IDMO vs. SMOM
IDMO (Invesco S&P International Developed Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum 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 SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. IDMO is passively managed, while SMOM is actively managed. A 0.66 correlation means they provide meaningful diversification when combined. IDMO charges 0.25%/yr vs 0.63%/yr for SMOM.
Performance
IDMO vs. SMOM - Performance Comparison
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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*
- —
IDMO vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 7.74% | 6.71% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.82% | 2.81% |
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
IDMO
SMOM
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.
| IDMO | SMOM | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDMO | SMOM | Difference | |
|---|---|---|---|
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
| IDMO | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.31% | 0.00% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -1.48% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | — | — |
Volatility
IDMO vs. SMOM - Volatility Comparison
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Volatility by Period
| IDMO | SMOM | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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