PSCI vs. IDMO

Last updated Jul 17, 2026

PSCI (Invesco S&P SmallCap Industrials ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - PSCI is a Industrials Equities fund tracking the S&P SmallCap 600 Industrials Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 10 years, PSCI returned 15.12%/yr vs 12.47%/yr for IDMO. At a 0.44 correlation, their price movements are largely independent. PSCI charges 0.29%/yr vs 0.25%/yr for IDMO.

Performance

PSCI vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Industrials ETF (PSCI) 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, PSCI achieves a 21.32% return, which is significantly higher than IDMO's 8.27% return. Over the past 10 years, PSCI has outperformed IDMO with an annualized return of 15.12%, while IDMO has yielded a comparatively lower 12.47% annualized return.

PSCI

• 1D: 1.19%
• 1M: 2.26%
• 6M: 9.74%
• YTD: 21.32%
• 1Y: 33.84%
• 3Y*: 21.25%
• 5Y*: 16.61%
• 10Y*: 15.12%

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)

PSCI vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCI Invesco S&P SmallCap Industrials ETF	21.32%	13.50%	16.68%	31.64%	-9.02%	24.44%	12.02%	29.80%	-13.20%	17.52%
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 PSCI and IDMO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012	0.44

The correlation between PSCI and IDMO shifts across timeframes, from 0.44 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.

PSCI vs. IDMO - Sectors Allocation Comparison

Sectors	PSCI	IDMO
Industrials	81.5%	21.3%
Technology	8.4%	6.2%
Consumer Cyclical	4.6%	1.5%
Energy	1.8%	1.7%
Basic Materials	1.8%	10.6%
Real Estate	0.9%	1.8%
Healthcare	0.5%	1.1%
Communication Services	0.3%	2.1%
Financial Services	0.1%	43.2%
Consumer Defensive	-	2.5%
Utilities	-	7.9%

Return for Risk

PSCI vs. IDMO — Risk / Return Rank

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

PSCI

PSCI Risk / Return Rank: 57
PSCI Sharpe Ratio Rank: 58
PSCI Sortino Ratio Rank: 63
PSCI Omega Ratio Rank: 54
PSCI Calmar Ratio Rank: 57
PSCI Martin Ratio Rank: 56

IDMO

IDMO Risk / Return Rank: 42
IDMO Sharpe Ratio Rank: 39
IDMO Sortino Ratio Rank: 40
IDMO Omega Ratio Rank: 39
IDMO Calmar Ratio Rank: 42
IDMO Martin Ratio Rank: 51

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.

PSCI vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) 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.

	PSCI	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	1.58	1.18	+0.40
Sortino ratio: Return per unit of downside risk	2.34	1.74	+0.60
Omega ratio: Gain probability vs. loss probability	1.27	1.22	+0.05
Calmar ratio: Return relative to maximum drawdown	2.28	1.77	+0.52
Martin ratio: Return relative to average drawdown	7.65	6.94	+0.71

PSCI vs. IDMO - Sharpe Ratio Comparison

The current PSCI Sharpe Ratio is 1.58, which is higher than the IDMO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PSCI 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.

Drawdowns

PSCI vs. IDMO - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for PSCI and IDMO.

Drawdown Indicators

	PSCI	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-45.55%	-39.38%	-6.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-12.31%	-2.57%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	-12.65%	-16.71%
Max Drawdown (5Y) Largest decline over 5 years	-29.36%	-27.07%	-2.29%
Max Drawdown (10Y) Largest decline over 10 years	-45.55%	-31.34%	-14.21%
Current Drawdown Current decline from peak	-2.39%	-3.93%	+1.54%
Average Drawdown Average peak-to-trough decline	-6.87%	-9.70%	+2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.43%	3.13%	+1.30%

Volatility

PSCI vs. IDMO - Volatility Comparison

Invesco S&P SmallCap Industrials ETF (PSCI) and Invesco S&P International Developed Momentum ETF (IDMO) have volatilities of 5.76% and 5.93%, 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

	PSCI	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	5.93%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	15.92%	16.86%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	21.57%	18.53%	+3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.98%	18.14%	+4.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.22%	17.89%	+7.33%

PSCI vs. IDMO - Expense Ratio Comparison

PSCI has a 0.29% expense ratio, which is higher than IDMO's 0.25% expense ratio.

Dividends

PSCI vs. IDMO - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 1.31%, less than IDMO's 3.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PSCI Invesco S&P SmallCap Industrials ETF	1.31%	1.56%	0.65%	0.72%	0.87%	0.69%	0.59%	0.64%	0.67%	0.71%	0.74%	1.02%

Frequently Asked Questions

Can I hold both PSCI and IDMO in my portfolio?

PSCI and IDMO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCI or IDMO?

IDMO has higher volatility (5.93%) compared to PSCI (5.76%). In terms of maximum drawdown, PSCI dropped -45.55% vs IDMO's -39.38%.

Which ETF is better, PSCI or IDMO?

On 10-year performance, PSCI leads with 15.12% vs 12.47% for IDMO. On fees, IDMO is cheaper at 0.25% per year. On volatility, PSCI has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCI or IDMO?

Over the 10-year period, PSCI has performed better with a 15.12% return vs 12.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCI or IDMO?

IDMO is cheaper with a 0.25% expense ratio, compared with 0.29% for PSCI.

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

IDMO has the higher dividend yield at 3.69%, compared with 1.31% for PSCI.

What is the main difference between PSCI and IDMO?

PSCI is categorized as Industrials Equities, while IDMO is Momentum. PSCI tracks S&P SmallCap 600 Industrials Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.29% for PSCI and 0.25% for IDMO.

Which has better risk-adjusted returns?

PSCI currently has the higher Sharpe Ratio (1.58 vs 1.18), 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.