SROI vs. IDMO
Compare and contrast key facts about Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Invesco S&P International Developed Momentum ETF (IDMO).
SROI and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SROI is an actively managed fund by Calamos. It was launched on Feb 3, 2023. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SROI or IDMO.
Correlation
The correlation between SROI and IDMO is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SROI vs. IDMO - Performance Comparison
Key characteristics
SROI:
1.09
IDMO:
0.88
SROI:
1.56
IDMO:
1.25
SROI:
1.20
IDMO:
1.16
SROI:
1.61
IDMO:
1.24
SROI:
5.59
IDMO:
4.88
SROI:
2.25%
IDMO:
2.90%
SROI:
11.48%
IDMO:
15.97%
SROI:
-13.89%
IDMO:
-39.36%
SROI:
-3.15%
IDMO:
-5.69%
Returns By Period
In the year-to-date period, SROI achieves a 11.68% return, which is significantly lower than IDMO's 13.52% return.
SROI
11.68%
0.48%
2.31%
12.55%
N/A
N/A
IDMO
13.52%
-2.20%
0.08%
14.12%
10.89%
8.58%
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SROI vs. IDMO - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Risk-Adjusted Performance
SROI vs. IDMO - Risk-Adjusted Performance 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.
Dividends
SROI vs. IDMO - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.67%, less than IDMO's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.67% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 2.22% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% | 1.70% |
Drawdowns
SROI vs. IDMO - Drawdown Comparison
The maximum SROI drawdown since its inception was -13.89%, smaller than the maximum IDMO drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for SROI and IDMO. For additional features, visit the drawdowns tool.
Volatility
SROI vs. IDMO - Volatility Comparison
The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 3.21%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 4.43%. 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.