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IHDG vs. IDMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHDG and IDMO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IHDG vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Hedged Dividend Growth Fund (IHDG) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
146.89%
107.43%
IHDG
IDMO

Key characteristics

Sharpe Ratio

IHDG:

0.03

IDMO:

1.02

Sortino Ratio

IHDG:

0.17

IDMO:

1.48

Omega Ratio

IHDG:

1.02

IDMO:

1.21

Calmar Ratio

IHDG:

0.03

IDMO:

1.68

Martin Ratio

IHDG:

0.11

IDMO:

6.38

Ulcer Index

IHDG:

5.35%

IDMO:

3.33%

Daily Std Dev

IHDG:

17.35%

IDMO:

20.79%

Max Drawdown

IHDG:

-29.24%

IDMO:

-39.36%

Current Drawdown

IHDG:

-7.62%

IDMO:

0.00%

Returns By Period

In the year-to-date period, IHDG achieves a 0.97% return, which is significantly lower than IDMO's 18.35% return. Over the past 10 years, IHDG has underperformed IDMO with an annualized return of 7.94%, while IDMO has yielded a comparatively higher 8.62% annualized return.


IHDG

YTD

0.97%

1M

10.69%

6M

0.09%

1Y

-1.14%

5Y*

10.80%

10Y*

7.94%

IDMO

YTD

18.35%

1M

18.52%

6M

15.76%

1Y

18.87%

5Y*

16.89%

10Y*

8.62%

*Annualized

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IHDG vs. IDMO - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than IDMO's 0.25% expense ratio.


Risk-Adjusted Performance

IHDG vs. IDMO — Risk-Adjusted Performance Rank

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

IHDG
The Risk-Adjusted Performance Rank of IHDG is 1818
Overall Rank
The Sharpe Ratio Rank of IHDG is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IHDG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IHDG is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IHDG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IHDG is 1818
Martin Ratio Rank

IDMO
The Risk-Adjusted Performance Rank of IDMO is 8383
Overall Rank
The Sharpe Ratio Rank of IDMO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IDMO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IDMO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IDMO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IDMO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHDG vs. IDMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) and Invesco S&P International Developed Momentum ETF (IDMO). 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.


The current IHDG Sharpe Ratio is 0.03, which is lower than the IDMO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IHDG and IDMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.03
1.02
IHDG
IDMO

Dividends

IHDG vs. IDMO - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.90%, more than IDMO's 1.74% yield.


TTM20242023202220212020201920182017201620152014
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.90%2.42%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%
IDMO
Invesco S&P International Developed Momentum ETF
1.74%2.24%2.89%3.66%1.81%1.63%2.10%3.27%3.08%2.18%2.52%2.19%

Drawdowns

IHDG vs. IDMO - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum IDMO drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for IHDG and IDMO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.62%
0
IHDG
IDMO

Volatility

IHDG vs. IDMO - Volatility Comparison

WisdomTree International Hedged Dividend Growth Fund (IHDG) has a higher volatility of 10.30% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 8.99%. This indicates that IHDG's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.30%
8.99%
IHDG
IDMO