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VIU.TO vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIU.TO vs. IDMO

Last updated Jun 13, 2026

VIU.TO (Vanguard FTSE Developed All Cap ex North America Index ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - VIU.TO is a International Equity fund tracking the FTSE Developed All Cap ex North America 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 10 years, VIU.TO returned 11.21%/yr vs 13.61%/yr for IDMO. A 0.56 correlation means they provide meaningful diversification when combined. VIU.TO charges 0.23%/yr vs 0.25%/yr for IDMO.

Performance

VIU.TO vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VIU.TO achieves a 17.39% return, which is significantly higher than IDMO's 10.42% return. Over the past 10 years, VIU.TO has underperformed IDMO with an annualized return of 11.21%, while IDMO has yielded a comparatively higher 13.61% annualized return.

VIU.TO

1D
0.58%
1M
3.39%
YTD
17.39%
6M
19.18%
1Y
32.93%
3Y*
20.42%
5Y*
12.03%
10Y*
11.21%

IDMO

1D
1.59%
1M
0.10%
YTD
10.42%
6M
11.71%
1Y
25.94%
3Y*
27.10%
5Y*
18.90%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIU.TO vs. IDMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		17.39%28.36%10.73%15.67%-10.63%9.76%7.57%15.31%-7.37%19.23%
IDMO
Invesco S&P International Developed Momentum ETF		10.48%35.68%22.34%17.30%-6.45%14.25%19.11%20.89%-9.65%20.46%

Correlation

The correlation between VIU.TO and IDMO is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2015

0.56

Over the past year, VIU.TO and IDMO have become more correlated (0.78) than their long-term average of 0.56, meaning their price movements have been converging.

VIU.TO vs. IDMO - Sectors Allocation Comparison

Sectors
VIU.TO
IDMO

Financial Services

22.7%
42.4%

Industrials

19.0%
22.6%

Technology

15.0%
5.3%

Healthcare

9.2%
1.2%

Consumer Cyclical

7.6%
1.4%

Consumer Defensive

6.3%
2.5%

Basic Materials

6.2%
10.2%

Energy

3.8%
1.9%

Communication Services

3.5%
2.2%

Utilities

3.5%
8.4%

Real Estate

2.4%
2.0%

Financial Services

VIU.TO
22.7%
IDMO
42.4%

Industrials

VIU.TO
19.0%
IDMO
22.6%

Technology

VIU.TO
15.0%
IDMO
5.3%

Healthcare

VIU.TO
9.2%
IDMO
1.2%

Consumer Cyclical

VIU.TO
7.6%
IDMO
1.4%

Consumer Defensive

VIU.TO
6.3%
IDMO
2.5%

Basic Materials

VIU.TO
6.2%
IDMO
10.2%

Energy

VIU.TO
3.8%
IDMO
1.9%

Communication Services

VIU.TO
3.5%
IDMO
2.2%

Utilities

VIU.TO
3.5%
IDMO
8.4%

Real Estate

VIU.TO
2.4%
IDMO
2.0%

Compare stocks, funds, or ETFs

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

Vanguard FTSE Developed All Cap ex North America Index ETF

Invesco S&P International Developed Momentum ETF

Often compared with VIU.TO:
VIU.TO vs. XEF.TOVIU.TO vs. VIDY.TOVIU.TO vs. VCN.TOVIU.TO vs. VFV.TOVIU.TO vs. VDU.TOVIU.TO vs. XEQT.TOVIU.TO vs. VEQT.TO
Often compared with IDMO:
IDMO vs. MTUMIDMO vs. SPMOIDMO vs. IDHQIDMO vs. VXUSIDMO vs. AVDSIDMO vs. EFGIDMO vs. AVDV

Return for Risk

VIU.TO vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIU.TO
VIU.TO Risk / Return Rank: 7171
Overall Rank
VIU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 7575
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 7070
Martin Ratio Rank
IDMO
IDMO Risk / Return Rank: 4444
Overall Rank
IDMO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
IDMO Omega Ratio Rank: 4242
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4343
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
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.

VIU.TO vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) 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.

VIU.TOIDMODifference
Sharpe ratioReturn per unit of total volatility
2.03
1.42

+0.61

Sortino ratioReturn per unit of downside risk
2.81
2.09

+0.72

Omega ratioGain probability vs. loss probability

1.38

1.26

+0.12

Calmar ratioReturn relative to maximum drawdown

2.82

2.18

+0.63

Martin ratioReturn relative to average drawdown

11.26

8.89

+2.36

VIU.TO vs. IDMO - Sharpe Ratio Comparison

The current VIU.TO Sharpe Ratio is 2.03, which is higher than the IDMO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VIU.TO 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.

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Drawdowns

VIU.TO vs. IDMO - Drawdown Comparison

The maximum VIU.TO drawdown since its inception was -29.15%, roughly equal to the maximum IDMO drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for VIU.TO and IDMO.

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Drawdown Indicators

VIU.TOIDMODifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-30.46%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.93%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-13.13%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.34%

-21.90%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

-25.51%

-3.64%

Current Drawdown

Current decline from peak

0.00%

-0.66%

+0.66%

Average Drawdown

Average peak-to-trough decline

-5.32%

-6.98%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.93%

+0.01%

Volatility

VIU.TO vs. IDMO - Volatility Comparison

The current volatility for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) is 6.89%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 8.06%. This indicates that VIU.TO 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.

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Volatility by Period

VIU.TOIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

8.06%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

16.29%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

18.31%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

19.00%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

19.23%

-4.04%

VIU.TO vs. IDMO - Expense Ratio Comparison

VIU.TO has a 0.23% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VIU.TO vs. IDMO - Dividend Comparison

VIU.TO's dividend yield for the trailing twelve months is around 2.15%, less than IDMO's 3.52% yield.

PositionTTM20252024202320222021202020192018201720162015
IDMO
Invesco S&P International Developed Momentum ETF		3.52%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		2.15%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions

VIU.TO and IDMO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.25% for IDMO.

VIU.TO is categorized as International Equity, while IDMO is Momentum. VIU.TO tracks FTSE Developed All Cap ex North America Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.23% for VIU.TO and 0.25% for IDMO.

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