BIDD vs. IDHQ
BIDD (iShares International Dividend Active ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. BIDD is actively managed, while IDHQ is passively managed. Over the past year, BIDD returned 17.47% vs 34.45% for IDHQ. Their correlation of 0.91 suggests significant overlap in exposure. BIDD charges 0.59%/yr vs 0.29%/yr for IDHQ.
Performance
BIDD vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, BIDD achieves a 8.60% return, which is significantly lower than IDHQ's 23.96% return.
BIDD
- 1D
- -1.57%
- 1M
- -2.25%
- 6M
- 5.26%
- YTD
- 8.60%
- 1Y
- 17.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDHQ
- 1D
- -1.06%
- 1M
- 3.48%
- 6M
- 17.70%
- YTD
- 23.96%
- 1Y
- 34.45%
- 3Y*
- 18.63%
- 5Y*
- 9.11%
- 10Y*
- 10.54%
BIDD vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BIDD iShares International Dividend Active ETF | 8.60% | 20.17% | -1.39% |
IDHQ Invesco S&P International Developed High Quality ETF | 23.96% | 27.46% | -0.84% |
Correlation
The correlation between BIDD and IDHQ is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.91 |
The correlation between BIDD and IDHQ has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
BIDD vs. IDHQ — Risk / Return Rank
BIDD
IDHQ
BIDD vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Active ETF (BIDD) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
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.
| BIDD | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.58 | -1.15 |
| Martin ratioReturn relative to average drawdown | 5.17 | 10.14 | -4.97 |
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Drawdowns
BIDD vs. IDHQ - Drawdown Comparison
The maximum BIDD drawdown since its inception was -15.08%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for BIDD and IDHQ.
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Drawdown Indicators
| BIDD | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.08% | -73.84% | +58.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -13.44% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -3.99% | -2.57% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -21.09% | +18.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.41% | -0.02% |
Volatility
BIDD vs. IDHQ - Volatility Comparison
The current volatility for iShares International Dividend Active ETF (BIDD) is 6.52%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 7.92%. This indicates that BIDD experiences smaller price fluctuations and is considered to be less risky than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIDD | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 7.92% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 18.93% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 20.78% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 17.85% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 17.97% | -0.60% |
BIDD vs. IDHQ - Expense Ratio Comparison
BIDD has a 0.59% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
BIDD vs. IDHQ - Dividend Comparison
BIDD's dividend yield for the trailing twelve months is around 7.85%, more than IDHQ's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIDD iShares International Dividend Active ETF | 7.85% | 2.74% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.04% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
Frequently Asked Questions
With a correlation of 0.91, BIDD and IDHQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IDHQ has higher volatility (7.92%) compared to BIDD (6.52%). In terms of maximum drawdown, BIDD dropped -15.08% vs IDHQ's -73.84%.
On 1-year performance, IDHQ leads with 34.45% vs 17.47% for BIDD. On fees, IDHQ is cheaper at 0.29% per year. On volatility, BIDD has been the lower-risk option at 6.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDHQ has performed better with a 34.45% return vs 17.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.59% for BIDD.
BIDD has the higher dividend yield at 7.85%, compared with 2.04% for IDHQ.
They also come from different issuers: iShares and Invesco. Their fees differ too: 0.59% for BIDD and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.67 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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