ICPY vs. IDMO
ICPY (Tweedy, Browne International Insider + Value ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - ICPY is a Foreign Large Cap Equities fund actively managed by Tweedy, Browne, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. ICPY is actively managed, while IDMO is passively managed. A 0.73 correlation means they provide meaningful diversification when combined. ICPY charges 0.80%/yr vs 0.25%/yr for IDMO.
Performance
ICPY vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 12.60% return, which is significantly higher than IDMO's 8.71% return.
ICPY
- 1D
- -0.08%
- 1M
- -1.61%
- YTD
- 12.60%
- 6M
- 13.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- -0.91%
- 1M
- -0.65%
- YTD
- 8.71%
- 6M
- 7.83%
- 1Y
- 22.08%
- 3Y*
- 25.85%
- 5Y*
- 15.33%
- 10Y*
- 12.83%
ICPY vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 12.60% | 13.79% |
IDMO Invesco S&P International Developed Momentum ETF | 8.71% | 6.99% |
Correlation
The correlation between ICPY and IDMO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.73 |
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Return for Risk
ICPY vs. IDMO — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDMO
ICPY vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) 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.
| ICPY | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.80 | — |
| Martin ratioReturn relative to average drawdown | — | 7.24 | — |
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Drawdowns
ICPY vs. IDMO - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for ICPY and IDMO.
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Drawdown Indicators
| ICPY | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -39.38% | +30.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.31% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -2.71% | -3.54% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -9.72% | +8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.06% | — |
Volatility
ICPY vs. IDMO - Volatility Comparison
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Volatility by Period
| ICPY | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.43% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 18.18% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 18.10% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 17.91% | -2.82% |
ICPY vs. IDMO - Expense Ratio Comparison
ICPY has a 0.80% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Dividends
ICPY vs. IDMO - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 4.05%, more than IDMO's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 4.05% | 4.56% | 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 | 3.68% | 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
ICPY and IDMO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.80% for ICPY.
ICPY has the higher dividend yield at 4.05%, compared with 3.68% for IDMO.
ICPY is categorized as Foreign Large Cap Equities, while IDMO is Momentum. They also come from different issuers: Tweedy, Browne and Invesco. Their fees differ too: 0.80% for ICPY and 0.25% for IDMO.
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