DIHP vs. IDHQ

Last updated Jul 14, 2026

DIHP (Dimensional International High Profitability ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. DIHP is actively managed, while IDHQ is passively managed. Over the past 3 years, DIHP returned 13.12%/yr vs 18.63%/yr for IDHQ. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.29% expense ratio.

Performance

DIHP vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and Invesco S&P International Developed High Quality ETF (IDHQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIHP achieves a 8.08% return, which is significantly lower than IDHQ's 23.96% return.

DIHP

• 1D: -0.85%
• 1M: -1.23%
• 6M: 4.02%
• YTD: 8.08%
• 1Y: 17.33%
• 3Y*: 13.12%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIHP vs. IDHQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	8.08%	28.26%	0.50%	19.07%	-10.60%
IDHQ Invesco S&P International Developed High Quality ETF	23.96%	27.46%	1.33%	18.80%	-10.78%

Correlation

The correlation between DIHP and IDHQ is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.94

The correlation between DIHP and IDHQ has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

DIHP vs. IDHQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIHP

DIHP Risk / Return Rank: 42
DIHP Sharpe Ratio Rank: 42
DIHP Sortino Ratio Rank: 42
DIHP Omega Ratio Rank: 42
DIHP Calmar Ratio Rank: 39
DIHP Martin Ratio Rank: 44

IDHQ

IDHQ Risk / Return Rank: 66
IDHQ Sharpe Ratio Rank: 64
IDHQ Sortino Ratio Rank: 66
IDHQ Omega Ratio Rank: 65
IDHQ Calmar Ratio Rank: 65
IDHQ Martin Ratio Rank: 70

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.

DIHP vs. IDHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) 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.

	DIHP	IDHQ	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.67	-0.46
Sortino ratio: Return per unit of downside risk	1.76	2.41	-0.65
Omega ratio: Gain probability vs. loss probability	1.22	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	1.59	2.58	-0.98
Martin ratio: Return relative to average drawdown	5.67	10.14	-4.47

DIHP vs. IDHQ - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.21, which is comparable to the IDHQ Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DIHP and IDHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIHP vs. IDHQ - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DIHP and IDHQ.

Drawdown Indicators

	DIHP	IDHQ	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-73.84%	+48.90%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-13.44%	+2.52%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-14.07%	+1.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.54%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.54%	—
Current Drawdown Current decline from peak	-2.72%	-2.57%	-0.15%
Average Drawdown Average peak-to-trough decline	-4.78%	-21.09%	+16.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	3.41%	-0.34%

Volatility

DIHP vs. IDHQ - Volatility Comparison

The current volatility for Dimensional International High Profitability ETF (DIHP) is 4.71%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 7.92%. This indicates that DIHP 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.

Volatility by Period

	DIHP	IDHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	7.92%	-3.21%
Volatility (6M) Calculated over the trailing 6-month period	12.29%	18.93%	-6.64%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	20.78%	-6.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	17.85%	-1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	17.97%	-1.71%

DIHP vs. IDHQ - Expense Ratio Comparison

Both DIHP and IDHQ have an expense ratio of 0.29%.

Dividends

DIHP vs. IDHQ - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 1.96%, less than IDHQ's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIHP Dimensional International High Profitability ETF	1.96%	2.02%	2.30%	2.17%	1.69%	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

Can I hold both DIHP and IDHQ in my portfolio?

With a correlation of 0.92, DIHP 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.

Which is riskier, DIHP or IDHQ?

IDHQ has higher volatility (7.92%) compared to DIHP (4.71%). In terms of maximum drawdown, DIHP dropped -24.94% vs IDHQ's -73.84%.

Which ETF is better, DIHP or IDHQ?

On 3-year performance, IDHQ leads with 18.63% vs 13.12% for DIHP. Both ETFs have the same 0.29% expense ratio. On volatility, DIHP has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIHP or IDHQ?

Over the 3-year period, IDHQ has performed better with a 18.63% return vs 13.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIHP or IDHQ?

DIHP and IDHQ have the same expense ratio: 0.29% per year.

Which ETF pays a higher dividend yield, DIHP or IDHQ?

IDHQ has the higher dividend yield at 2.04%, compared with 1.96% for DIHP.

What is the main difference between DIHP and IDHQ?

They also come from different issuers: Dimensional and Invesco.

Which has better risk-adjusted returns?

IDHQ currently has the higher Sharpe Ratio (1.67 vs 1.21), 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.