IMOM vs. IDMO

Last updated Jun 5, 2026

IMOM (Alpha Architect International Quantitative Momentum ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both Momentum funds - IMOM tracks the Alpha Architect Intern.Quan. Mome. (USD)(TR) while IDMO tracks the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 10 years, IMOM returned 7.87%/yr vs 12.04%/yr for IDMO. A 0.72 correlation means they provide meaningful diversification when combined. IMOM charges 0.38%/yr vs 0.25%/yr for IDMO.

Performance

IMOM vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect International Quantitative Momentum ETF (IMOM) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMOM achieves a 17.37% return, which is significantly higher than IDMO's 8.19% return. Over the past 10 years, IMOM has underperformed IDMO with an annualized return of 7.87%, while IDMO has yielded a comparatively higher 12.04% annualized return.

IMOM

• 1D: -0.58%
• 1M: -0.16%
• YTD: 17.37%
• 6M: 21.81%
• 1Y: 40.53%
• 3Y*: 25.09%
• 5Y*: 8.31%
• 10Y*: 7.87%

IDMO

• 1D: 0.42%
• 1M: 1.27%
• YTD: 8.19%
• 6M: 12.09%
• 1Y: 23.26%
• 3Y*: 26.17%
• 5Y*: 15.63%
• 10Y*: 12.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMOM vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMOM Alpha Architect International Quantitative Momentum ETF	17.37%	47.20%	5.22%	9.15%	-21.92%	-0.75%	28.39%	18.26%	-23.07%	34.83%
IDMO Invesco S&P International Developed Momentum ETF	8.19%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	26.09%	-16.66%	29.21%

Correlation

The correlation between IMOM and IDMO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.72

The correlation between IMOM and IDMO shifts across timeframes, from 0.72 (all time) to 0.87 (5 years), reflecting how their relationship changes across market environments.

IMOM vs. IDMO - Sectors Allocation Comparison

Sectors	IMOM	IDMO
Industrials	33.2%	22.6%
Basic Materials	19.4%	10.2%
Technology	15.8%	5.3%
Utilities	12.4%	8.4%
Real Estate	4.2%	2.0%
Financial Services	4.1%	42.4%
Communication Services	3.9%	2.2%
Healthcare	3.3%	1.2%
Energy	1.9%	1.9%
Consumer Cyclical	1.7%	1.4%
Consumer Defensive	-	2.5%

Return for Risk

IMOM vs. IDMO — Risk / Return Rank

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

IMOM

IMOM Risk / Return Rank: 61
IMOM Sharpe Ratio Rank: 64
IMOM Sortino Ratio Rank: 61
IMOM Omega Ratio Rank: 64
IMOM Calmar Ratio Rank: 54
IMOM Martin Ratio Rank: 62

IDMO

IDMO Risk / Return Rank: 42
IDMO Sharpe Ratio Rank: 40
IDMO Sortino Ratio Rank: 41
IDMO Omega Ratio Rank: 41
IDMO Calmar Ratio Rank: 40
IDMO Martin Ratio Rank: 48

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.

IMOM vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) 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.

	IMOM	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	2.09	1.38	+0.71
Sortino ratio: Return per unit of downside risk	2.82	2.04	+0.77
Omega ratio: Gain probability vs. loss probability	1.38	1.26	+0.12
Calmar ratio: Return relative to maximum drawdown	2.61	1.90	+0.71
Martin ratio: Return relative to average drawdown	10.98	7.89	+3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMOM vs. IDMO - Sharpe Ratio Comparison

The current IMOM Sharpe Ratio is 2.09, which is higher than the IDMO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IMOM and IDMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IMOM	IDMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	1.38	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.88	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.67	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.45	-0.06

Drawdowns

IMOM vs. IDMO - Drawdown Comparison

The maximum IMOM drawdown since its inception was -45.74%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for IMOM and IDMO.

Drawdown Indicators

	IMOM	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-45.74%	-39.38%	-6.36%
Max Drawdown (1Y) Largest decline over 1 year	-15.61%	-12.31%	-3.30%
Max Drawdown (3Y) Largest decline over 3 years	-17.51%	-12.65%	-4.86%
Max Drawdown (5Y) Largest decline over 5 years	-39.27%	-27.07%	-12.20%
Max Drawdown (10Y) Largest decline over 10 years	-45.74%	-31.34%	-14.40%
Current Drawdown Current decline from peak	-3.01%	-1.90%	-1.11%
Average Drawdown Average peak-to-trough decline	-14.17%	-9.75%	-4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	2.95%	+0.75%

Volatility

IMOM vs. IDMO - Volatility Comparison

Alpha Architect International Quantitative Momentum ETF (IMOM) and Invesco S&P International Developed Momentum ETF (IDMO) have volatilities of 6.17% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMOM	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	6.31%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	16.75%	14.88%	+1.87%
Volatility (1Y) Calculated over the trailing 1-year period	19.48%	16.88%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	17.83%	+2.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	18.11%	+2.09%

IMOM vs. IDMO - Expense Ratio Comparison

IMOM has a 0.38% expense ratio, which is higher than IDMO's 0.25% expense ratio.

Dividends

IMOM vs. IDMO - Dividend Comparison

IMOM's dividend yield for the trailing twelve months is around 2.15%, less than IDMO's 3.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IMOM Alpha Architect International Quantitative Momentum ETF	2.15%	2.53%	4.52%	2.95%	6.06%	1.27%	0.59%	1.17%	0.78%	1.11%	0.54%	0.00%

Frequently Asked Questions

Can I hold both IMOM and IDMO in my portfolio?

IMOM and IDMO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMOM or IDMO?

IDMO has higher volatility (6.31%) compared to IMOM (6.17%). In terms of maximum drawdown, IMOM dropped -45.74% vs IDMO's -39.38%.

Which ETF is better, IMOM or IDMO?

On 10-year performance, IDMO leads with 12.04% vs 7.87% for IMOM. On fees, IDMO is cheaper at 0.25% per year. On volatility, IMOM has been the lower-risk option at 6.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IMOM or IDMO?

Over the 10-year period, IDMO has performed better with a 12.04% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IMOM or IDMO?

IDMO is cheaper with a 0.25% expense ratio, compared with 0.38% for IMOM.

Which ETF pays a higher dividend yield, IMOM or IDMO?

IDMO has the higher dividend yield at 3.52%, compared with 2.15% for IMOM.

What is the main difference between IMOM and IDMO?

IMOM tracks Alpha Architect Intern.Quan. Mome. (USD)(TR), while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: Alpha Architect and Invesco. Their fees differ too: 0.38% for IMOM and 0.25% for IDMO.

Which has better risk-adjusted returns?

IMOM currently has the higher Sharpe Ratio (2.09 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.