ETH-USD vs. IDMO
ETH-USD (Ethereum) is a cryptocurrency, while IDMO (Invesco S&P International Developed Momentum ETF) is Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 12.15%/yr for IDMO. At a 0.16 correlation, their price movements are largely independent.
Performance
ETH-USD vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -35.51% return, which is significantly lower than IDMO's 6.72% return. Over the past 10 years, ETH-USD has outperformed IDMO with an annualized return of 62.58%, while IDMO has yielded a comparatively lower 12.15% annualized return.
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
IDMO
- 1D
- -0.78%
- 1M
- -4.04%
- 6M
- 3.61%
- YTD
- 6.72%
- 1Y
- 19.40%
- 3Y*
- 23.73%
- 5Y*
- 14.74%
- 10Y*
- 12.15%
- ALL TIME*
- 8.80%
ETH-USD vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
IDMO Invesco S&P International Developed Momentum ETF | 6.72% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Correlation
The correlation between ETH-USD and IDMO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.16 |
Over the past year, ETH-USD and IDMO have become more correlated (0.36) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. IDMO — Risk / Return Rank
ETH-USD
IDMO
ETH-USD vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.20 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.58 | -2.31 |
| Martin ratioReturn relative to average drawdown | -1.11 | 6.15 | -7.26 |
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Drawdowns
ETH-USD vs. IDMO - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for ETH-USD and IDMO.
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Drawdown Indicators
| ETH-USD | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -39.38% | -54.63% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -12.31% | -55.29% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -12.65% | -54.95% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -27.07% | -52.28% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -31.34% | -62.67% |
Current DrawdownCurrent decline from peak | -60.40% | -5.31% | -55.09% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -9.69% | -41.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 3.16% | +31.53% |
Volatility
ETH-USD vs. IDMO - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 5.93%. This indicates that ETH-USD'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.
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Volatility by Period
| ETH-USD | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 5.93% | +7.50% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 16.90% | +29.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 18.58% | +36.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 18.13% | +40.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 17.89% | +58.88% |
Frequently Asked Questions
ETH-USD and IDMO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.43%) compared to IDMO (5.93%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs IDMO's -39.38%.
IDMO currently has the higher Sharpe Ratio (1.05 vs -0.74), 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.
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