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.
IHDG vs. IDMO
Compare and contrast key facts about WisdomTree International Hedged Dividend Growth Fund (IHDG) and Invesco S&P International Developed Momentum ETF (IDMO).
IHDG and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012. Both IHDG and IDMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHDG or IDMO.
Performance
IHDG vs. IDMO - Performance Comparison
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Key characteristics
IHDG:
-0.09
IDMO:
1.11
IHDG:
-0.07
IDMO:
1.49
IHDG:
0.99
IDMO:
1.21
IHDG:
-0.12
IDMO:
1.70
IHDG:
-0.42
IDMO:
6.45
IHDG:
5.51%
IDMO:
3.33%
IHDG:
17.53%
IDMO:
20.72%
IHDG:
-29.24%
IDMO:
-39.36%
IHDG:
-6.44%
IDMO:
0.00%
Returns By Period
In the year-to-date period, IHDG achieves a 2.25% return, which is significantly lower than IDMO's 22.26% return. Both investments have delivered pretty close results over the past 10 years, with IHDG having a 7.94% annualized return and IDMO not far behind at 7.69%.
IHDG
2.25%
4.42%
1.66%
-2.04%
8.92%
10.38%
7.94%
IDMO
22.26%
7.38%
18.81%
21.61%
18.13%
16.92%
7.69%
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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
IHDG
IDMO
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.
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Dividends
IHDG vs. IDMO - Dividend Comparison
IHDG's dividend yield for the trailing twelve months is around 1.88%, more than IDMO's 1.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.88% | 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 | 1.68% | 2.24% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% |
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.
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Volatility
IHDG vs. IDMO - Volatility Comparison
WisdomTree International Hedged Dividend Growth Fund (IHDG) has a higher volatility of 3.72% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 2.85%. 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.
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