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IDMO vs. CGL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDMO vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed Momentum ETF (IDMO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDMO is traded in USD, while CGL.TO is traded in CAD. To make them comparable, the CGL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDMO achieves a 8.17% return, which is significantly higher than CGL.TO's -5.12% return. Over the past 10 years, IDMO has outperformed CGL.TO with an annualized return of 12.64%, while CGL.TO has yielded a comparatively lower 10.05% annualized return.


IDMO

1D
1.36%
1M
-0.98%
YTD
8.17%
6M
10.09%
1Y
24.72%
3Y*
25.21%
5Y*
15.50%
10Y*
12.64%

CGL.TO

1D
0.07%
1M
-11.35%
YTD
-5.12%
6M
-4.61%
1Y
16.70%
3Y*
25.29%
5Y*
12.44%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. CGL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDMO
Invesco S&P International Developed Momentum ETF
8.17%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-5.12%67.73%15.88%13.97%-6.96%-4.54%26.41%21.59%-10.70%19.79%

Correlation

The correlation between IDMO and CGL.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.31

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

0.24

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

0.18

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

0.13

Over the past year, IDMO and CGL.TO have become more correlated (0.37) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

IDMO vs. CGL.TO — Risk / Return Rank

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

IDMO
IDMO Risk / Return Rank: 4444
Overall Rank
IDMO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
IDMO Omega Ratio Rank: 4242
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4343
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.

IDMO vs. CGL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). 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.


IDMOCGL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratioReturn relative to maximum drawdown

1.89

0.70

+1.19

Martin ratioReturn relative to average drawdown

7.64

2.00

+5.64

IDMO vs. CGL.TO - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.30, which is higher than the CGL.TO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of IDMO and CGL.TO, 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

IDMO vs. CGL.TO - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum CGL.TO drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for IDMO and CGL.TO.


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Drawdown Indicators


IDMOCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-62.05%

+22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-27.17%

+14.86%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-27.17%

+14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-27.17%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-27.17%

-4.17%

Current Drawdown

Current decline from peak

-1.92%

-24.91%

+22.99%

Average Drawdown

Average peak-to-trough decline

-9.74%

-32.74%

+23.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

9.43%

-6.39%

Volatility

IDMO vs. CGL.TO - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) have volatilities of 7.92% and 7.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDMOCGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

7.69%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

24.50%

-8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

28.25%

-10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

19.70%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

17.92%

+0.26%

IDMO vs. CGL.TO - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than CGL.TO's 0.55% expense ratio.


Dividends

IDMO vs. CGL.TO - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.52%, while CGL.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%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
3.52%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


IDMO and CGL.TO have a correlation of 0.37, 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 0.55% for CGL.TO.

IDMO is categorized as Momentum, while CGL.TO is Gold. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while CGL.TO tracks Gold Bullion. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for IDMO and 0.55% for CGL.TO.

Portfolio Optimizer

Find the right allocation for IDMO and CGL.TO

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