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ISIN
US73936T8053
CUSIP
46138E214
Issuer
Invesco
Inception Date
Jun 13, 2007
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$890M

Share Price Chart


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Performance

IDHQ Performance Chart

Invesco S&P International Developed High Quality ETF (IDHQ) is up 27.1% since the beginning of the year. IDHQ is currently trading at $44 per share. Investors who bought $1,000 worth of IDHQ shares 5 years ago would now be looking at an investment worth $1,634.


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S&P 500 Index

Returns By Period

Invesco S&P International Developed High Quality ETF (IDHQ) has returned 27.05% so far this year and 42.21% over the past 12 months. Over the last ten years, IDHQ has returned 11.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco S&P International Developed High Quality ETF

1D
0.99%
1M
10.14%
YTD
27.05%
6M
27.43%
1Y
42.21%
3Y*
21.29%
5Y*
10.32%
10Y*
11.38%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ Monthly Returns History

Based on dividend-adjusted daily data since Jun 13, 2007, IDHQ's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +19.4%, while the worst month was Oct 2008 at -31.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IDHQ closed higher 51% of trading days. The best single day was Dec 6, 2007 with a return of +23.6%, while the worst single day was Dec 7, 2007 at -17.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.25%5.41%-10.39%9.92%7.07%6.54%27.05%
20255.40%2.58%-1.40%3.91%3.95%2.80%-3.24%3.26%2.56%2.38%0.17%2.46%27.46%
20241.50%3.07%3.28%-4.43%5.22%-0.64%1.48%3.89%-0.68%-6.20%-0.34%-4.11%1.33%
20237.62%-4.70%5.26%2.48%-3.88%4.89%2.74%-3.16%-3.35%-2.28%8.06%4.89%18.80%
2022-7.54%-3.22%0.47%-7.61%-0.15%-8.33%6.54%-7.20%-9.50%5.06%14.41%-2.46%-20.23%
2021-1.85%-1.16%3.03%3.61%2.05%0.75%1.78%2.70%-5.96%4.38%-2.85%4.94%11.38%

Benchmark Metrics

Invesco S&P International Developed High Quality ETF has an annualized alpha of -1.00%, beta of 0.88, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 13, 2007.

  • This ETF participated in 109.33% of S&P 500 Index downside but only 94.81% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.52, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.00%
Beta
0.88
0.52
Upside Capture
94.81%
Downside Capture
109.33%

Expense Ratio

IDHQ has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IDHQ ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IDHQ Risk / Return Rank: 6767
Overall Rank
IDHQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 6666
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 6666
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 6969
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) and compare them to S&P 500 Index.

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.


IDHQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.15

2.78

+0.37

Martin ratioReturn relative to average drawdown

12.50

12.44

+0.06

Dividends

Dividend History

Invesco S&P International Developed High Quality ETF provided a 2.57% dividend yield over the last twelve months, with an annual payout of $1.13 per share.


2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.13$0.86$0.68$0.72$0.82$0.67$0.47$0.54$0.55$0.41$0.45$0.35

Dividend yield

2.57%2.46%2.41%2.52%3.33%2.10%1.60%2.10%2.67%1.68%2.36%1.71%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P International Developed High Quality ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.24$0.00$0.00$0.29$0.53
2025$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.14$0.00$0.00$0.21$0.86
2024$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.09$0.00$0.00$0.15$0.68
2023$0.00$0.00$0.27$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.09$0.72
2022$0.00$0.00$0.23$0.00$0.00$0.33$0.00$0.00$0.23$0.00$0.00$0.04$0.82
2021$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.16$0.00$0.00$0.08$0.67

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P International Developed High Quality ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P International Developed High Quality ETF was 73.84%, occurring on Mar 9, 2009. Recovery took 2229 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-73.84%Mar 2009
1y 3mo8y 10mo
10y 1moDec 2007 - Jan 2018
Bear market2022
-33.54%Sep 2022
1y 19d1y 5mo
2y 6moSep 2021 - Mar 2024
COVID crash2020
-30.52%Mar 2020
2mo 2d4mo 27d
6mo 29dJan 2020 - Aug 2020
Rate-hike selloffLate 2018
-19.93%Dec 2018
10mo 29d10mo 8d
1y 9moJan 2018 - Oct 2019
2007 correction2007
-15.71%Aug 2007
1mo 4d1mo 26d
3moJul 2007 - Oct 2007

Drawdown Indicators


IDHQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-56.78%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-9.10%

-4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-18.90%

+4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-25.43%

-8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-33.92%

+0.38%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-21.14%

-10.71%

-10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.03%

+1.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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