IDMO vs. PG

Last updated Jun 13, 2026

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 PG (The Procter & Gamble Company) is a stock. Over the past 10 years, IDMO returned 12.64%/yr vs 8.96%/yr for PG. At a 0.21 correlation, their price movements are largely independent.

Performance

IDMO vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed Momentum ETF (IDMO) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDMO achieves a 8.17% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, IDMO has outperformed PG with an annualized return of 12.64%, while PG has yielded a comparatively lower 8.96% annualized return.

IDMO

• 1D: 1.36%
• 1M: -1.92%
• YTD: 8.17%
• 6M: 10.09%
• 1Y: 23.12%
• 3Y*: 25.21%
• 5Y*: 15.50%
• 10Y*: 12.64%

PG

• 1D: 0.86%
• 1M: 5.18%
• YTD: 5.93%
• 6M: 6.28%
• 1Y: -5.68%
• 3Y*: 3.69%
• 5Y*: 4.73%
• 10Y*: 8.96%

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

IDMO vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PG The Procter & Gamble Company	5.93%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	14.15%	39.70%	3.57%	12.69%

Correlation

The correlation between IDMO and PG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012	0.21

Return for Risk

IDMO vs. PG — Risk / Return Rank

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

IDMO

IDMO Risk / Return Rank: 44
IDMO Sharpe Ratio Rank: 42
IDMO Sortino Ratio Rank: 43
IDMO Omega Ratio Rank: 42
IDMO Calmar Ratio Rank: 43
IDMO Martin Ratio Rank: 51

PG

PG Risk / Return Rank: 28
PG Sharpe Ratio Rank: 30
PG Sortino Ratio Rank: 25
PG Omega Ratio Rank: 26
PG Calmar Ratio Rank: 31
PG Martin Ratio Rank: 31

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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and The Procter & Gamble Company (PG). 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	PG	Difference
Sharpe ratio: Return per unit of total volatility	1.30	-0.30	+1.60
Sortino ratio: Return per unit of downside risk	1.93	-0.31	+2.24
Omega ratio: Gain probability vs. loss probability	1.24	0.97	+0.28
Calmar ratio: Return relative to maximum drawdown	1.89	-0.37	+2.25
Martin ratio: Return relative to average drawdown	7.64	-0.68	+8.32

IDMO vs. PG - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.30, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of IDMO and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDMO vs. PG - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for IDMO and PG.

Drawdown Indicators

	IDMO	PG	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-54.25%	+14.87%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-15.52%	+3.21%
Max Drawdown (3Y) Largest decline over 3 years	-12.65%	-21.15%	+8.50%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-23.77%	-3.30%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-23.77%	-7.57%
Current Drawdown Current decline from peak	-1.92%	-13.29%	+11.37%
Average Drawdown Average peak-to-trough decline	-9.74%	-12.16%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	8.80%	-5.76%

Volatility

IDMO vs. PG - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 7.92% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDMO	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.92%	6.99%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	16.02%	15.01%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	18.78%	-0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.03%	17.82%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	19.05%	-0.87%

Dividends

IDMO vs. PG - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.52%, more than PG's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Frequently Asked Questions

Can I hold both IDMO and PG in my portfolio?

IDMO and PG have a correlation of 0.13, 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 PG?

IDMO has higher volatility (7.92%) compared to PG (6.99%). In terms of maximum drawdown, IDMO dropped -39.38% vs PG's -54.25%.

Which has better risk-adjusted returns?

IDMO currently has the higher Sharpe Ratio (1.30 vs -0.30), 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.