IDMO vs BILS

Comparison between INVESCO S&P INTERNATIONAL DEVELOPED MOMENTUM ETF (IDMO, ETF) and STATE STREET(R) SPDR(R) BLOOMBERG 3-12 MONTH T-BILL ETF (BILS, ETF).

5-Year PerformanceIDMO has outperformed BILS, delivering a return of +15.7% compared to +3.3%

IDMO vs BILS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IDMO(ETF)	BILS(ETF)
Net Assets	$3.80B	$3.90B
Expense Ratio	0.25%	0.14%
Max Drawdown	40.58%	1.20%
Sharpe Ratio	1.08	0.63
5Y Beta	0.87	-0.00
5Y Dividends CAGR	27.36%	N/A

Net Assets

IDMO

$3.80B

Winner

BILS

$3.90B

Expense Ratio

IDMO

0.25%

Winner

BILS

0.14%

Max Drawdown

IDMO

40.58%

Winner

BILS

1.20%

Sharpe Ratio

Winner

IDMO

1.08

BILS

0.63

5Y Beta

IDMO

0.87

Winner

BILS

-0.00

5Y Dividends CAGR

IDMO

27.36%

BILS

N/A

IDMO vs BILS - Historical Returns

Returns include dividend reinvestment.

Period	IDMO	BILS
1 month	+3.05%	+0.28%
3 months	+8.86%	+0.87%
6 months	+11.34%	+1.71%
1 year	+25.45%	+3.89%
5 years(CAGR)	+15.72%	+3.32%
10 years(CAGR)	+12.76%	N/A
Max(CAGR)	+9.08%	+2.89%

Winner

IDMO

+3.05%

BILS

+0.28%

Winner

IDMO

+8.86%

BILS

+0.87%

Winner

IDMO

+11.34%

BILS

+1.71%

Winner

IDMO

+25.45%

BILS

+3.89%

5Y(CAGR)

Winner

IDMO

+15.72%

BILS

+3.32%

10Y(CAGR)

IDMO

+12.76%

BILS

N/A

Max(CAGR)

Winner

IDMO

+9.08%

BILS

+2.89%

IDMO vs BILS - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	IDMO	BILS
2026	+8.51%	+1.51%
2025	+42.29%	+4.19%
2024	+14.02%	+5.15%
2023	+20.76%	+4.92%
2022	-12.23%	+0.91%
2021	+13.15%	-0.08%
2020	+21.38%	+0.00%
2019	+26.22%	N/A
2018	-16.01%	N/A
2017	+29.17%	N/A
2016	+2.38%	N/A
2015	-11.66%	N/A
2014	-4.53%	N/A
2013	+18.63%	N/A
2012	+1.88%	N/A

IDMO vs BILS Drawdown Comparison

The maximum drawdown for IDMO was -39.35%, occurring on Feb 9, 2016. Recovery took 1191 trading sessions.

The maximum drawdown for BILS was -0.41%, occurring on Jun 14, 2022. Recovery took 415 trading sessions.

The current IDMO drawdown is -0.39%.

Rank	IDMO	BILS
#1	-39.35% May 14, 2015 - Feb 6, 2020	-0.41% Feb 5, 2021 - Sep 29, 2022
#2	-31.32% Feb 19, 2020 - Jul 14, 2020	-0.08% Oct 6, 2022 - Oct 27, 2022
#3	-27.09% Nov 12, 2021 - Dec 1, 2023	-0.07% Mar 17, 2023 - Mar 23, 2023
#4	-25.56% Feb 24, 2012 - Dec 19, 2012	-0.04% Feb 1, 2024 - Feb 7, 2024
#5	-21.02% Jul 3, 2014 - Apr 24, 2015	-0.04% Apr 5, 2023 - Apr 13, 2023
#6	-13.64% Jan 30, 2013 - Aug 14, 2013	-0.04% Mar 13, 2023 - Mar 15, 2023
#7	-12.65% Mar 25, 2025 - Apr 23, 2025	-0.03% Mar 2, 2023 - Mar 9, 2023
#8	-12.52% Feb 16, 2021 - Aug 5, 2021	-0.03% Apr 8, 2025 - Apr 11, 2025
#9	-12.31% Feb 26, 2026 - Apr 14, 2026	-0.03% Apr 13, 2023 - Apr 19, 2023
#10	-11.40% Jul 16, 2024 - Aug 30, 2024	-0.03% Nov 10, 2022 - Nov 17, 2022
#11	-7.30% Jan 17, 2014 - Feb 18, 2014	-0.03% Oct 28, 2025 - Oct 31, 2025
#12	-7.22% May 13, 2026 - Jun 10, 2026	-0.03% Mar 24, 2023 - Mar 30, 2023
#13	-6.98% Dec 5, 2024 - Feb 6, 2025	-0.02% Oct 9, 2020 - Feb 5, 2021
#14	-6.92% Sep 15, 2021 - Nov 1, 2021	-0.02% Dec 17, 2024 - Dec 19, 2024
#15	-6.73% Oct 12, 2020 - Nov 5, 2020	-0.02% Mar 15, 2023 - Mar 17, 2023

Correlation

Correlation between IDMO and BILS is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2012 - 2026)

IDMO vs BILS dividend yield comparison.

Year	IDMO	BILS
2026	0.44%	1.47%
2025	3.71%	4.08%
2024	2.24%	5.01%
2023	2.89%	4.98%
2022	3.66%	1.61%
2021	1.81%	0.00%
2020	1.63%	0.00%
2019	2.78%	0.00%
2018	3.27%	0.00%
2017	3.08%	0.00%
2016	2.18%	0.00%
2015	2.52%	0.00%
2014	2.19%	0.00%
2013	1.70%	0.00%
2012	2.07%	0.00%