QBIG vs. IDMO

Last updated Jul 17, 2026

QBIG (Invesco Top QQQ ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - QBIG is a Large Cap Blend Equities fund actively managed by Invesco, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. QBIG is actively managed, while IDMO is passively managed. Over the past year, QBIG returned 20.43% vs 21.68% for IDMO. A 0.52 correlation means they provide meaningful diversification when combined. QBIG charges 0.29%/yr vs 0.25%/yr for IDMO.

Performance

QBIG vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Top QQQ ETF (QBIG) 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, QBIG achieves a 5.06% return, which is significantly lower than IDMO's 8.27% return.

QBIG

• 1D: -1.51%
• 1M: 0.99%
• 6M: 5.93%
• YTD: 5.06%
• 1Y: 20.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

QBIG vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QBIG Invesco Top QQQ ETF	5.06%	21.46%	3.04%
IDMO Invesco S&P International Developed Momentum ETF	8.27%	42.17%	-5.53%

Correlation

The correlation between QBIG and IDMO is 0.56, 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	0.56
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.52

The correlation between QBIG and IDMO has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

QBIG vs. IDMO - Sectors Allocation Comparison

Sectors	QBIG	IDMO
Technology	58.7%	6.2%
Consumer Cyclical	23.9%	1.5%
Communication Services	17.4%	2.1%
Financial Services	10.5%	43.2%
Basic Materials	-	10.6%
Consumer Defensive	-	2.5%
Energy	-	1.7%
Healthcare	-	1.1%
Industrials	-	21.3%
Real Estate	-	1.8%
Utilities	-	7.9%

Return for Risk

QBIG vs. IDMO — Risk / Return Rank

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

QBIG

QBIG Risk / Return Rank: 30
QBIG Sharpe Ratio Rank: 33
QBIG Sortino Ratio Rank: 32
QBIG Omega Ratio Rank: 30
QBIG Calmar Ratio Rank: 26
QBIG Martin Ratio Rank: 27

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.

QBIG vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Top QQQ ETF (QBIG) 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.

	QBIG	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.18	-0.19
Sortino ratio: Return per unit of downside risk	1.43	1.74	-0.32
Omega ratio: Gain probability vs. loss probability	1.17	1.22	-0.04
Calmar ratio: Return relative to maximum drawdown	1.04	1.77	-0.73
Martin ratio: Return relative to average drawdown	2.93	6.94	-4.01

QBIG vs. IDMO - Sharpe Ratio Comparison

The current QBIG Sharpe Ratio is 0.99, which is comparable to the IDMO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QBIG 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

QBIG vs. IDMO - Drawdown Comparison

The maximum QBIG drawdown since its inception was -30.33%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for QBIG and IDMO.

Drawdown Indicators

	QBIG	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-30.33%	-39.38%	+9.05%
Max Drawdown (1Y) Largest decline over 1 year	-19.70%	-12.31%	-7.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.65%	—
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	-6.67%	-3.93%	-2.74%
Average Drawdown Average peak-to-trough decline	-7.12%	-9.70%	+2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.98%	3.13%	+3.85%

Volatility

QBIG vs. IDMO - Volatility Comparison

Invesco Top QQQ ETF (QBIG) has a higher volatility of 6.98% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 5.93%. This indicates that QBIG's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBIG	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	5.93%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	16.37%	16.86%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	20.83%	18.53%	+2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.20%	18.14%	+9.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.20%	17.89%	+9.31%

QBIG vs. IDMO - Expense Ratio Comparison

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

Dividends

QBIG vs. IDMO - Dividend Comparison

QBIG has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 3.69%.

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%
QBIG Invesco Top QQQ ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QBIG and IDMO in my portfolio?

QBIG and IDMO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QBIG or IDMO?

QBIG has higher volatility (6.98%) compared to IDMO (5.93%). In terms of maximum drawdown, QBIG dropped -30.33% vs IDMO's -39.38%.

Which ETF is better, QBIG or IDMO?

On 1-year performance, IDMO leads with 21.68% vs 20.43% for QBIG. On fees, IDMO is cheaper at 0.25% per year. On volatility, IDMO has been the lower-risk option at 5.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QBIG or IDMO?

Over the 1-year period, IDMO has performed better with a 21.68% return vs 20.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QBIG or IDMO?

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

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

IDMO has the higher dividend yield at 3.69%, compared with 0.00% for QBIG.

What is the main difference between QBIG and IDMO?

QBIG is categorized as Large Cap Blend Equities, while IDMO is Momentum. Their fees differ too: 0.29% for QBIG and 0.25% for IDMO.

Which has better risk-adjusted returns?

IDMO currently has the higher Sharpe Ratio (1.18 vs 0.99), 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.