EDGI vs. IDHQ
EDGI (3EDGE Dynamic International Equity ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - EDGI is a Foreign Large Cap Equities fund actively managed by 3EDGE Asset Management, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. EDGI is actively managed, while IDHQ is passively managed. Over the past year, EDGI returned 22.76% vs 42.41% for IDHQ. Their correlation of 0.87 means they have usually moved in the same direction. EDGI charges 0.97%/yr vs 0.29%/yr for IDHQ.
Performance
EDGI vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, EDGI achieves a 9.43% return, which is significantly lower than IDHQ's 27.25% return.
EDGI
- 1D
- 0.65%
- 1M
- -0.10%
- 6M
- 4.01%
- YTD
- 9.43%
- 1Y
- 22.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.84%
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) |
|---|---|---|---|
| $817.52K | $2.19M | $1.06M | |
| $6.00M | $6.33M | $5.63M |
EDGI vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EDGI 3EDGE Dynamic International Equity ETF | 9.43% | 26.77% | -7.13% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | -9.99% |
Correlation
The correlation between EDGI and IDHQ is 0.89, 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. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.87 |
The correlation between EDGI and IDHQ has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
EDGI vs. IDHQ — Risk / Return Rank
EDGI
IDHQ
EDGI vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic International Equity ETF (EDGI) 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.
| EDGI | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.17 | -1.39 |
| Martin ratioReturn relative to average drawdown | 6.11 | 12.70 | -6.60 |
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Drawdowns
EDGI vs. IDHQ - Drawdown Comparison
The maximum EDGI drawdown since its inception was -14.52%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for EDGI and IDHQ.
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Drawdown Indicators
| EDGI | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -73.84% | +59.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -13.44% | +0.60% |
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 | -2.06% | -0.27% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -21.03% | +18.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 3.35% | +0.39% |
Volatility
EDGI vs. IDHQ - Volatility Comparison
3EDGE Dynamic International Equity ETF (EDGI) has a higher volatility of 5.88% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.02%. This indicates that EDGI'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
| EDGI | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 4.02% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.81% | 18.89% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 20.72% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 17.86% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 17.98% | -1.39% |
EDGI vs. IDHQ - Expense Ratio Comparison
EDGI has a 0.97% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
EDGI vs. IDHQ - Dividend Comparison
EDGI's dividend yield for the trailing twelve months is around 1.38%, less than IDHQ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDGI 3EDGE Dynamic International Equity ETF | 1.38% | 1.97% | 0.61% | 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 | 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
EDGI and IDHQ have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDGI has higher volatility (5.88%) compared to IDHQ (4.02%). In terms of maximum drawdown, EDGI dropped -14.52% vs IDHQ's -73.84%.
On 1-year performance, IDHQ leads with 42.41% vs 22.76% for EDGI. 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 1-year period, IDHQ has performed better with a 42.41% return vs 22.76%. 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 0.97% for EDGI.
IDHQ has the higher dividend yield at 1.99%, compared with 1.38% for EDGI.
EDGI is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: 3EDGE Asset Management and Invesco. Their fees differ too: 0.97% for EDGI and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.37), 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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