PortfoliosLab logoPortfoliosLab logo
IDMO vs. IFED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDMO vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed Momentum ETF (IDMO) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDMO achieves a 5.33% return, which is significantly higher than IFED's -4.66% return.


IDMO

1D
0.67%
1M
-3.78%
YTD
5.33%
6M
8.93%
1Y
19.27%
3Y*
24.47%
5Y*
15.15%
10Y*
12.02%

IFED

1D
-0.77%
1M
3.02%
YTD
-4.66%
6M
-4.61%
1Y
-0.10%
3Y*
15.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDMO
Invesco S&P International Developed Momentum ETF
5.33%42.17%12.79%20.16%-12.03%0.41%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-4.66%15.02%23.04%20.78%-1.46%8.46%

Correlation

The correlation between IDMO and IFED is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.64

Over the past year, the correlation between IDMO and IFED has dropped to 0.43 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDMO vs. IFED — Risk / Return Rank

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

IDMO
IDMO Risk / Return Rank: 3636
Overall Rank
IDMO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 3434
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3535
Omega Ratio Rank
IDMO Calmar Ratio Rank: 3535
Calmar Ratio Rank
IDMO Martin Ratio Rank: 4343
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 99
Overall Rank
IFED Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 99
Sortino Ratio Rank
IFED Omega Ratio Rank: 99
Omega Ratio Rank
IFED Calmar Ratio Rank: 99
Calmar Ratio Rank
IFED Martin Ratio Rank: 99
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


IDMOIFEDDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratioReturn relative to maximum drawdown

1.57

-0.01

+1.58

Martin ratioReturn relative to average drawdown

6.49

-0.02

+6.51

IDMO vs. IFED - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.12, which is higher than the IFED Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of IDMO and IFED, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IDMOIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.01

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.63

-0.19

Drawdowns

IDMO vs. IFED - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for IDMO and IFED.


Loading charts...

Drawdown Indicators


IDMOIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-22.36%

-17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-14.65%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-22.36%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

Current Drawdown

Current decline from peak

-4.49%

-6.61%

+2.12%

Average Drawdown

Average peak-to-trough decline

-9.75%

-5.84%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

5.78%

-2.79%

Volatility

IDMO vs. IFED - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 6.18% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.75%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDMOIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.75%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

12.91%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

16.23%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

19.87%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

19.87%

-1.73%

IDMO vs. IFED - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than IFED's 0.45% expense ratio.


Dividends

IDMO vs. IFED - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.61%, while IFED has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDMO and IFED have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDMO has higher volatility (6.18%) compared to IFED (4.75%). In terms of maximum drawdown, IDMO dropped -39.38% vs IFED's -22.36%.

On 3-year performance, IDMO leads with 24.47% vs 15.72% for IFED. On fees, IDMO is cheaper at 0.25% per year. On volatility, IFED has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDMO has performed better with a 24.47% return vs 15.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDMO is cheaper with a 0.25% expense ratio, compared with 0.45% for IFED.

IDMO has the higher dividend yield at 3.61%, compared with 0.00% for IFED.

IDMO is categorized as Momentum, while IFED is Leveraged Equities. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.25% for IDMO and 0.45% for IFED.

IDMO currently has the higher Sharpe Ratio (1.12 vs -0.01), 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

Find the right allocation for IDMO and IFED

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer