SROI vs. IDMO

Last updated Jun 20, 2026

SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. SROI is actively managed, while IDMO is passively managed. Over the past 3 years, SROI returned 13.55%/yr vs 25.90%/yr for IDMO. A 0.78 correlation means they provide meaningful diversification when combined. SROI charges 0.95%/yr vs 0.25%/yr for IDMO.

Performance

SROI vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SROI having a 11.28% return and IDMO slightly lower at 11.21%.

SROI

• 1D: 1.73%
• 1M: 1.95%
• YTD: 11.28%
• 6M: 12.30%
• 1Y: 21.24%
• 3Y*: 13.55%
• 5Y*: —
• 10Y*: —

IDMO

• 1D: 0.87%
• 1M: 3.10%
• YTD: 11.21%
• 6M: 11.38%
• 1Y: 28.46%
• 3Y*: 25.90%
• 5Y*: 16.36%
• 10Y*: 12.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SROI vs. IDMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	11.28%	16.36%	9.48%	9.06%
IDMO Invesco S&P International Developed Momentum ETF	11.21%	42.17%	12.79%	18.07%

Correlation

The correlation between SROI and IDMO is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023	0.78

The correlation between SROI and IDMO has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

SROI vs. IDMO - Sectors Allocation Comparison

Sectors	SROI	IDMO
Technology	31.4%	6.2%
Industrials	18.5%	21.3%
Financial Services	12.8%	43.2%
Consumer Cyclical	9.1%	1.5%
Communication Services	8.5%	2.1%
Healthcare	7.3%	1.1%
Consumer Defensive	4.9%	2.5%
Basic Materials	4.1%	10.6%
Utilities	2.4%	7.9%
Real Estate	1.0%	1.8%
Energy	0.8%	1.7%

Return for Risk

SROI vs. IDMO — Risk / Return Rank

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

SROI

SROI Risk / Return Rank: 46
SROI Sharpe Ratio Rank: 45
SROI Sortino Ratio Rank: 44
SROI Omega Ratio Rank: 44
SROI Calmar Ratio Rank: 43
SROI Martin Ratio Rank: 54

IDMO

IDMO Risk / Return Rank: 50
IDMO Sharpe Ratio Rank: 48
IDMO Sortino Ratio Rank: 49
IDMO Omega Ratio Rank: 49
IDMO Calmar Ratio Rank: 49
IDMO Martin Ratio Rank: 56

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.

SROI vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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.

	SROI	IDMO	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.60	-0.08
Sortino ratio: Return per unit of downside risk	2.18	2.32	-0.14
Omega ratio: Gain probability vs. loss probability	1.27	1.30	-0.02
Calmar ratio: Return relative to maximum drawdown	2.09	2.32	-0.23
Martin ratio: Return relative to average drawdown	8.86	9.42	-0.55

SROI vs. IDMO - Sharpe Ratio Comparison

The current SROI Sharpe Ratio is 1.52, which is comparable to the IDMO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SROI 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

SROI vs. IDMO - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SROI and IDMO.

Drawdown Indicators

	SROI	IDMO	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-39.38%	+24.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-12.31%	+2.12%
Max Drawdown (3Y) Largest decline over 3 years	-15.38%	-12.65%	-2.73%
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	-0.52%	0.00%	-0.52%
Average Drawdown Average peak-to-trough decline	-2.41%	-9.73%	+7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	3.03%	-0.63%

Volatility

SROI vs. IDMO - Volatility Comparison

The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 5.23%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 7.48%. This indicates that SROI experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SROI	IDMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	7.48%	-2.25%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	16.09%	-4.38%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	17.88%	-3.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	18.04%	-4.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.01%	18.18%	-4.17%

SROI vs. IDMO - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than IDMO's 0.25% expense ratio.

Dividends

SROI vs. IDMO - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.54%, less than IDMO's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDMO Invesco S&P International Developed Momentum ETF	3.42%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	0.54%	0.60%	0.68%	0.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SROI and IDMO in my portfolio?

SROI and IDMO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SROI or IDMO?

IDMO has higher volatility (7.48%) compared to SROI (5.23%). In terms of maximum drawdown, SROI dropped -15.38% vs IDMO's -39.38%.

Which ETF is better, SROI or IDMO?

On 3-year performance, IDMO leads with 25.90% vs 13.55% for SROI. On fees, IDMO is cheaper at 0.25% per year. On volatility, SROI has been the lower-risk option at 5.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SROI or IDMO?

Over the 3-year period, IDMO has performed better with a 25.90% return vs 13.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SROI or IDMO?

IDMO is cheaper with a 0.25% expense ratio, compared with 0.95% for SROI.

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

IDMO has the higher dividend yield at 3.42%, compared with 0.54% for SROI.

What is the main difference between SROI and IDMO?

SROI is categorized as Global Equities, while IDMO is Momentum. They also come from different issuers: Calamos and Invesco. Their fees differ too: 0.95% for SROI and 0.25% for IDMO.

Which has better risk-adjusted returns?

IDMO currently has the higher Sharpe Ratio (1.60 vs 1.52), 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.