IDMO vs. IMTM

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P International Developed Momentum ETF (IDMO) and iShares MSCI Intl Momentum Factor ETF (IMTM).

IDMO and IMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. Both IDMO and IMTM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IDMO vs. IMTM - 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 MSCI Intl Momentum Factor ETF (IMTM). The values are adjusted to include any dividend payments, if applicable.

IDMO vs. IMTM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDMO Invesco S&P International Developed Momentum ETF	-0.82%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	26.09%	-16.66%	29.21%
IMTM iShares MSCI Intl Momentum Factor ETF	0.10%	34.50%	12.17%	13.89%	-16.81%	3.50%	22.17%	24.52%	-14.31%	25.46%

Returns By Period

In the year-to-date period, IDMO achieves a -0.82% return, which is significantly lower than IMTM's 0.10% return. Over the past 10 years, IDMO has outperformed IMTM with an annualized return of 11.55%, while IMTM has yielded a comparatively lower 9.46% annualized return.

IDMO

• 1D: 3.63%
• 1M: -7.99%
• YTD: -0.82%
• 6M: 4.36%
• 1Y: 29.12%
• 3Y*: 22.61%
• 5Y*: 13.88%
• 10Y*: 11.55%

IMTM

• 1D: 3.80%
• 1M: -8.90%
• YTD: 0.10%
• 6M: 3.92%
• 1Y: 26.08%
• 3Y*: 17.95%
• 5Y*: 7.77%
• 10Y*: 9.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. IMTM - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than IMTM's 0.30% expense ratio.

IMTM

iShares MSCI Intl Momentum Factor ETF

IDMO

Invesco S&P International Developed Momentum ETF

Return for Risk

IDMO vs. IMTM — Risk / Return Rank

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

IDMO

IDMO Risk / Return Rank: 84
IDMO Sharpe Ratio Rank: 83
IDMO Sortino Ratio Rank: 84
IDMO Omega Ratio Rank: 85
IDMO Calmar Ratio Rank: 84
IDMO Martin Ratio Rank: 86

IMTM

IMTM Risk / Return Rank: 78
IMTM Sharpe Ratio Rank: 79
IMTM Sortino Ratio Rank: 79
IMTM Omega Ratio Rank: 78
IMTM Calmar Ratio Rank: 78
IMTM Martin Ratio Rank: 78

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. IMTM - 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 MSCI Intl Momentum Factor ETF (IMTM). 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.

	IDMO	IMTM	Difference
Sharpe ratio Return per unit of total volatility	1.54	1.40	+0.14
Sortino ratio Return per unit of downside risk	2.12	1.96	+0.16
Omega ratio Gain probability vs. loss probability	1.32	1.28	+0.04
Calmar ratio Return relative to maximum drawdown	2.30	1.99	+0.31
Martin ratio Return relative to average drawdown	9.37	8.03	+1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDMO vs. IMTM - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.54, which is comparable to the IMTM Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IDMO and IMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDMO	IMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.40	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.45	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.54	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.46	-0.03

Correlation

The correlation between IDMO and IMTM is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IDMO vs. IMTM - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.84%, less than IMTM's 4.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDMO Invesco S&P International Developed Momentum ETF	3.84%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
IMTM iShares MSCI Intl Momentum Factor ETF	4.70%	4.70%	2.93%	2.29%	2.68%	2.51%	0.97%	2.13%	2.36%	1.92%	2.75%	1.56%

Drawdowns

IDMO vs. IMTM - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than IMTM's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IDMO and IMTM.

Drawdown Indicators

	IDMO	IMTM	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-32.66%	-6.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-12.85%	+0.54%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-32.66%	+5.59%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-32.66%	+1.32%
Current Drawdown Current decline from peak	-8.78%	-9.53%	+0.75%
Average Drawdown Average peak-to-trough decline	-9.85%	-7.53%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	3.19%	-0.17%

Volatility

IDMO vs. IMTM - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) and iShares MSCI Intl Momentum Factor ETF (IMTM) have volatilities of 9.13% and 9.54%, 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.

Volatility by Period

	IDMO	IMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.13%	9.54%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	12.39%	12.89%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	19.04%	18.75%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.66%	17.43%	+0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.89%	17.50%	+0.39%