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IDMO vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDMO vs. SMOM - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDMO achieves a 7.74% return, which is significantly lower than SMOM's 9.82% 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%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between IDMO and SMOM is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.66

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Return for Risk

IDMO vs. SMOM — Risk / Return Rank

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

IDMO
IDMO Risk / Return Rank: 4040
Overall Rank
IDMO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 3939
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3838
Omega Ratio Rank
IDMO Calmar Ratio Rank: 3737
Calmar Ratio Rank
IDMO Martin Ratio Rank: 4747
Martin Ratio Rank

SMOM
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. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


IDMOSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.88

Martin ratioReturn relative to average drawdown

7.84

IDMO vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IDMOSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.45

-0.99

Drawdowns

IDMO vs. SMOM - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for IDMO and SMOM.


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Drawdown Indicators


IDMOSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-7.45%

-31.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

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

-2.31%

0.00%

-2.31%

Average Drawdown

Average peak-to-trough decline

-9.76%

-1.48%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

IDMO vs. SMOM - Volatility Comparison


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Volatility by Period


IDMOSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

12.62%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

12.62%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

12.62%

+5.50%

IDMO vs. SMOM - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

IDMO vs. SMOM - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.53%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%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 SMOM have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDMO is cheaper with a 0.25% expense ratio, compared with 0.63% for SMOM.

IDMO has the higher dividend yield at 3.53%, compared with 0.15% for SMOM.

IDMO is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.25% for IDMO and 0.63% for SMOM.

Portfolio Optimizer

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