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IMOM vs SPY

Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed IMOM, delivering a return of +13.3% compared to +7.5%

IMOM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
IMOM
$153M
Winner
SPY
$735B
Expense Ratio
IMOM
0.38%
Winner
SPY
0.09%
Max Drawdown
Winner
IMOM
47.07%
SPY
56.47%
Sharpe Ratio
IMOM
1.43
Winner
SPY
1.62
5Y Beta
Winner
IMOM
0.85
SPY
1.00
P/E Ratio
IMOM
N/A
SPY
28.99
Forward P/E
IMOM
N/A
SPY
22.37
5Y Dividends CAGR
Winner
IMOM
53.23%
SPY
5.43%
5Y EPS CAGR
IMOM
N/A
SPY
26.05%
Debt to Equity
IMOM
N/A
SPY
32.40%
P/S Ratio
IMOM
N/A
SPY
3.74
P/B Ratio
IMOM
N/A
SPY
5.61

IMOM vs SPY - Holdings Comparison

IMOM and SPY have 1 common holdings. Overlap is -0.56%

IMOM's top 25 holdings weight is 53.67%. SPY's top 25 holdings weight is 52.37%.

RankIMOMSPY
#1
TECHNOPROBE SPA (n/a) - 2.86%
NVIDIA CORP (NVDA) - 8.10%
#2
TOWER SEMICONDUCTOR LTD (n/a) - 2.44%
APPLE INC (AAPL) - 7.02%
#3
VERBIO SE (n/a) - 2.32%
MICROSOFT CORP (MSFT) - 4.79%
#4
HOEGH AUTOLINERS ASA (n/a) - 2.20%
AMAZON.COM INC (AMZN) - 4.02%
#5
REPSOL SA (n/a) - 2.16%
ALPHABET INC CLASS A (GOOGL) - 3.51%
#6
WOODSIDE ENERGY GROUP LTD (n/a) - 2.16%
BROADCOM INC (AVGO) - 3.10%
#7
AURUBIS AG (n/a) - 2.15%
ALPHABET INC CLASS C (GOOG) - 2.79%
#8
MILLICOM INTERNATIONAL CELLULAR SA (TIGO) - 2.14%
META PLATFORMS INC CLASS A (META) - 2.08%
#9
ROHM CO LTD (n/a) - 2.13%
TESLA INC (TSLA) - 1.89%
#10
MITSUI & CO LTD (n/a) - 2.13%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
ASMPT LTD (n/a) - 2.13%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#12
ENEOS HOLDINGS INC (n/a) - 2.11%
ELI LILLY AND CO (LLY) - 1.31%
#13
MITSUBISHI CORP (n/a) - 2.10%
JPMORGAN CHASE & CO (JPM) - 1.28%
#14
TOYOTA TSUSHO CORP (n/a) - 2.10%
ADVANCED MICRO DEVICES INC (AMD) - 1.27%
#15
MARUBENI CORP (n/a) - 2.09%
EXXON MOBIL CORP (XOM) - 0.97%
#16
RESONAC HOLDINGS CORP (n/a) - 2.09%
INTEL CORP (INTC) - 0.90%
#17
INPEX CORP (n/a) - 2.09%
JOHNSON & JOHNSON (JNJ) - 0.86%
#18
SOLARIA ENERGIA Y MEDIO AMBIENTE SA (n/a) - 2.08%
VISA INC CLASS A (V) - 0.85%
#19
BAYER AG (n/a) - 2.06%
WALMART INC (WMT) - 0.81%
#20
FRONTLINE PLC (FRO) - 2.06%
CISCO SYSTEMS INC (CSCO) - 0.72%
#21
GLENCORE PLC (n/a) - 2.04%
COSTCO WHOLESALE CORP (COST) - 0.69%
#22
ACCIONA SA (n/a) - 2.04%
CATERPILLAR INC (CAT) - 0.66%
#23
TURPAZ INDUSTRIES LTD (n/a) - 2.01%
MASTERCARD INC CLASS A (MA) - 0.62%
#24
WARTSILA CORP (n/a) - 1.99%
LAM RESEARCH CORP (LRCX) - 0.62%
#25
CODAN LTD (n/a) - 1.99%
ABBVIE INC (ABBV) - 0.58%
Total Holdings53505

IMOM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
IMOM
-4.02%
Winner
SPY
+1.90%
3M
IMOM
+2.06%
Winner
SPY
+8.55%
6M
Winner
IMOM
+17.13%
SPY
+8.18%
1Y
Winner
IMOM
+34.79%
SPY
+25.79%
5Y(CAGR)
IMOM
+7.45%
Winner
SPY
+13.32%
10Y(CAGR)
IMOM
+7.44%
Winner
SPY
+15.19%
Max(CAGR)
IMOM
+7.52%
Winner
SPY
+8.47%

IMOM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearIMOMSPY
2026+11.17%+8.26%
2025+46.80%+18.00%
2024+6.38%+25.59%
2023+9.92%+26.72%
2022-22.11%-18.64%
2021-2.16%+30.52%
2020+26.49%+17.28%
2019+18.49%+31.09%
2018-23.45%-5.24%
2017+33.06%+20.78%
2016-8.55%+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

IMOM vs SPY Drawdown Comparison

The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current IMOM drawdown is -6.76%. The current SPY drawdown is -2.90%.

RankIMOMSPY
#1-45.70%
Jan 29, 2018 - Dec 1, 2020		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-39.27%
Sep 15, 2021 - Jun 24, 2025		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-16.48%
Jul 29, 2016 - Jun 2, 2017		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-16.22%
Feb 16, 2021 - Sep 7, 2021		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-15.61%
Feb 25, 2026 - May 6, 2026		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-14.05%
Jan 4, 2016 - Apr 4, 2016		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-6.76%
May 26, 2026 - Jun 5, 2026		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-5.71%
Jun 20, 2016 - Jul 1, 2016		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-5.57%
Jan 25, 2021 - Feb 9, 2021		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-4.92%
Jan 27, 2026 - Feb 9, 2026		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-4.74%
Nov 24, 2017 - Jan 3, 2018		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-4.30%
May 13, 2026 - May 26, 2026		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-4.17%
Nov 13, 2025 - Dec 10, 2025		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-4.15%
Jun 8, 2017 - Jul 19, 2017		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-3.92%
Oct 6, 2025 - Nov 10, 2025		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between IMOM and SPY is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83
-101

Dividend Comparison (1999 - 2026)

IMOM vs SPY dividend yield comparison.

YearIMOMSPY
20260.00%0.24%
20252.53%1.07%
20244.52%1.21%
20232.95%1.40%
20226.06%1.65%
20211.27%1.20%
20200.59%1.52%
20191.17%1.75%
20180.78%2.04%
20171.11%1.80%
20160.54%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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