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EGPT vs. IDMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EGPT vs. IDMO - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember0
1.16%
EGPT
IDMO

Returns By Period


EGPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

IDMO

YTD

14.74%

1M

-2.27%

6M

1.80%

1Y

20.90%

5Y (annualized)

12.39%

10Y (annualized)

9.38%

Key characteristics


EGPTIDMO

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EGPT vs. IDMO - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than IDMO's 0.25% expense ratio.


EGPT
VanEck Vectors Egypt Index ETF
Expense ratio chart for EGPT: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for IDMO: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.0

The correlation between EGPT and IDMO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

EGPT vs. IDMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) 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.


Sharpe ratio
No data
EGPT
IDMO

Chart placeholderNot enough data

Dividends

EGPT vs. IDMO - Dividend Comparison

EGPT has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 2.27%.


TTM20232022202120202019201820172016201520142013
EGPT
VanEck Vectors Egypt Index ETF
6.94%6.02%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
2.27%2.89%3.66%1.81%1.64%2.10%3.27%3.08%2.18%2.52%2.18%1.70%

Drawdowns

EGPT vs. IDMO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.69%
-2.93%
EGPT
IDMO

Volatility

EGPT vs. IDMO - Volatility Comparison

The current volatility for VanEck Vectors Egypt Index ETF (EGPT) is 0.00%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 4.09%. This indicates that EGPT 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.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
4.09%
EGPT
IDMO