IDEQ vs. IDHQ
IDEQ (Lazard International Dynamic Equity ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. IDEQ is actively managed, while IDHQ is passively managed. Their correlation of 0.89 means they have usually moved in the same direction. IDEQ charges 0.40%/yr vs 0.29%/yr for IDHQ.
Performance
IDEQ vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, IDEQ achieves a 14.92% return, which is significantly lower than IDHQ's 26.27% return.
IDEQ
- 1D
- -0.43%
- 1M
- -0.46%
- 6M
- 6.56%
- YTD
- 14.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
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) |
|---|---|---|---|
| $8.07M | $9.61M | $11.09M | |
| $5.89M | $6.19M | $5.51M |
IDEQ vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 14.92% | 12.10% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 6.96% |
Correlation
The correlation between IDEQ and IDHQ is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.89 |
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Return for Risk
IDEQ vs. IDHQ — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
IDEQ vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) 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.
| IDEQ | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.03 | — |
| Martin ratioReturn relative to average drawdown | — | 12.14 | — |
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Drawdowns
IDEQ vs. IDHQ - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for IDEQ and IDHQ.
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Drawdown Indicators
| IDEQ | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -73.84% | +60.89% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.44% | — |
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 | -3.65% | -1.04% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -21.03% | +18.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.35% | — |
Volatility
IDEQ vs. IDHQ - Volatility Comparison
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Volatility by Period
| IDEQ | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 20.74% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 17.85% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 17.97% | +1.61% |
IDEQ vs. IDHQ - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
IDEQ vs. IDHQ - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.35%, less than IDHQ's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 1.35% | 0.60% | 0.00% | 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 | 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
IDEQ 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.
On fees, IDHQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.40% for IDEQ.
IDHQ has the higher dividend yield at 2.01%, compared with 1.35% for IDEQ.
IDEQ is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: Lazard and Invesco. Their fees differ too: 0.40% for IDEQ and 0.29% for IDHQ.
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