Correlation
The correlation between EUDV and IDHQ is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
EUDV vs. IDHQ
Compare and contrast key facts about ProShares MSCI Europe Dividend Growers ETF (EUDV) and Invesco S&P International Developed High Quality ETF (IDHQ).
EUDV and IDHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Dividend Masters Index. It was launched on Sep 9, 2015. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007. Both EUDV and IDHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDV or IDHQ.
Performance
EUDV vs. IDHQ - Performance Comparison
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Key characteristics
EUDV:
0.90
IDHQ:
0.49
EUDV:
1.28
IDHQ:
0.74
EUDV:
1.17
IDHQ:
1.10
EUDV:
0.94
IDHQ:
0.54
EUDV:
2.26
IDHQ:
1.40
EUDV:
5.77%
IDHQ:
5.45%
EUDV:
15.50%
IDHQ:
17.39%
EUDV:
-37.51%
IDHQ:
-73.84%
EUDV:
-0.35%
IDHQ:
-0.55%
Returns By Period
In the year-to-date period, EUDV achieves a 16.06% return, which is significantly higher than IDHQ's 15.16% return.
EUDV
16.06%
2.41%
11.00%
13.31%
9.36%
8.49%
N/A
IDHQ
15.16%
2.21%
10.42%
7.39%
10.06%
8.80%
6.90%
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EUDV vs. IDHQ - Expense Ratio Comparison
EUDV has a 0.55% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Risk-Adjusted Performance
EUDV vs. IDHQ — Risk-Adjusted Performance Rank
EUDV
IDHQ
EUDV vs. IDHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) 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.
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Dividends
EUDV vs. IDHQ - Dividend Comparison
EUDV's dividend yield for the trailing twelve months is around 1.73%, less than IDHQ's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 1.73% | 1.92% | 1.87% | 1.77% | 2.31% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% | 0.00% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.23% | 2.41% | 2.52% | 3.32% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% | 1.75% |
Drawdowns
EUDV vs. IDHQ - Drawdown Comparison
The maximum EUDV drawdown since its inception was -37.51%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for EUDV and IDHQ.
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Volatility
EUDV vs. IDHQ - Volatility Comparison
ProShares MSCI Europe Dividend Growers ETF (EUDV) has a higher volatility of 3.54% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 3.34%. This indicates that EUDV'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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