IDMO vs. IVLU

Last updated Jun 4, 2026

IDMO (Invesco S&P International Developed Momentum ETF) and IVLU (iShares MSCI Intl Value Factor ETF) are both exchange-traded funds - IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value. Both are passively managed. Over the past 10 years, IDMO returned 12.09%/yr vs 10.97%/yr for IVLU. A 0.66 correlation means they provide meaningful diversification when combined. IDMO charges 0.25%/yr vs 0.30%/yr for IVLU.

Performance

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

Returns By Period

In the year-to-date period, IDMO achieves a 7.74% return, which is significantly lower than IVLU's 12.64% return. Over the past 10 years, IDMO has outperformed IVLU with an annualized return of 12.09%, while IVLU has yielded a comparatively lower 10.97% annualized return.

IDMO

• 1D: -1.16%
• 1M: 2.20%
• YTD: 7.74%
• 6M: 12.22%
• 1Y: 23.09%
• 3Y*: 25.70%
• 5Y*: 15.53%
• 10Y*: 12.09%

IVLU

• 1D: -0.74%
• 1M: 4.72%
• YTD: 12.64%
• 6M: 16.60%
• 1Y: 35.35%
• 3Y*: 24.56%
• 5Y*: 14.01%
• 10Y*: 10.97%

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

IDMO vs. IVLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDMO Invesco S&P International Developed Momentum ETF	7.74%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	26.09%	-16.66%	29.21%
IVLU iShares MSCI Intl Value Factor ETF	12.64%	46.09%	6.76%	20.07%	-5.73%	15.60%	-4.50%	15.60%	-15.10%	23.10%

Correlation

The correlation between IDMO and IVLU is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jul 16, 2015	0.66

Over the past year, IDMO and IVLU have become more correlated (0.86) than their long-term average of 0.66, meaning their price movements have been converging.

IDMO vs. IVLU - Sectors Allocation Comparison

Sectors	IDMO	IVLU
Financial Services	42.4%	25.3%
Industrials	22.6%	17.2%
Basic Materials	10.2%	7.5%
Utilities	8.4%	3.3%
Technology	5.3%	11.3%
Consumer Defensive	2.5%	6.3%
Communication Services	2.2%	4.0%
Real Estate	2.0%	1.5%
Energy	1.9%	5.1%
Consumer Cyclical	1.4%	7.4%
Healthcare	1.2%	9.7%

Return for Risk

IDMO vs. IVLU — Risk / Return Rank

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

IDMO

IDMO Risk / Return Rank: 40
IDMO Sharpe Ratio Rank: 37
IDMO Sortino Ratio Rank: 39
IDMO Omega Ratio Rank: 38
IDMO Calmar Ratio Rank: 37
IDMO Martin Ratio Rank: 47

IVLU

IVLU Risk / Return Rank: 66
IVLU Sharpe Ratio Rank: 70
IVLU Sortino Ratio Rank: 69
IVLU Omega Ratio Rank: 69
IVLU Calmar Ratio Rank: 60
IVLU Martin Ratio Rank: 63

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. IVLU - 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 Value Factor ETF (IVLU). 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	IVLU	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.36	-0.98
Sortino ratio: Return per unit of downside risk	2.03	3.22	-1.19
Omega ratio: Gain probability vs. loss probability	1.25	1.42	-0.17
Calmar ratio: Return relative to maximum drawdown	1.88	3.04	-1.15
Martin ratio: Return relative to average drawdown	7.84	11.57	-3.73
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. IVLU - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.37, which is lower than the IVLU Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IDMO and IVLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDMO	IVLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	2.36	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.85	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.62	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.48	-0.02

Drawdowns

IDMO vs. IVLU - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for IDMO and IVLU.

Drawdown Indicators

	IDMO	IVLU	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-41.85%	+2.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-11.69%	-0.62%
Max Drawdown (3Y) Largest decline over 3 years	-12.65%	-15.48%	+2.83%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-26.04%	-1.03%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-41.85%	+10.51%
Current Drawdown Current decline from peak	-2.31%	-0.81%	-1.50%
Average Drawdown Average peak-to-trough decline	-9.76%	-8.59%	-1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	3.06%	-0.11%

Volatility

IDMO vs. IVLU - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 6.43% compared to iShares MSCI Intl Value Factor ETF (IVLU) at 4.63%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDMO	IVLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.43%	4.63%	+1.80%
Volatility (6M) Calculated over the trailing 6-month period	14.91%	12.20%	+2.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.89%	15.09%	+1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.84%	16.48%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	17.66%	+0.46%

IDMO vs. IVLU - Expense Ratio Comparison

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

Dividends

IDMO vs. IVLU - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.53%, more than IVLU's 3.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDMO Invesco S&P International Developed Momentum ETF	3.53%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
IVLU iShares MSCI Intl Value Factor ETF	3.29%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%

Frequently Asked Questions

Can I hold both IDMO and IVLU in my portfolio?

IDMO and IVLU have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDMO or IVLU?

IDMO has higher volatility (6.43%) compared to IVLU (4.63%). In terms of maximum drawdown, IDMO dropped -39.38% vs IVLU's -41.85%.

Which ETF is better, IDMO or IVLU?

On 10-year performance, IDMO leads with 12.09% vs 10.97% for IVLU. On fees, IDMO is cheaper at 0.25% per year. On volatility, IVLU has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDMO or IVLU?

Over the 10-year period, IDMO has performed better with a 12.09% return vs 10.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDMO or IVLU?

IDMO is cheaper with a 0.25% expense ratio, compared with 0.30% for IVLU.

Which ETF pays a higher dividend yield, IDMO or IVLU?

IDMO has the higher dividend yield at 3.53%, compared with 3.29% for IVLU.

What is the main difference between IDMO and IVLU?

IDMO is categorized as Momentum, while IVLU is Foreign Large Cap Equities. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while IVLU tracks MSCI World ex USA Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for IDMO and 0.30% for IVLU.

Which has better risk-adjusted returns?

IVLU currently has the higher Sharpe Ratio (2.36 vs 1.37), 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.