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FDIQ vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIQ vs. IDMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDIQ achieves a 16.09% return, which is significantly higher than IDMO's 8.27% return. Over the past 10 years, FDIQ has underperformed IDMO with an annualized return of 8.19%, while IDMO has yielded a comparatively higher 12.47% annualized return.


FDIQ

1D
1.28%
1M
4.09%
6M
10.01%
YTD
16.09%
1Y
21.33%
3Y*
18.65%
5Y*
7.46%
10Y*
8.19%

IDMO

1D
-1.59%
1M
-2.15%
6M
5.42%
YTD
8.27%
1Y
21.68%
3Y*
24.84%
5Y*
15.50%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIQ vs. IDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIQ
Invesco Bloomberg Financial Data Providers ETF
16.09%6.32%12.76%-0.84%-7.23%36.05%-8.95%23.57%-18.31%1.81%
IDMO
Invesco S&P International Developed Momentum ETF
8.27%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%

Correlation

The correlation between FDIQ and IDMO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.31

The correlation between FDIQ and IDMO shifts across timeframes, from 0.23 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FDIQ vs. IDMO — Risk / Return Rank

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

FDIQ
FDIQ Risk / Return Rank: 3434
Overall Rank
FDIQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 3434
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 3434
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 3434
Martin Ratio Rank

IDMO
IDMO Risk / Return Rank: 4242
Overall Rank
IDMO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4040
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3939
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
Martin Ratio Rank
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.

FDIQ vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Financial Data Providers ETF (FDIQ) 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.


FDIQIDMODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.48

1.77

-0.29

Martin ratioReturn relative to average drawdown

4.06

6.94

-2.89

FDIQ vs. IDMO - Sharpe Ratio Comparison

The current FDIQ Sharpe Ratio is 0.97, which is comparable to the IDMO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FDIQ 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.


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Drawdowns

FDIQ vs. IDMO - Drawdown Comparison

The maximum FDIQ drawdown since its inception was -52.86%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for FDIQ and IDMO.


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Drawdown Indicators


FDIQIDMODifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-39.38%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-12.31%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-28.09%

-12.65%

-15.44%

Max Drawdown (5Y)

Largest decline over 5 years

-42.99%

-27.07%

-15.92%

Max Drawdown (10Y)

Largest decline over 10 years

-52.86%

-31.34%

-21.52%

Current Drawdown

Current decline from peak

-3.21%

-3.93%

+0.72%

Average Drawdown

Average peak-to-trough decline

-11.53%

-9.70%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

3.13%

+2.14%

Volatility

FDIQ vs. IDMO - Volatility Comparison

Invesco Bloomberg Financial Data Providers ETF (FDIQ) has a higher volatility of 7.18% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 5.93%. This indicates that FDIQ'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


FDIQIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.93%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

16.86%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

18.53%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

18.14%

+10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.98%

17.89%

+13.09%

FDIQ vs. IDMO - Expense Ratio Comparison

FDIQ has a 0.35% expense ratio, which is higher than IDMO's 0.25% expense ratio.


Dividends

FDIQ vs. IDMO - Dividend Comparison

FDIQ's dividend yield for the trailing twelve months is around 2.15%, less than IDMO's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.15%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%
IDMO
Invesco S&P International Developed Momentum ETF
3.69%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


FDIQ and IDMO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIQ has higher volatility (7.18%) compared to IDMO (5.93%). In terms of maximum drawdown, FDIQ dropped -52.86% vs IDMO's -39.38%.

On 10-year performance, IDMO leads with 12.47% vs 8.19% for FDIQ. On fees, IDMO is cheaper at 0.25% per year. On volatility, IDMO has been the lower-risk option at 5.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDMO has performed better with a 12.47% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDMO is cheaper with a 0.25% expense ratio, compared with 0.35% for FDIQ.

IDMO has the higher dividend yield at 3.69%, compared with 2.15% for FDIQ.

FDIQ is categorized as Financials Equities, while IDMO is Momentum. FDIQ tracks Bloomberg Financial Data Providers Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.35% for FDIQ and 0.25% for IDMO.

IDMO currently has the higher Sharpe Ratio (1.18 vs 0.97), 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.

Portfolio Optimizer

Find the right allocation for FDIQ and IDMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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