SATO vs. IDMO
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs 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 3 years, SATO returned 20.99%/yr vs 24.23%/yr for IDMO. At a 0.49 correlation, their price movements are largely independent. SATO charges 0.60%/yr vs 0.25%/yr for IDMO.
Performance
SATO vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -13.80% return, which is significantly lower than IDMO's 7.56% return.
SATO
- 1D
- -1.78%
- 1M
- -16.31%
- 6M
- -26.95%
- YTD
- -13.80%
- 1Y
- -29.06%
- 3Y*
- 20.99%
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- -0.66%
- 1M
- -2.44%
- 6M
- 4.42%
- YTD
- 7.56%
- 1Y
- 20.05%
- 3Y*
- 24.23%
- 5Y*
- 15.34%
- 10Y*
- 12.40%
SATO vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -13.80% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
IDMO Invesco S&P International Developed Momentum ETF | 7.56% | 42.17% | 12.79% | 20.16% | -12.03% | 7.55% |
Correlation
The correlation between SATO and IDMO is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.49 |
The correlation between SATO and IDMO has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
SATO vs. IDMO — Risk / Return Rank
SATO
IDMO
SATO vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) 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.
| SATO | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.64 | -2.18 |
| Martin ratioReturn relative to average drawdown | -0.89 | 6.39 | -7.29 |
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Drawdowns
SATO vs. IDMO - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SATO and IDMO.
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Drawdown Indicators
| SATO | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -39.38% | -48.62% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -12.31% | -41.18% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -12.65% | -40.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -47.18% | -4.56% | -42.62% |
Average DrawdownAverage peak-to-trough decline | -50.73% | -9.70% | -41.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.52% | 3.14% | +29.38% |
Volatility
SATO vs. IDMO - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 11.58% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 5.90%. This indicates that SATO'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.
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Volatility by Period
| SATO | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 5.90% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 38.15% | 16.88% | +21.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.84% | 18.54% | +33.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.94% | 18.13% | +44.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.94% | 17.89% | +45.05% |
SATO vs. IDMO - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Dividends
SATO vs. IDMO - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.78%, more than IDMO's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 3.72% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.78% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SATO and IDMO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SATO has higher volatility (11.58%) compared to IDMO (5.90%). In terms of maximum drawdown, SATO dropped -88.00% vs IDMO's -39.38%.
On 3-year performance, IDMO leads with 24.23% vs 20.99% for SATO. On fees, IDMO is cheaper at 0.25% per year. On volatility, IDMO has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDMO has performed better with a 24.23% return vs 20.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.60% for SATO.
SATO has the higher dividend yield at 7.78%, compared with 3.72% for IDMO.
SATO is categorized as Cryptocurrency, while IDMO is Momentum. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.60% for SATO and 0.25% for IDMO.
IDMO currently has the higher Sharpe Ratio (1.09 vs -0.56), 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.
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