DUKX vs. IDHQ
DUKX (Ocean Park International ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - DUKX is a Foreign Large Cap Equities fund actively managed by Ocean Park, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. DUKX is actively managed, while IDHQ is passively managed. Over the past year, DUKX returned 21.20% vs 41.32% for IDHQ. Their correlation of 0.84 means they have usually moved in the same direction. DUKX charges 1.03%/yr vs 0.29%/yr for IDHQ.
Performance
DUKX vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, DUKX achieves a 8.65% return, which is significantly lower than IDHQ's 26.27% return.
DUKX
- 1D
- -0.13%
- 1M
- -0.14%
- 6M
- 2.25%
- YTD
- 8.65%
- 1Y
- 21.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.70%
IDHQ
- 1D
- -1.04%
- 1M
- -0.18%
- 6M
- 17.73%
- YTD
- 26.27%
- 1Y
- 41.32%
- 3Y*
- 19.52%
- 5Y*
- 9.70%
- 10Y*
- 10.64%
- ALL TIME*
- 5.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.44K | $13.32K | $12.42K | |
| $5.89M | $6.19M | $5.51M |
DUKX vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DUKX Ocean Park International ETF | 8.65% | 11.07% | -3.50% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | -7.89% |
Correlation
The correlation between DUKX and IDHQ is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024 | 0.84 |
The correlation between DUKX and IDHQ has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
DUKX vs. IDHQ — Risk / Return Rank
DUKX
IDHQ
DUKX vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ocean Park International ETF (DUKX) 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.
| DUKX | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.03 | -0.82 |
| Martin ratioReturn relative to average drawdown | 5.64 | 12.14 | -6.49 |
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Drawdowns
DUKX vs. IDHQ - Drawdown Comparison
The maximum DUKX drawdown since its inception was -19.52%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DUKX and IDHQ.
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Drawdown Indicators
| DUKX | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.52% | -73.84% | +54.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -13.44% | +3.96% |
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 | -3.70% | -1.04% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -21.03% | +15.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.35% | +0.36% |
Volatility
DUKX vs. IDHQ - Volatility Comparison
Ocean Park International ETF (DUKX) has a higher volatility of 5.15% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.17%. This indicates that DUKX'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
| DUKX | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.17% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 18.92% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 20.74% | -5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 17.85% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 17.97% | -3.14% |
DUKX vs. IDHQ - Expense Ratio Comparison
DUKX has a 1.03% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
DUKX vs. IDHQ - Dividend Comparison
DUKX's dividend yield for the trailing twelve months is around 1.94%, less than IDHQ's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUKX Ocean Park International ETF | 1.94% | 2.65% | 1.93% | 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 | 2.01% | 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
DUKX and IDHQ have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUKX has higher volatility (5.15%) compared to IDHQ (4.17%). In terms of maximum drawdown, DUKX dropped -19.52% vs IDHQ's -73.84%.
On 1-year performance, IDHQ leads with 41.32% vs 21.20% for DUKX. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. 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 41.32% return vs 21.20%. 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 1.03% for DUKX.
IDHQ has the higher dividend yield at 2.01%, compared with 1.94% for DUKX.
DUKX is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: Ocean Park and Invesco. Their fees differ too: 1.03% for DUKX and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.36), 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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