EFG vs. IDHQ
EFG (iShares MSCI EAFE Growth ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds - EFG tracks the MSCI EAFE Growth Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 10 years, EFG returned 7.86%/yr vs 10.57%/yr for IDHQ. Their correlation of 0.83 suggests significant overlap in exposure. EFG charges 0.34%/yr vs 0.29%/yr for IDHQ.
Performance
EFG vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, EFG achieves a 6.92% return, which is significantly lower than IDHQ's 24.45% return. Over the past 10 years, EFG has underperformed IDHQ with an annualized return of 7.86%, while IDHQ has yielded a comparatively higher 10.57% annualized return.
EFG
- 1D
- -1.13%
- 1M
- -2.36%
- 6M
- 2.42%
- YTD
- 6.92%
- 1Y
- 12.55%
- 3Y*
- 9.65%
- 5Y*
- 4.18%
- 10Y*
- 7.86%
IDHQ
- 1D
- -0.58%
- 1M
- 2.11%
- 6M
- 18.55%
- YTD
- 24.45%
- 1Y
- 35.69%
- 3Y*
- 18.93%
- 5Y*
- 9.58%
- 10Y*
- 10.57%
EFG vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 6.92% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
IDHQ Invesco S&P International Developed High Quality ETF | 24.45% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between EFG and IDHQ is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2007 | 0.83 |
The correlation between EFG and IDHQ shifts across timeframes, from 0.83 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EFG vs. IDHQ — Risk / Return Rank
EFG
IDHQ
EFG vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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.
| EFG | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.67 | -1.68 |
| Martin ratioReturn relative to average drawdown | 3.58 | 10.49 | -6.91 |
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Drawdowns
EFG vs. IDHQ - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for EFG and IDHQ.
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Drawdown Indicators
| EFG | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -73.84% | +15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -13.44% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -14.07% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -33.54% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -33.54% | -2.24% |
Current DrawdownCurrent decline from peak | -3.64% | -2.19% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -21.07% | +8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.41% | +0.11% |
Volatility
EFG vs. IDHQ - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 5.61% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFG | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.74% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.02% | 18.89% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 20.74% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 17.84% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 17.96% | -0.38% |
EFG vs. IDHQ - Expense Ratio Comparison
EFG has a 0.34% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
EFG vs. IDHQ - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.31%, more than IDHQ's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.31% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.03% | 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 0.94, EFG 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 (5.74%) compared to EFG (5.61%). In terms of maximum drawdown, EFG dropped -58.40% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.57% vs 7.86% for EFG. On fees, IDHQ is cheaper at 0.29% per year. On volatility, EFG has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDHQ has performed better with a 10.57% return vs 7.86%. 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 0.34% for EFG.
EFG has the higher dividend yield at 2.31%, compared with 2.03% for IDHQ.
EFG tracks MSCI EAFE Growth Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.34% for EFG and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.73 vs 0.68), 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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