HFXI vs. IQSU
Compare and contrast key facts about IQ 50 Percent Hedged FTSE International ETF (HFXI) and IQ Candriam ESG U.S. Equity ETF (IQSU).
HFXI and IQSU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HFXI is a passively managed fund by New York Life that tracks the performance of the FTSE Developed ex North America 50% Hedged to USD Index. It was launched on Jul 22, 2015. IQSU is a passively managed fund by New York Life that tracks the performance of the IQ Candriam ESG US Equity Index. It was launched on Dec 17, 2019. Both HFXI and IQSU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HFXI vs. IQSU - Performance Comparison
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HFXI vs. IQSU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HFXI IQ 50 Percent Hedged FTSE International ETF | 5.79% | 30.10% | 7.58% | 19.56% | -10.71% | 13.96% | 6.88% | -0.21% |
IQSU IQ Candriam ESG U.S. Equity ETF | -5.15% | 14.44% | 16.64% | 32.96% | -22.10% | 30.53% | 28.24% | 1.24% |
Returns By Period
In the year-to-date period, HFXI achieves a 5.79% return, which is significantly higher than IQSU's -5.15% return.
HFXI
- 1D
- 1.94%
- 1M
- -4.46%
- YTD
- 5.79%
- 6M
- 12.16%
- 1Y
- 30.04%
- 3Y*
- 17.64%
- 5Y*
- 11.01%
- 10Y*
- 10.70%
IQSU
- 1D
- 1.15%
- 1M
- -4.65%
- YTD
- -5.15%
- 6M
- -2.36%
- 1Y
- 15.07%
- 3Y*
- 15.00%
- 5Y*
- 10.02%
- 10Y*
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HFXI vs. IQSU - Expense Ratio Comparison
HFXI has a 0.20% expense ratio, which is higher than IQSU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
HFXI vs. IQSU — Risk / Return Rank
HFXI
IQSU
HFXI vs. IQSU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ 50 Percent Hedged FTSE International ETF (HFXI) and IQ Candriam ESG U.S. Equity ETF (IQSU). 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.
| HFXI | IQSU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.77 | +1.03 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.22 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.18 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.17 | +1.61 |
Martin ratioReturn relative to average drawdown | 10.48 | 4.82 | +5.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HFXI | IQSU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.77 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.56 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.65 | -0.14 |
Correlation
The correlation between HFXI and IQSU is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HFXI vs. IQSU - Dividend Comparison
HFXI's dividend yield for the trailing twelve months is around 4.25%, more than IQSU's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFXI IQ 50 Percent Hedged FTSE International ETF | 4.25% | 4.19% | 2.68% | 2.49% | 4.65% | 3.10% | 2.00% | 3.19% | 4.33% | 2.56% | 2.71% | 0.78% |
IQSU IQ Candriam ESG U.S. Equity ETF | 1.16% | 1.09% | 1.12% | 1.15% | 1.47% | 1.07% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HFXI vs. IQSU - Drawdown Comparison
The maximum HFXI drawdown since its inception was -32.42%, roughly equal to the maximum IQSU drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for HFXI and IQSU.
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Drawdown Indicators
| HFXI | IQSU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -31.29% | -1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -13.29% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -26.76% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | — | — |
Current DrawdownCurrent decline from peak | -6.18% | -7.74% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -6.12% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.22% | -0.33% |
Volatility
HFXI vs. IQSU - Volatility Comparison
IQ 50 Percent Hedged FTSE International ETF (HFXI) has a higher volatility of 7.48% compared to IQ Candriam ESG U.S. Equity ETF (IQSU) at 5.39%. This indicates that HFXI's price experiences larger fluctuations and is considered to be riskier than IQSU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFXI | IQSU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 5.39% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 9.72% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 19.74% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 17.84% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 20.82% | -4.27% |