IDMO vs. SIVR
IDMO (Invesco S&P International Developed Momentum ETF) and SIVR (abrdn Physical Silver Shares 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 SIVR is a Silver fund tracking the LBMA Silver Price ($/ozt). Both are passively managed. Over the past 10 years, IDMO returned 12.64%/yr vs 14.22%/yr for SIVR. At a 0.24 correlation, their price movements are largely independent. IDMO charges 0.25%/yr vs 0.30%/yr for SIVR.
Performance
IDMO vs. SIVR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDMO achieves a 8.17% return, which is significantly higher than SIVR's -4.75% return. Over the past 10 years, IDMO has underperformed SIVR with an annualized return of 12.64%, while SIVR has yielded a comparatively higher 14.22% 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%
SIVR
- 1D
- 0.78%
- 1M
- -22.74%
- YTD
- -4.75%
- 6M
- 9.46%
- 1Y
- 85.68%
- 3Y*
- 41.59%
- 5Y*
- 19.07%
- 10Y*
- 14.22%
IDMO vs. SIVR - 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% |
SIVR abrdn Physical Silver Shares ETF | -4.75% | 145.34% | 21.08% | -0.91% | 2.59% | -12.33% | 47.52% | 15.17% | -8.96% | 5.97% |
Correlation
The correlation between IDMO and SIVR is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.24 |
Over the past year, IDMO and SIVR have become more correlated (0.45) than their long-term average of 0.24, meaning their price movements have been converging.
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. SIVR — Risk / Return Rank
IDMO
SIVR
IDMO vs. SIVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and abrdn Physical Silver Shares ETF (SIVR). 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 | SIVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.90 | -0.01 |
| Martin ratioReturn relative to average drawdown | 7.64 | 4.12 | +3.52 |
Loading charts...
Drawdowns
IDMO vs. SIVR - Drawdown Comparison
The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for IDMO and SIVR.
Loading charts...
Drawdown Indicators
| IDMO | SIVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -75.85% | +36.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -45.33% | +33.02% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -45.33% | +32.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -45.33% | +18.26% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -45.33% | +13.99% |
Current DrawdownCurrent decline from peak | -1.92% | -41.89% | +39.97% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -47.83% | +38.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 20.85% | -17.81% |
Volatility
IDMO vs. SIVR - Volatility Comparison
The current volatility for Invesco S&P International Developed Momentum ETF (IDMO) is 7.92%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that IDMO experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDMO | SIVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 16.37% | -8.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.02% | 59.11% | -43.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 59.76% | -41.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 36.48% | -18.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 32.03% | -13.85% |
IDMO vs. SIVR - Expense Ratio Comparison
IDMO has a 0.25% expense ratio, which is lower than SIVR's 0.30% expense ratio.
Dividends
IDMO vs. SIVR - Dividend Comparison
IDMO's dividend yield for the trailing twelve months is around 3.52%, while SIVR has not paid dividends to shareholders.
| 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% |
SIVR abrdn Physical Silver Shares ETF | 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 SIVR have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIVR has higher volatility (16.37%) compared to IDMO (7.92%). In terms of maximum drawdown, IDMO dropped -39.38% vs SIVR's -75.85%.
On 10-year performance, SIVR leads with 14.22% vs 12.64% for IDMO. On fees, IDMO is cheaper at 0.25% per year. On volatility, IDMO has been the lower-risk option at 7.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SIVR has performed better with a 14.22% return vs 12.64%. 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 0.30% for SIVR.
IDMO has the higher dividend yield at 3.52%, compared with 0.00% for SIVR.
IDMO is categorized as Momentum, while SIVR is Silver. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Invesco and abrdn. Their fees differ too: 0.25% for IDMO and 0.30% for SIVR.
SIVR currently has the higher Sharpe Ratio (1.44 vs 1.30), 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.
Find the right allocation for IDMO and SIVR
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