OGIG vs. SPMO
Compare and contrast key facts about O’Shares Global Internet Giants ETF (OGIG) and Invesco S&P 500 Momentum ETF (SPMO).
OGIG and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OGIG is a passively managed fund by O'Shares Investments that tracks the performance of the O’Shares Global Internet Giants Index. It was launched on Jun 5, 2018. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015. Both OGIG and SPMO 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
OGIG vs. SPMO - Performance Comparison
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OGIG vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OGIG O’Shares Global Internet Giants ETF | -22.38% | 14.39% | 25.97% | 50.25% | -50.64% | -9.30% | 107.92% | 36.90% | -24.48% |
SPMO Invesco S&P 500 Momentum ETF | -5.78% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -10.34% |
Returns By Period
In the year-to-date period, OGIG achieves a -22.38% return, which is significantly lower than SPMO's -5.78% return.
OGIG
- 1D
- 3.97%
- 1M
- -4.91%
- YTD
- -22.38%
- 6M
- -28.93%
- 1Y
- -6.31%
- 3Y*
- 12.41%
- 5Y*
- -5.29%
- 10Y*
- —
SPMO
- 1D
- 3.96%
- 1M
- -5.89%
- YTD
- -5.78%
- 6M
- -6.90%
- 1Y
- 22.23%
- 3Y*
- 28.36%
- 5Y*
- 17.17%
- 10Y*
- 17.16%
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OGIG vs. SPMO - Expense Ratio Comparison
OGIG has a 0.48% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
OGIG vs. SPMO — Risk / Return Rank
OGIG
SPMO
OGIG vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| OGIG | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 0.98 | -1.23 |
Sortino ratioReturn per unit of downside risk | -0.18 | 1.51 | -1.68 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.79 | -2.00 |
Martin ratioReturn relative to average drawdown | -0.59 | 6.36 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OGIG | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.98 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.91 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.85 | -0.64 |
Correlation
The correlation between OGIG and SPMO is 0.69, 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
OGIG vs. SPMO - Dividend Comparison
OGIG's dividend yield for the trailing twelve months is around 0.09%, less than SPMO's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OGIG O’Shares Global Internet Giants ETF | 0.09% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.91% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
OGIG vs. SPMO - Drawdown Comparison
The maximum OGIG drawdown since its inception was -66.05%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for OGIG and SPMO.
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Drawdown Indicators
| OGIG | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.05% | -30.95% | -35.10% |
Max Drawdown (1Y)Largest decline over 1 year | -33.23% | -12.70% | -20.53% |
Max Drawdown (5Y)Largest decline over 5 years | -62.79% | -22.74% | -40.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -35.87% | -9.24% | -26.63% |
Average DrawdownAverage peak-to-trough decline | -25.57% | -4.66% | -20.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.20% | 3.57% | +8.63% |
Volatility
OGIG vs. SPMO - Volatility Comparison
O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.98% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.82%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGIG | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 6.82% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 12.62% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 22.68% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.52% | 19.06% | +12.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 20.08% | +11.02% |