PortfoliosLab logoPortfoliosLab logo
SPMO vs. VMO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPMO vs. VMO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPMO vs. VMO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMO
Invesco S&P 500 Momentum ETF
-3.77%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%
VMO.TO
Vanguard Global Momentum Factor ETF CAD
5.77%29.10%19.44%17.55%-15.17%16.53%23.82%25.52%-12.55%24.87%
Different Trading Currencies

SPMO is traded in USD, while VMO.TO is traded in CAD. To make them comparable, the VMO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPMO achieves a -3.77% return, which is significantly lower than VMO.TO's 5.77% return.


SPMO

1D
2.13%
1M
-4.40%
YTD
-3.77%
6M
-4.53%
1Y
23.97%
3Y*
29.27%
5Y*
17.66%
10Y*
17.41%

VMO.TO

1D
2.02%
1M
-5.33%
YTD
5.77%
6M
8.40%
1Y
40.01%
3Y*
23.74%
5Y*
11.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPMO vs. VMO.TO - Expense Ratio Comparison

SPMO has a 0.13% expense ratio, which is lower than VMO.TO's 0.38% expense ratio.


Return for Risk

SPMO vs. VMO.TO — Risk / Return Rank

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

SPMO
SPMO Risk / Return Rank: 6464
Overall Rank
SPMO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6666
Martin Ratio Rank

VMO.TO
VMO.TO Risk / Return Rank: 8282
Overall Rank
VMO.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VMO.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
VMO.TO Omega Ratio Rank: 7676
Omega Ratio Rank
VMO.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
VMO.TO Martin Ratio Rank: 8787
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.

SPMO vs. VMO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO). 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.


SPMOVMO.TODifference

Sharpe ratio

Return per unit of total volatility

1.06

1.74

-0.68

Sortino ratio

Return per unit of downside risk

1.60

2.31

-0.71

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.96

3.27

-1.31

Martin ratio

Return relative to average drawdown

6.90

13.13

-6.23

SPMO vs. VMO.TO - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 1.06, which is lower than the VMO.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SPMO and VMO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPMOVMO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.74

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.60

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.68

+0.18

Correlation

The correlation between SPMO and VMO.TO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPMO vs. VMO.TO - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.89%, more than VMO.TO's 0.80% yield.


TTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF
0.89%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
VMO.TO
Vanguard Global Momentum Factor ETF CAD
0.80%0.85%0.90%1.03%1.65%1.09%0.70%1.70%0.80%1.15%0.51%0.00%

Drawdowns

SPMO vs. VMO.TO - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum VMO.TO drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for SPMO and VMO.TO.


Loading graphics...

Drawdown Indicators


SPMOVMO.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-30.53%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-12.29%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

-23.27%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-7.31%

-4.38%

-2.93%

Average Drawdown

Average peak-to-trough decline

-4.66%

-5.28%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.17%

+0.43%

Volatility

SPMO vs. VMO.TO - Volatility Comparison

The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 7.22%, while Vanguard Global Momentum Factor ETF CAD (VMO.TO) has a volatility of 9.38%. This indicates that SPMO experiences smaller price fluctuations and is considered to be less risky than VMO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPMOVMO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

9.38%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

16.33%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

23.13%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

19.92%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

19.97%

+0.12%