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

XIU.TO vs. IDMO

Last updated Jun 9, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 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, XIU.TO returned 12.76%/yr vs 13.05%/yr for IDMO. At a 0.44 correlation, their price movements are largely independent. XIU.TO charges 0.18%/yr vs 0.25%/yr for IDMO.

Performance

XIU.TO vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.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

XIU.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, XIU.TO achieves a 9.69% return, which is significantly higher than IDMO's 7.22% return. Both investments have delivered pretty close results over the past 10 years, with XIU.TO having a 12.76% annualized return and IDMO not far ahead at 13.05%.

XIU.TO

1D
0.26%
1M
2.33%
YTD
9.69%
6M
11.69%
1Y
31.18%
3Y*
22.55%
5Y*
14.33%
10Y*
12.76%

IDMO

1D
0.92%
1M
-1.82%
YTD
7.22%
6M
9.76%
1Y
21.65%
3Y*
26.24%
5Y*
18.43%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. IDMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIU.TO
iShares S&P/TSX 60 Index ETF		9.69%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%
IDMO
Invesco S&P International Developed Momentum ETF		7.25%35.68%22.34%17.30%-6.45%14.25%19.11%20.89%-9.65%20.46%

Correlation

The correlation between XIU.TO and IDMO is 0.62, 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

0.62

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

0.62

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

0.64

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.44

The correlation between XIU.TO and IDMO shifts across timeframes, from 0.44 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

XIU.TO vs. IDMO - Sectors Allocation Comparison

Sectors
XIU.TO
IDMO

Financial Services

39.4%
42.4%

Energy

18.6%
1.9%

Basic Materials

13.3%
10.2%

Technology

8.8%
5.3%

Industrials

7.9%
22.6%

Consumer Cyclical

4.1%
1.4%

Consumer Defensive

3.2%
2.5%

Utilities

2.6%
8.4%

Communication Services

2.0%
2.2%

Real Estate

0.2%
2.0%

Healthcare

-

1.2%

Financial Services

XIU.TO
39.4%
IDMO
42.4%

Energy

XIU.TO
18.6%
IDMO
1.9%

Basic Materials

XIU.TO
13.3%
IDMO
10.2%

Technology

XIU.TO
8.8%
IDMO
5.3%

Industrials

XIU.TO
7.9%
IDMO
22.6%

Consumer Cyclical

XIU.TO
4.1%
IDMO
1.4%

Consumer Defensive

XIU.TO
3.2%
IDMO
2.5%

Utilities

XIU.TO
2.6%
IDMO
8.4%

Communication Services

XIU.TO
2.0%
IDMO
2.2%

Real Estate

XIU.TO
0.2%
IDMO
2.0%

Healthcare

XIU.TO

-

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 S&P/TSX 60 Index ETF

Invesco S&P International Developed Momentum ETF

Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO
Often compared with IDMO:
IDMO vs. MTUMIDMO vs. SPMOIDMO vs. IDHQIDMO vs. VXUSIDMO vs. EFGIDMO vs. AVDSIDMO vs. AVDV

Return for Risk

XIU.TO vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIU.TO
XIU.TO Risk / Return Rank: 8686
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
Martin Ratio Rank
IDMO
IDMO Risk / Return Rank: 3636
Overall Rank
IDMO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 3434
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3535
Omega Ratio Rank
IDMO Calmar Ratio Rank: 3535
Calmar Ratio Rank
IDMO Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.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.

XIU.TOIDMODifference
Sharpe ratioReturn per unit of total volatility
2.62
1.23

+1.39

Sortino ratioReturn per unit of downside risk
3.49
1.82

+1.67

Omega ratioGain probability vs. loss probability

1.47

1.23

+0.24

Calmar ratioReturn relative to maximum drawdown

4.09

1.82

+2.27

Martin ratioReturn relative to average drawdown

18.93

7.50

+11.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIU.TO vs. IDMO - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.62, which is higher than the IDMO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XIU.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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Sharpe Ratios by Period

XIU.TOIDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.23

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.98

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.68

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

-0.01

Drawdowns

XIU.TO vs. IDMO - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than IDMO's maximum drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for XIU.TO and IDMO.

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Drawdown Indicators

XIU.TOIDMODifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-30.46%

-16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-11.93%

+4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-13.13%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-21.90%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-25.51%

-9.95%

Current Drawdown

Current decline from peak

-1.68%

-3.54%

+1.86%

Average Drawdown

Average peak-to-trough decline

-6.85%

-6.99%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.90%

-1.25%

Volatility

XIU.TO vs. IDMO - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 3.96%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 6.42%. This indicates that XIU.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

XIU.TOIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

6.42%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

15.56%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

17.65%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

18.87%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

19.19%

-4.17%

XIU.TO vs. IDMO - Expense Ratio Comparison

XIU.TO has a 0.18% 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

XIU.TO vs. IDMO - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.21%, less than IDMO's 3.61% yield.

PositionTTM20252024202320222021202020192018201720162015
IDMO
Invesco S&P International Developed Momentum ETF		3.61%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

XIU.TO and IDMO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.25% for IDMO.

XIU.TO is categorized as Canada Equities, while IDMO is Momentum. XIU.TO tracks S&P/TSX 60 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: 0.18% for XIU.TO and 0.25% for IDMO.

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