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

XIC.TO vs. IDMO

Last updated Jun 13, 2026

XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - XIC.TO is a Canada Equities fund tracking the S&P/TSX Capped Composite 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, XIC.TO returned 12.79%/yr vs 13.61%/yr for IDMO. At a 0.45 correlation, their price movements are largely independent. XIC.TO charges 0.06%/yr vs 0.25%/yr for IDMO.

Performance

XIC.TO vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P/TSX Capped Composite Index ETF (XIC.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

XIC.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, XIC.TO achieves a 11.27% return, which is significantly higher than IDMO's 10.42% return. Over the past 10 years, XIC.TO has underperformed IDMO with an annualized return of 12.79%, while IDMO has yielded a comparatively higher 13.61% annualized return.

XIC.TO

1D
0.79%
1M
2.89%
YTD
11.27%
6M
11.99%
1Y
34.40%
3Y*
23.86%
5Y*
14.57%
10Y*
12.79%

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)

XIC.TO vs. IDMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		11.27%31.51%21.48%11.74%-5.82%23.43%5.61%22.76%-8.72%8.99%
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 XIC.TO and IDMO is 0.65, 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

0.65

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

0.63

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

0.65

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.45

The correlation between XIC.TO and IDMO shifts across timeframes, from 0.45 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

XIC.TO vs. IDMO - Sectors Allocation Comparison

Sectors
XIC.TO
IDMO

Financial Services

33.8%
42.4%

Basic Materials

17.7%
10.2%

Energy

17.3%
1.9%

Industrials

10.2%
22.6%

Technology

7.1%
5.3%

Consumer Cyclical

3.8%
1.4%

Consumer Defensive

2.8%
2.5%

Utilities

2.8%
8.4%

Communication Services

1.8%
2.2%

Real Estate

1.5%
2.0%

Healthcare

0.1%
1.2%

Financial Services

XIC.TO
33.8%
IDMO
42.4%

Basic Materials

XIC.TO
17.7%
IDMO
10.2%

Energy

XIC.TO
17.3%
IDMO
1.9%

Industrials

XIC.TO
10.2%
IDMO
22.6%

Technology

XIC.TO
7.1%
IDMO
5.3%

Consumer Cyclical

XIC.TO
3.8%
IDMO
1.4%

Consumer Defensive

XIC.TO
2.8%
IDMO
2.5%

Utilities

XIC.TO
2.8%
IDMO
8.4%

Communication Services

XIC.TO
1.8%
IDMO
2.2%

Real Estate

XIC.TO
1.5%
IDMO
2.0%

Healthcare

XIC.TO
0.1%
IDMO
1.2%

Compare stocks, funds, or ETFs

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

iShares Core S&P/TSX Capped Composite Index ETF

Invesco S&P International Developed Momentum ETF

Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO
Often compared with IDMO:
IDMO vs. MTUMIDMO vs. SPMOIDMO vs. IDHQIDMO vs. VXUSIDMO vs. AVDSIDMO vs. EFGIDMO vs. AVDV

Return for Risk

XIC.TO vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIC.TO
XIC.TO Risk / Return Rank: 8787
Overall Rank
XIC.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8787
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

XIC.TOIDMODifference
Sharpe ratioReturn per unit of total volatility
2.65
1.42

+1.22

Sortino ratioReturn per unit of downside risk
3.41
2.09

+1.32

Omega ratioGain probability vs. loss probability

1.47

1.26

+0.21

Calmar ratioReturn relative to maximum drawdown

3.72

2.18

+1.54

Martin ratioReturn relative to average drawdown

17.02

8.89

+8.13

XIC.TO vs. IDMO - Sharpe Ratio Comparison

The current XIC.TO Sharpe Ratio is 2.65, which is higher than the IDMO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of XIC.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

XIC.TO vs. IDMO - Drawdown Comparison

The maximum XIC.TO drawdown since its inception was -47.27%, which is greater than IDMO's maximum drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for XIC.TO and IDMO.

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Drawdown Indicators

XIC.TOIDMODifference

Max Drawdown

Largest peak-to-trough decline

-47.27%

-30.46%

-16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-11.93%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

-13.13%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-21.90%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-25.51%

-11.70%

Current Drawdown

Current decline from peak

-0.75%

-0.66%

-0.09%

Average Drawdown

Average peak-to-trough decline

-6.73%

-6.98%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.93%

-0.90%

Volatility

XIC.TO vs. IDMO - Volatility Comparison

The current volatility for iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) is 4.53%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 8.06%. This indicates that XIC.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

XIC.TOIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

8.06%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

16.29%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

18.31%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

19.00%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

19.23%

-4.25%

XIC.TO vs. IDMO - Expense Ratio Comparison

XIC.TO has a 0.06% 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

XIC.TO vs. IDMO - Dividend Comparison

XIC.TO's dividend yield for the trailing twelve months is around 2.01%, 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%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.01%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

XIC.TO and IDMO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.25% for IDMO.

XIC.TO is categorized as Canada Equities, while IDMO is Momentum. XIC.TO tracks S&P/TSX Capped Composite Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.06% for XIC.TO and 0.25% for IDMO.

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