EFU vs. IDMO

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares UltraShort MSCI EAFE (EFU) and Invesco S&P International Developed Momentum ETF (IDMO).

EFU and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFU is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Index (-200%). It was launched on Oct 23, 2007. 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 EFU 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

EFU vs. IDMO - Performance Comparison

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

EFU vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFU ProShares UltraShort MSCI EAFE	-5.85%	-41.07%	-1.04%	-25.36%	24.26%	-24.58%	-35.54%	-32.71%	32.32%	-36.87%
IDMO Invesco S&P International Developed Momentum ETF	1.97%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	26.09%	-16.66%	29.21%

Returns By Period

In the year-to-date period, EFU achieves a -5.85% return, which is significantly lower than IDMO's 1.97% return. Over the past 10 years, EFU has underperformed IDMO with an annualized return of -19.28%, while IDMO has yielded a comparatively higher 11.86% annualized return.

EFU

• 1D: -3.09%
• 1M: 8.38%
• YTD: -5.85%
• 6M: -11.25%
• 1Y: -35.75%
• 3Y*: -21.50%
• 5Y*: -15.41%
• 10Y*: -19.28%

IDMO

• 1D: 2.81%
• 1M: -4.19%
• YTD: 1.97%
• 6M: 7.03%
• 1Y: 31.67%
• 3Y*: 23.75%
• 5Y*: 14.52%
• 10Y*: 11.86%

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

EFU vs. IDMO - Expense Ratio Comparison

EFU has a 0.95% expense ratio, which is higher than IDMO's 0.25% expense ratio.

EFU

ProShares UltraShort MSCI EAFE

IDMO

Invesco S&P International Developed Momentum ETF

Return for Risk

EFU vs. IDMO — Risk / Return Rank

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

EFU

EFU Risk / Return Rank: 2
EFU Sharpe Ratio Rank: 0
EFU Sortino Ratio Rank: 1
EFU Omega Ratio Rank: 1
EFU Calmar Ratio Rank: 2
EFU Martin Ratio Rank: 5

IDMO

IDMO Risk / Return Rank: 85
IDMO Sharpe Ratio Rank: 83
IDMO Sortino Ratio Rank: 84
IDMO Omega Ratio Rank: 85
IDMO Calmar Ratio Rank: 85
IDMO Martin Ratio Rank: 87

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.

EFU vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) 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.

	EFU	IDMO	Difference
Sharpe ratio Return per unit of total volatility	-1.01	1.66	-2.66
Sortino ratio Return per unit of downside risk	-1.46	2.28	-3.73
Omega ratio Gain probability vs. loss probability	0.82	1.35	-0.53
Calmar ratio Return relative to maximum drawdown	-0.66	2.66	-3.32
Martin ratio Return relative to average drawdown	-0.89	10.75	-11.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFU vs. IDMO - Sharpe Ratio Comparison

The current EFU Sharpe Ratio is -1.01, which is lower than the IDMO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EFU 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

	EFU	IDMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	1.66	-2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.47	0.83	-1.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.57	0.66	-1.23
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	0.44	-0.87

Correlation

The correlation between EFU and IDMO is -0.64. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

EFU vs. IDMO - Dividend Comparison

EFU's dividend yield for the trailing twelve months is around 4.80%, more than IDMO's 3.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFU ProShares UltraShort MSCI EAFE	4.80%	5.57%	3.87%	6.41%	1.47%	0.00%	0.06%	0.95%	0.17%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.73%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%

Drawdowns

EFU vs. IDMO - Drawdown Comparison

The maximum EFU drawdown since its inception was -99.35%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for EFU and IDMO.

Drawdown Indicators

	EFU	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-99.35%	-39.38%	-59.97%
Max Drawdown (1Y) Largest decline over 1 year	-54.37%	-12.31%	-42.06%
Max Drawdown (5Y) Largest decline over 5 years	-74.95%	-27.07%	-47.88%
Max Drawdown (10Y) Largest decline over 10 years	-90.22%	-31.34%	-58.88%
Current Drawdown Current decline from peak	-99.27%	-6.22%	-93.05%
Average Drawdown Average peak-to-trough decline	-87.02%	-9.85%	-77.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.37%	3.05%	+37.32%

Volatility

EFU vs. IDMO - Volatility Comparison

ProShares UltraShort MSCI EAFE (EFU) has a higher volatility of 15.09% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 9.12%. This indicates that EFU's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFU	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.09%	9.12%	+5.97%
Volatility (6M) Calculated over the trailing 6-month period	22.36%	12.67%	+9.69%
Volatility (1Y) Calculated over the trailing 1-year period	35.60%	19.21%	+16.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.89%	17.67%	+15.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.98%	17.90%	+16.08%