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IDMO vs. CMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDMO vs. CMBS - 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 CMBS ETF (CMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDMO achieves a 8.17% return, which is significantly higher than CMBS's 0.25% return. Over the past 10 years, IDMO has outperformed CMBS with an annualized return of 12.64%, while CMBS has yielded a comparatively lower 2.00% 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%

CMBS

1D
-0.23%
1M
0.07%
YTD
0.25%
6M
0.56%
1Y
4.12%
3Y*
5.34%
5Y*
0.70%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. CMBS - 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%
CMBS
iShares CMBS ETF
0.25%7.67%4.27%5.06%-11.21%-1.82%7.86%7.94%0.77%2.95%

Correlation

The correlation between IDMO and CMBS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

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

0.08

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

0.03

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

0.00

The correlation between IDMO and CMBS shifts across timeframes, from 0.00 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDMO vs. CMBS — 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

CMBS
CMBS Risk / Return Rank: 3535
Overall Rank
CMBS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CMBS Sortino Ratio Rank: 3737
Sortino Ratio Rank
CMBS Omega Ratio Rank: 3333
Omega Ratio Rank
CMBS Calmar Ratio Rank: 3838
Calmar Ratio Rank
CMBS Martin Ratio Rank: 3434
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. CMBS - 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 CMBS ETF (CMBS). 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.


IDMOCMBSDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.24

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

1.89

1.67

+0.21

Martin ratioReturn relative to average drawdown

7.64

4.46

+3.18

IDMO vs. CMBS - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.30, which is comparable to the CMBS Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IDMO and CMBS, 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. CMBS - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than CMBS's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for IDMO and CMBS.


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Drawdown Indicators


IDMOCMBSDifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-15.87%

-23.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-2.44%

-9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-3.29%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-15.87%

-11.20%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-15.87%

-15.47%

Current Drawdown

Current decline from peak

-1.92%

-1.67%

-0.25%

Average Drawdown

Average peak-to-trough decline

-9.74%

-2.95%

-6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

0.91%

+2.13%

Volatility

IDMO vs. CMBS - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 7.92% compared to iShares CMBS ETF (CMBS) at 1.10%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than CMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDMOCMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

1.10%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

2.81%

+13.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

3.64%

+14.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

5.31%

+12.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

5.77%

+12.41%

IDMO vs. CMBS - Expense Ratio Comparison

Both IDMO and CMBS have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IDMO vs. CMBS - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.52%, less than CMBS's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
CMBS
iShares CMBS ETF
3.58%3.45%3.31%2.97%2.65%2.46%2.83%2.74%2.70%2.50%2.29%2.31%
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 CMBS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDMO has higher volatility (7.92%) compared to CMBS (1.10%). In terms of maximum drawdown, IDMO dropped -39.38% vs CMBS's -15.87%.

On 10-year performance, IDMO leads with 12.64% vs 2.00% for CMBS. Both ETFs have the same 0.25% expense ratio. On volatility, CMBS has been the lower-risk option at 1.10%. 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 12.64% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDMO and CMBS have the same expense ratio: 0.25% per year.

CMBS has the higher dividend yield at 3.58%, compared with 3.52% for IDMO.

IDMO is categorized as Momentum, while CMBS is Mortgage Backed Securities. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while CMBS tracks Barclays Capital U.S. CMBS (ERISA Only) Index. They also come from different issuers: Invesco and iShares.

IDMO currently has the higher Sharpe Ratio (1.30 vs 1.12), 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

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