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PLW vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLW vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco 1-30 Laddered Treasury ETF (PLW) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLW achieves a -0.81% return, which is significantly lower than IDMO's 8.27% return. Over the past 10 years, PLW has underperformed IDMO with an annualized return of -0.33%, while IDMO has yielded a comparatively higher 12.47% annualized return.


PLW

1D
-0.04%
1M
-1.11%
6M
-1.47%
YTD
-0.81%
1Y
3.49%
3Y*
0.90%
5Y*
-3.47%
10Y*
-0.33%

IDMO

1D
-1.59%
1M
-2.15%
6M
5.42%
YTD
8.27%
1Y
21.68%
3Y*
24.84%
5Y*
15.50%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLW vs. IDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLW
Invesco 1-30 Laddered Treasury ETF
-0.81%5.84%-2.95%3.31%-19.98%-3.76%12.55%10.00%-0.28%4.96%
IDMO
Invesco S&P International Developed Momentum ETF
8.27%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%

Correlation

The correlation between PLW and IDMO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

-0.05

The correlation between PLW and IDMO shifts across timeframes, from -0.05 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PLW vs. IDMO — Risk / Return Rank

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

PLW
PLW Risk / Return Rank: 1919
Overall Rank
PLW Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PLW Sortino Ratio Rank: 1818
Sortino Ratio Rank
PLW Omega Ratio Rank: 1717
Omega Ratio Rank
PLW Calmar Ratio Rank: 1919
Calmar Ratio Rank
PLW Martin Ratio Rank: 1919
Martin Ratio Rank

IDMO
IDMO Risk / Return Rank: 4242
Overall Rank
IDMO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4040
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3939
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
Martin Ratio Rank
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.

PLW vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-30 Laddered Treasury ETF (PLW) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PLWIDMODifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.10

1.22

-0.12

Calmar ratioReturn relative to maximum drawdown

0.64

1.77

-1.12

Martin ratioReturn relative to average drawdown

1.60

6.94

-5.34

PLW vs. IDMO - Sharpe Ratio Comparison

The current PLW Sharpe Ratio is 0.55, which is lower than the IDMO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PLW 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.


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Drawdowns

PLW vs. IDMO - Drawdown Comparison

The maximum PLW drawdown since its inception was -32.70%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for PLW and IDMO.


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Drawdown Indicators


PLWIDMODifference

Max Drawdown

Largest peak-to-trough decline

-32.70%

-39.38%

+6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-12.31%

+6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-11.49%

-12.65%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-27.07%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-31.34%

-1.36%

Current Drawdown

Current decline from peak

-22.58%

-3.93%

-18.65%

Average Drawdown

Average peak-to-trough decline

-9.72%

-9.70%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.13%

-0.95%

Volatility

PLW vs. IDMO - Volatility Comparison

The current volatility for Invesco 1-30 Laddered Treasury ETF (PLW) is 1.80%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 5.93%. This indicates that PLW 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.


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Volatility by Period


PLWIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

5.93%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

16.86%

-12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

18.53%

-12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.84%

18.14%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.07%

17.89%

-8.82%

PLW vs. IDMO - Expense Ratio Comparison

Both PLW and IDMO have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

PLW vs. IDMO - Dividend Comparison

PLW's dividend yield for the trailing twelve months is around 3.86%, more than IDMO's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IDMO
Invesco S&P International Developed Momentum ETF
3.69%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%
PLW
Invesco 1-30 Laddered Treasury ETF
3.86%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%

Frequently Asked Questions


PLW and IDMO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDMO has higher volatility (5.93%) compared to PLW (1.80%). In terms of maximum drawdown, PLW dropped -32.70% vs IDMO's -39.38%.

On 10-year performance, IDMO leads with 12.47% vs -0.33% for PLW. Both ETFs have the same 0.25% expense ratio. On volatility, PLW has been the lower-risk option at 1.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDMO has performed better with a 12.47% return vs -0.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLW and IDMO have the same expense ratio: 0.25% per year.

PLW has the higher dividend yield at 3.86%, compared with 3.69% for IDMO.

PLW is categorized as Government Bonds, while IDMO is Momentum. PLW tracks Ryan/NASDAQ 1-30 Year Treasury Laddered Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index.

IDMO currently has the higher Sharpe Ratio (1.18 vs 0.55), 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.

Portfolio Optimizer

Find the right allocation for PLW and IDMO

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