DINT vs. IDHQ
DINT (Davis Select International ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - DINT is a Foreign Large Cap Equities fund actively managed by Davis, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. DINT is actively managed, while IDHQ is passively managed. Over the past 5 years, DINT returned 9.66%/yr vs 9.61%/yr for IDHQ. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DINT charges 0.65%/yr vs 0.29%/yr for IDHQ.
Performance
DINT vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, DINT achieves a 5.86% return, which is significantly lower than IDHQ's 27.25% return.
DINT
- 1D
- 0.55%
- 1M
- 4.98%
- 6M
- 3.34%
- YTD
- 5.86%
- 1Y
- 21.25%
- 3Y*
- 17.75%
- 5Y*
- 9.66%
- 10Y*
- —
- ALL TIME*
- 6.80%
IDHQ
- 1D
- 0.78%
- 1M
- 0.59%
- 6M
- 18.33%
- YTD
- 27.25%
- 1Y
- 42.41%
- 3Y*
- 20.69%
- 5Y*
- 9.61%
- 10Y*
- 10.76%
- ALL TIME*
- 5.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $292.75K | $475.80K | $417.51K | |
| $6.00M | $6.33M | $5.63M |
DINT vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DINT Davis Select International ETF | 5.86% | 32.66% | 20.56% | 6.73% | -8.56% | -14.93% | 22.78% | 29.39% | -22.06% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -10.68% |
Correlation
The correlation between DINT and IDHQ is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2018 | 0.71 |
The correlation between DINT and IDHQ has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
DINT vs. IDHQ — Risk / Return Rank
DINT
IDHQ
DINT vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) 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.
| DINT | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.17 | -1.54 |
| Martin ratioReturn relative to average drawdown | 4.93 | 12.70 | -7.77 |
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Drawdowns
DINT vs. IDHQ - Drawdown Comparison
The maximum DINT drawdown since its inception was -45.12%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DINT and IDHQ.
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Drawdown Indicators
| DINT | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.12% | -73.84% | +28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -13.44% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -14.07% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.99% | -33.54% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -0.89% | -0.27% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -21.03% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.35% | +0.97% |
Volatility
DINT vs. IDHQ - Volatility Comparison
Davis Select International ETF (DINT) has a higher volatility of 4.58% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.02%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier 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
| DINT | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.02% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 18.89% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 20.72% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 17.86% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 17.98% | +4.94% |
DINT vs. IDHQ - Expense Ratio Comparison
DINT has a 0.65% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
DINT vs. IDHQ - Dividend Comparison
DINT's dividend yield for the trailing twelve months is around 1.57%, less than IDHQ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DINT Davis Select International ETF | 1.57% | 1.67% | 2.34% | 1.75% | 0.37% | 2.15% | 0.27% | 2.58% | 0.41% | 0.00% | 0.00% | 0.00% |
IDHQ Invesco S&P International Developed High Quality ETF | 1.99% | 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
DINT and IDHQ have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DINT has higher volatility (4.58%) compared to IDHQ (4.02%). In terms of maximum drawdown, DINT dropped -45.12% vs IDHQ's -73.84%.
On 5-year performance, DINT leads with 9.66% vs 9.61% for IDHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DINT has performed better with a 9.66% return vs 9.61%. 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 0.65% for DINT.
IDHQ has the higher dividend yield at 1.99%, compared with 1.57% for DINT.
DINT is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: Davis and Invesco. Their fees differ too: 0.65% for DINT and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.14), 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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