QSOL vs. IDMO

Last updated Jul 17, 2026

QSOL (Invesco Galaxy Solana ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - QSOL is a Cryptocurrency fund tracking the Lukka Prime Solana Reference Rate - Benchmark Price Return, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.

Performance

QSOL vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Galaxy Solana ETF (QSOL) 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, QSOL achieves a -38.08% return, which is significantly lower than IDMO's 8.27% return.

QSOL

• 1D: -1.86%
• 1M: 3.11%
• 6M: -45.69%
• YTD: -38.08%
• 1Y: —
• 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)

QSOL vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025
QSOL Invesco Galaxy Solana ETF	-38.08%	-4.28%
IDMO Invesco S&P International Developed Momentum ETF	8.27%	1.77%

Correlation

The correlation between QSOL and IDMO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025	0.46

Return for Risk

QSOL vs. IDMO — Risk / Return Rank

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

QSOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

QSOL vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Galaxy Solana ETF (QSOL) 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.

	QSOL	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.18	—
Sortino ratio: Return per unit of downside risk	—	1.74	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	1.77	—
Martin ratio: Return relative to average drawdown	—	6.94	—

Drawdowns

QSOL vs. IDMO - Drawdown Comparison

The maximum QSOL drawdown since its inception was -56.55%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for QSOL and IDMO.

Drawdown Indicators

	QSOL	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-56.55%	-39.38%	-17.17%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.31%	—
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	-47.94%	-3.93%	-44.01%
Average Drawdown Average peak-to-trough decline	-35.45%	-9.70%	-25.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.13%	—

Volatility

Volatility by Period

	QSOL	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	71.51%	18.53%	+52.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.51%	18.14%	+53.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.51%	17.89%	+53.62%

QSOL vs. IDMO - Expense Ratio Comparison

Both QSOL 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

QSOL vs. IDMO - Dividend Comparison

QSOL's dividend yield for the trailing twelve months is around 0.90%, 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%
QSOL Invesco Galaxy Solana ETF	0.90%	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 QSOL and IDMO in my portfolio?

QSOL and IDMO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QSOL or IDMO?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QSOL or IDMO?

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

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

IDMO has the higher dividend yield at 3.69%, compared with 0.90% for QSOL.

What is the main difference between QSOL and IDMO?

QSOL is categorized as Cryptocurrency, while IDMO is Momentum. QSOL tracks Lukka Prime Solana Reference Rate - Benchmark Price Return, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index.