IAS vs. XMMO

Last updated Apr 2, 2026

Compare and contrast key facts about Integral Ad Science Holding Corp. (IAS) and Invesco S&P MidCap Momentum ETF (XMMO).

XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.

Performance

IAS vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integral Ad Science Holding Corp. (IAS) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

IAS vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IAS Integral Ad Science Holding Corp.	0.00%	-0.96%	-27.45%	63.71%	-60.42%	7.92%
XMMO Invesco S&P MidCap Momentum ETF	6.86%	13.04%	38.03%	20.39%	-16.02%	6.56%

Returns By Period

IAS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XMMO

• 1D: 1.85%
• 1M: -2.62%
• YTD: 6.86%
• 6M: 9.51%
• 1Y: 29.37%
• 3Y*: 25.85%
• 5Y*: 12.62%
• 10Y*: 18.41%

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

Return for Risk

IAS vs. XMMO — Risk / Return Rank

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

XMMO

XMMO Risk / Return Rank: 77
XMMO Sharpe Ratio Rank: 73
XMMO Sortino Ratio Rank: 74
XMMO Omega Ratio Rank: 70
XMMO Calmar Ratio Rank: 82
XMMO Martin Ratio Rank: 89

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.

IAS vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integral Ad Science Holding Corp. (IAS) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IAS	XMMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.34	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.55	—

Correlation

The correlation between IAS and XMMO is 0.39, 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.

Dividends

IAS vs. XMMO - Dividend Comparison

IAS has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.70%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IAS Integral Ad Science Holding Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XMMO Invesco S&P MidCap Momentum ETF	0.70%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

Drawdowns

Drawdown Indicators

	IAS	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.74%	—
Current Drawdown Current decline from peak	—	-2.62%	—
Average Drawdown Average peak-to-trough decline	—	-9.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	IAS	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	22.03%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.11%	—