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

Performance

IDMO vs. XGD.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 iShares S&P/TSX Global Gold Index ETF (XGD.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 XGD.TO is traded in CAD. To make them comparable, the XGD.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 higher than XGD.TO's -4.15% return. Both investments have delivered pretty close results over the past 10 years, with IDMO having a 12.64% annualized return and XGD.TO not far ahead at 13.24%.


IDMO

1D
1.36%
1M
-0.98%
YTD
8.17%
6M
10.09%
1Y
24.72%
3Y*
25.21%
5Y*
15.50%
10Y*
12.64%

XGD.TO

1D
2.80%
1M
-14.79%
YTD
-4.15%
6M
-2.94%
1Y
52.19%
3Y*
39.77%
5Y*
17.63%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMO vs. XGD.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%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
-4.15%156.14%10.29%6.44%-8.90%-5.76%24.05%46.20%-11.54%8.29%

Correlation

The correlation between IDMO and XGD.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.38

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

0.32

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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.18

Over the past year, IDMO and XGD.TO have become more correlated (0.47) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

IDMO vs. XGD.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

XGD.TO
XGD.TO Risk / Return Rank: 4040
Overall Rank
XGD.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 3636
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. XGD.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 iShares S&P/TSX Global Gold Index ETF (XGD.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.


IDMOXGD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.24

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.89

1.63

+0.25

Martin ratioReturn relative to average drawdown

7.64

4.62

+3.02

IDMO vs. XGD.TO - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.30, which is comparable to the XGD.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IDMO and XGD.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. XGD.TO - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, smaller than the maximum XGD.TO drawdown of -80.30%. Use the drawdown chart below to compare losses from any high point for IDMO and XGD.TO.


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Drawdown Indicators


IDMOXGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-80.30%

+40.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-34.40%

+22.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-34.40%

+21.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-44.90%

+17.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-47.12%

+15.78%

Current Drawdown

Current decline from peak

-1.92%

-29.14%

+27.22%

Average Drawdown

Average peak-to-trough decline

-9.74%

-40.83%

+31.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

12.14%

-9.10%

Volatility

IDMO vs. XGD.TO - Volatility Comparison

The current volatility for Invesco S&P International Developed Momentum ETF (IDMO) is 7.92%, while iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a volatility of 16.18%. This indicates that IDMO experiences smaller price fluctuations and is considered to be less risky than XGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDMOXGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

16.18%

-8.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

36.18%

-20.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

44.62%

-26.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

33.65%

-15.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

34.19%

-16.01%

IDMO vs. XGD.TO - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than XGD.TO's 0.61% expense ratio.


Dividends

IDMO vs. XGD.TO - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.52%, more than XGD.TO's 0.64% 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%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
0.64%0.62%0.93%1.49%1.77%1.38%0.35%0.54%0.25%0.14%0.10%0.57%

Frequently Asked Questions


IDMO and XGD.TO have a correlation of 0.47, 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 0.61% for XGD.TO.

IDMO is categorized as Momentum, while XGD.TO is Gold. IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index, while XGD.TO tracks S&P/TSX Global Gold Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for IDMO and 0.61% for XGD.TO.

Portfolio Optimizer

Find the right allocation for IDMO and XGD.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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