IXUA.DE vs. IDMO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and Invesco S&P International Developed Momentum ETF (IDMO).

IXUA.DE and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUA.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA. It was launched on Jan 24, 2025. 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 IXUA.DE 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.

Performance

IXUA.DE vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

IXUA.DE vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc	3.63%	11.45%
IDMO Invesco S&P International Developed Momentum ETF	3.54%	18.60%

Different Trading Currencies

IXUA.DE is traded in EUR, while IDMO is traded in USD. To make them comparable, the IDMO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IXUA.DE having a 3.63% return and IDMO slightly lower at 3.54%.

IXUA.DE

• 1D: 2.75%
• 1M: -3.43%
• YTD: 3.63%
• 6M: 8.80%
• 1Y: 17.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDMO

• 1D: 2.70%
• 1M: -3.18%
• YTD: 3.54%
• 6M: 8.55%
• 1Y: 22.86%
• 3Y*: 21.11%
• 5Y*: 14.93%
• 10Y*: 11.69%

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

IXUA.DE vs. IDMO - Expense Ratio Comparison

IXUA.DE has a 0.15% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IDMO

Invesco S&P International Developed Momentum ETF

IXUA.DE

iShares MSCI World ex-USA UCITS ETF USD Acc

Return for Risk

IXUA.DE vs. IDMO — Risk / Return Rank

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

IXUA.DE

IXUA.DE Risk / Return Rank: 65
IXUA.DE Sharpe Ratio Rank: 64
IXUA.DE Sortino Ratio Rank: 59
IXUA.DE Omega Ratio Rank: 64
IXUA.DE Calmar Ratio Rank: 68
IXUA.DE Martin Ratio Rank: 70

IDMO

IDMO Risk / Return Rank: 85
IDMO Sharpe Ratio Rank: 83
IDMO Sortino Ratio Rank: 84
IDMO Omega Ratio Rank: 85
IDMO Calmar Ratio Rank: 85
IDMO Martin Ratio Rank: 87

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.

IXUA.DE vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) 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.

	IXUA.DE	IDMO	Difference
Sharpe ratio Return per unit of total volatility	1.18	1.21	-0.02
Sortino ratio Return per unit of downside risk	1.60	1.71	-0.11
Omega ratio Gain probability vs. loss probability	1.25	1.27	-0.02
Calmar ratio Return relative to maximum drawdown	1.92	1.91	+0.01
Martin ratio Return relative to average drawdown	7.86	8.19	-0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXUA.DE vs. IDMO - Sharpe Ratio Comparison

The current IXUA.DE Sharpe Ratio is 1.18, which is comparable to the IDMO Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IXUA.DE 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.

Sharpe Ratios by Period

	IXUA.DE	IDMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	1.21	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.95	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.50	+0.39

Correlation

The correlation between IXUA.DE and IDMO is 0.64, 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.

Dividends

IXUA.DE vs. IDMO - Dividend Comparison

IXUA.DE has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 3.73%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.73%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%

Drawdowns

IXUA.DE vs. IDMO - Drawdown Comparison

The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum IDMO drawdown of -41.55%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and IDMO.

Drawdown Indicators

	IXUA.DE	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-16.58%	-39.38%	+22.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.36%	-12.31%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.34%	—
Current Drawdown Current decline from peak	-4.52%	-6.22%	+1.70%
Average Drawdown Average peak-to-trough decline	-2.14%	-9.85%	+7.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	3.05%	-0.72%

Volatility

IXUA.DE vs. IDMO - Volatility Comparison

The current volatility for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) is 5.93%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 8.22%. This indicates that IXUA.DE experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXUA.DE	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	8.22%	-2.29%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	11.53%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.97%	19.06%	-4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.73%	15.82%	-1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.73%	17.28%	-2.55%