EUDV vs. IDHQ
EUDV (ProShares MSCI Europe Dividend Growers ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - EUDV is a Europe Equities fund tracking the MSCI Europe Dividend Masters Index, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 10 years, EUDV returned 5.49%/yr vs 10.64%/yr for IDHQ. Their 0.74 correlation means they have sometimes moved together and sometimes differently. EUDV charges 0.55%/yr vs 0.29%/yr for IDHQ.
Performance
EUDV vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, EUDV achieves a 4.82% return, which is significantly lower than IDHQ's 26.27% return. Over the past 10 years, EUDV has underperformed IDHQ with an annualized return of 5.49%, while IDHQ has yielded a comparatively higher 10.64% annualized return.
EUDV
- 1D
- -0.50%
- 1M
- 0.65%
- 6M
- 2.74%
- YTD
- 4.82%
- 1Y
- 8.69%
- 3Y*
- 7.85%
- 5Y*
- 1.70%
- 10Y*
- 5.49%
- ALL TIME*
- 4.96%
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) |
|---|---|---|---|
| $11.17K | $7.89K | $24.50K | |
| $5.89M | $6.19M | $5.51M |
EUDV vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 4.82% | 14.05% | 0.03% | 20.41% | -24.87% | 19.56% | 5.81% | 25.89% | -11.12% | 21.57% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between EUDV and IDHQ is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2015 | 0.74 |
The correlation between EUDV and IDHQ shifts across timeframes, from 0.74 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUDV vs. IDHQ — Risk / Return Rank
EUDV
IDHQ
EUDV vs. IDHQ - Risk-Adjusted Trends 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.
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.
| EUDV | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 3.03 | -2.26 |
| Martin ratioReturn relative to average drawdown | 2.28 | 12.14 | -9.86 |
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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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Drawdown Indicators
| EUDV | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.51% | -73.84% | +36.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -13.44% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -14.07% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -37.51% | -33.54% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -37.51% | -33.54% | -3.97% |
Current DrawdownCurrent decline from peak | -1.27% | -1.04% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -21.03% | +12.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.35% | +0.21% |
Volatility
EUDV vs. IDHQ - Volatility Comparison
The current volatility for ProShares MSCI Europe Dividend Growers ETF (EUDV) is 3.90%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 4.17%. This indicates that EUDV experiences smaller price fluctuations and is considered to be less risky 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
| EUDV | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.17% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 18.92% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 20.74% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 17.85% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 17.97% | -1.06% |
EUDV vs. IDHQ - Expense Ratio Comparison
EUDV has a 0.55% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
EUDV vs. IDHQ - Dividend Comparison
EUDV's dividend yield for the trailing twelve months is around 2.05%, more than IDHQ's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 2.05% | 1.74% | 1.92% | 1.87% | 1.77% | 2.30% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% |
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
EUDV and IDHQ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (4.17%) compared to EUDV (3.90%). In terms of maximum drawdown, EUDV dropped -37.51% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.64% vs 5.49% for EUDV. On fees, IDHQ is cheaper at 0.29% per year. On volatility, EUDV has been the lower-risk option at 3.90%. 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 10.64% return vs 5.49%. 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 0.55% for EUDV.
EUDV has the higher dividend yield at 2.05%, compared with 2.01% for IDHQ.
EUDV is categorized as Europe Equities, while IDHQ is Quality Factor. EUDV tracks MSCI Europe Dividend Masters Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.55% for EUDV and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 0.58), 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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