IDMO vs. COST
IDMO (Invesco S&P International Developed Momentum ETF) is Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IDMO returned 12.52%/yr vs 21.10%/yr for COST. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
IDMO vs. COST - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IDMO having a 10.66% return and COST slightly higher at 10.87%. Over the past 10 years, IDMO has underperformed COST with an annualized return of 12.52%, while COST has yielded a comparatively higher 21.10% annualized return.
IDMO
- 1D
- 0.10%
- 1M
- 1.32%
- 6M
- 6.43%
- YTD
- 10.66%
- 1Y
- 23.95%
- 3Y*
- 25.15%
- 5Y*
- 15.47%
- 10Y*
- 12.52%
- ALL TIME*
- 9.05%
COST
- 1D
- -0.24%
- 1M
- 3.11%
- 6M
- 1.55%
- YTD
- 10.87%
- 1Y
- 2.04%
- 3Y*
- 21.34%
- 5Y*
- 18.51%
- 10Y*
- 21.10%
- ALL TIME*
- 16.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83B | $2.11B | $2.34B | |
| $22.05M | $20.41M | $22.89M |
IDMO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 10.66% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
COST Costco Wholesale Corporation | 10.87% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between IDMO and COST is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.25 |
The correlation between IDMO and COST shifts across timeframes, from -0.15 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDMO vs. COST — Risk / Return Rank
IDMO
COST
IDMO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Costco Wholesale Corporation (COST). 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.
| IDMO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.03 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 0.12 | +1.83 |
| Martin ratioReturn relative to average drawdown | 7.47 | 0.26 | +7.21 |
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Drawdowns
IDMO vs. COST - Drawdown Comparison
The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IDMO and COST.
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Drawdown Indicators
| IDMO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -53.39% | +14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -16.57% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -20.74% | +8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -31.40% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -31.40% | +0.06% |
Current DrawdownCurrent decline from peak | -1.81% | -12.88% | +11.07% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -13.36% | +3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 7.81% | -4.59% |
Volatility
IDMO vs. COST - Volatility Comparison
Invesco S&P International Developed Momentum ETF (IDMO) and Costco Wholesale Corporation (COST) have volatilities of 7.12% and 7.34%, 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
| IDMO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 7.34% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 15.13% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 19.96% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 22.93% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 22.03% | -4.06% |
Dividends
IDMO vs. COST - Dividend Comparison
IDMO's dividend yield for the trailing twelve months is around 3.61%, more than COST's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.72% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IDMO Invesco S&P International Developed Momentum ETF | 3.61% | 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 COST have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.34%) compared to IDMO (7.12%). In terms of maximum drawdown, IDMO dropped -39.38% vs COST's -53.39%.
IDMO currently has the higher Sharpe Ratio (1.25 vs 0.10), 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.
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