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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P International Developed High Quality ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco S&P International Developed High Quality ETF (IDHQ) has returned 1.32% so far this year and 21.13% over the past 12 months. Over the last ten years, IDHQ has returned 8.74% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Invesco S&P International Developed High Quality ETF
- 1D
- 3.27%
- 1M
- -10.39%
- YTD
- 1.32%
- 6M
- 6.46%
- 1Y
- 21.13%
- 3Y*
- 12.92%
- 5Y*
- 6.43%
- 10Y*
- 8.74%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2007, IDHQ's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 58% of months were positive and 42% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.25% | 5.41% | -10.39% | 1.32% | |||||||||
| 2025 | 5.40% | 2.58% | -1.40% | 3.91% | 3.95% | 2.80% | -3.24% | 3.26% | 2.56% | 2.38% | 0.17% | 2.46% | 27.46% |
| 2024 | 1.50% | 3.07% | 3.28% | -4.43% | 5.22% | -0.64% | 1.48% | 3.89% | -0.68% | -6.20% | -0.34% | -4.11% | 1.33% |
| 2023 | 7.62% | -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 -1.55%, beta of 0.87, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 14, 2007.
- This ETF participated in 110.46% of S&P 500 Index downside but only 93.71% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.87 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
- -1.55%
- Beta
- 0.87
- R²
- 0.52
- Upside Capture
- 93.71%
- Downside Capture
- 110.46%
Expense Ratio
IDHQ has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IDHQ ranks 60 for risk / return — better than 60% 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.
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 a chosen benchmark (S&P 500 Index).
| IDHQ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.40 | +0.07 |
Martin ratioReturn relative to average drawdown | 6.15 | 6.61 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore IDHQ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco S&P International Developed High Quality ETF provided a 2.38% dividend yield over the last twelve months, with an annual payout of $0.84 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.84 | $0.86 | $0.68 | $0.72 | $0.82 | $0.67 | $0.47 | $0.54 | $0.55 | $0.41 | $0.45 | $0.35 |
Dividend yield | 2.38% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.24 | $0.24 | |||||||||
| 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.
The current Invesco S&P International Developed High Quality ETF drawdown is 10.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.84% | Dec 7, 2007 | 314 | Mar 9, 2009 | 2229 | Jan 12, 2018 | 2543 |
| -33.54% | Sep 7, 2021 | 266 | Sep 26, 2022 | 363 | Mar 7, 2024 | 629 |
| -30.52% | Jan 21, 2020 | 44 | Mar 23, 2020 | 102 | Aug 17, 2020 | 146 |
| -19.93% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -15.71% | Jul 13, 2007 | 25 | Aug 16, 2007 | 39 | Oct 11, 2007 | 64 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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