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IDMO vs. VIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDMO vs. VIU.TO

Last updated Jun 13, 2026

IDMO (Invesco S&P International Developed Momentum ETF) and VIU.TO (Vanguard FTSE Developed All Cap ex North America Index 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 VIU.TO is a International Equity fund tracking the FTSE Developed All Cap ex North America Index. Both are passively managed. Over the past 10 years, IDMO returned 12.64%/yr vs 10.26%/yr for VIU.TO. A 0.57 correlation means they provide meaningful diversification when combined. IDMO charges 0.25%/yr vs 0.23%/yr for VIU.TO.

Performance

IDMO vs. VIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDMO is traded in USD, while VIU.TO is traded in CAD. To make them comparable, the VIU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDMO achieves a 8.17% return, which is significantly lower than VIU.TO's 15.00% return. Over the past 10 years, IDMO has outperformed VIU.TO with an annualized return of 12.64%, while VIU.TO has yielded a comparatively lower 10.26% 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%

VIU.TO

1D
0.35%
1M
1.31%
YTD
15.00%
6M
17.45%
1Y
29.95%
3Y*
18.62%
5Y*
8.83%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. VIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		14.93%34.50%2.09%18.49%-15.95%9.81%10.18%20.27%-14.56%27.89%

Correlation

The correlation between IDMO and VIU.TO is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2015

0.57

The correlation between IDMO and VIU.TO shifts across timeframes, from 0.57 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

IDMO vs. VIU.TO - Sectors Allocation Comparison

Sectors
IDMO
VIU.TO

Financial Services

42.4%
22.7%

Industrials

22.6%
19.0%

Basic Materials

10.2%
6.2%

Utilities

8.4%
3.5%

Technology

5.3%
15.0%

Consumer Defensive

2.5%
6.3%

Communication Services

2.2%
3.5%

Real Estate

2.0%
2.4%

Energy

1.9%
3.8%

Consumer Cyclical

1.4%
7.6%

Healthcare

1.2%
9.2%

Financial Services

IDMO
42.4%
VIU.TO
22.7%

Industrials

IDMO
22.6%
VIU.TO
19.0%

Basic Materials

IDMO
10.2%
VIU.TO
6.2%

Utilities

IDMO
8.4%
VIU.TO
3.5%

Technology

IDMO
5.3%
VIU.TO
15.0%

Consumer Defensive

IDMO
2.5%
VIU.TO
6.3%

Communication Services

IDMO
2.2%
VIU.TO
3.5%

Real Estate

IDMO
2.0%
VIU.TO
2.4%

Energy

IDMO
1.9%
VIU.TO
3.8%

Consumer Cyclical

IDMO
1.4%
VIU.TO
7.6%

Healthcare

IDMO
1.2%
VIU.TO
9.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P International Developed Momentum ETF

Vanguard FTSE Developed All Cap ex North America Index ETF

Often compared with IDMO:
IDMO vs. MTUMIDMO vs. SPMOIDMO vs. IDHQIDMO vs. VXUSIDMO vs. AVDSIDMO vs. EFGIDMO vs. AVDV
Often compared with VIU.TO:
VIU.TO vs. XEF.TOVIU.TO vs. VIDY.TOVIU.TO vs. VCN.TOVIU.TO vs. VFV.TOVIU.TO vs. VDU.TOVIU.TO vs. XEQT.TOVIU.TO vs. VEQT.TO

Return for Risk

IDMO vs. VIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDMO
IDMO Risk / Return Rank: 4444
Overall Rank
IDMO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
IDMO Omega Ratio Rank: 4242
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4343
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
Martin Ratio Rank
VIU.TO
VIU.TO Risk / Return Rank: 7171
Overall Rank
VIU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 7575
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 7070
Martin Ratio Rank
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. VIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). 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.

IDMOVIU.TODifference
Sharpe ratioReturn per unit of total volatility
1.30
1.78

-0.48

Sortino ratioReturn per unit of downside risk
1.93
2.50

-0.57

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.89

2.50

-0.61

Martin ratioReturn relative to average drawdown

7.64

9.71

-2.07

IDMO vs. VIU.TO - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.30, which is comparable to the VIU.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of IDMO and VIU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IDMO vs. VIU.TO - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than VIU.TO's maximum drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for IDMO and VIU.TO.

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Drawdown Indicators

IDMOVIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-35.26%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-12.04%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-13.88%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-31.74%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-35.26%

+3.92%

Current Drawdown

Current decline from peak

-1.92%

-0.88%

-1.04%

Average Drawdown

Average peak-to-trough decline

-9.74%

-7.25%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.09%

-0.05%

Volatility

IDMO vs. VIU.TO - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 7.92% compared to Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) at 6.92%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than VIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDMOVIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

6.92%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

14.50%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

16.94%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

15.43%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

16.51%

+1.67%

IDMO vs. VIU.TO - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is higher than VIU.TO's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IDMO vs. VIU.TO - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.52%, more than VIU.TO's 2.15% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		2.15%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions

IDMO and VIU.TO have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.25% for IDMO.

IDMO is categorized as Momentum, while VIU.TO is International Equity. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while VIU.TO tracks FTSE Developed All Cap ex North America Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.25% for IDMO and 0.23% for VIU.TO.

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