorized as S&P 500, while IDMO is Momentum. DIVG tracks S&P 500 High Dividend Growth Index - Benchmark TR Gross, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.39% for DIVG and 0.25% for IDMO.

Which has better risk-adjusted returns?

DIVG currently has the higher Sharpe Ratio (1.99 vs 1.60), 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.