IDEQ vs. THMZ

Last updated Jun 4, 2026

IDEQ (Lazard International Dynamic Equity ETF) and THMZ (Lazard Equity Megatrends ETF) are both exchange-traded funds - IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard, while THMZ is a Global Equities fund actively managed by Lazard. Both are actively managed. A 0.80 correlation means they provide meaningful diversification when combined. IDEQ charges 0.40%/yr vs 0.50%/yr for THMZ.

Performance

IDEQ vs. THMZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Dynamic Equity ETF (IDEQ) and Lazard Equity Megatrends ETF (THMZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDEQ achieves a 16.67% return, which is significantly higher than THMZ's 3.26% return.

IDEQ

• 1D: -0.87%
• 1M: 4.76%
• YTD: 16.67%
• 6M: 20.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

THMZ

• 1D: -0.68%
• 1M: 4.63%
• YTD: 3.26%
• 6M: 3.17%
• 1Y: 15.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDEQ vs. THMZ - Yearly Performance Comparison

	2026 (YTD)	2025
IDEQ Lazard International Dynamic Equity ETF	16.67%	11.77%
THMZ Lazard Equity Megatrends ETF	3.26%	6.54%

Correlation

The correlation between IDEQ and THMZ is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025	0.80

Return for Risk

IDEQ vs. THMZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

THMZ

THMZ Risk / Return Rank: 26
THMZ Sharpe Ratio Rank: 28
THMZ Sortino Ratio Rank: 27
THMZ Omega Ratio Rank: 27
THMZ Calmar Ratio Rank: 22
THMZ Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDEQ vs. THMZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) and Lazard Equity Megatrends ETF (THMZ). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IDEQ	THMZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.30	1.64	+0.66

Drawdowns

IDEQ vs. THMZ - Drawdown Comparison

The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum THMZ drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for IDEQ and THMZ.

Drawdown Indicators

	IDEQ	THMZ	Difference
Max Drawdown Largest peak-to-trough decline	-12.95%	-15.99%	+3.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.99%	—
Current Drawdown Current decline from peak	-0.87%	-0.68%	-0.19%
Average Drawdown Average peak-to-trough decline	-2.10%	-2.60%	+0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.43%	—

Volatility

Volatility by Period

	IDEQ	THMZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	15.58%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.39%	18.72%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.39%	18.72%	-0.33%

IDEQ vs. THMZ - Expense Ratio Comparison

IDEQ has a 0.40% expense ratio, which is lower than THMZ's 0.50% expense ratio.

Dividends

IDEQ vs. THMZ - Dividend Comparison

IDEQ's dividend yield for the trailing twelve months is around 0.52%, more than THMZ's 0.41% yield.

Position	TTM	2025
IDEQ Lazard International Dynamic Equity ETF	0.52%	0.60%
THMZ Lazard Equity Megatrends ETF	0.41%	0.30%

Frequently Asked Questions

Can I hold both IDEQ and THMZ in my portfolio?

IDEQ and THMZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDEQ or THMZ?

On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDEQ or THMZ?

IDEQ is cheaper with a 0.40% expense ratio, compared with 0.50% for THMZ.

Which ETF pays a higher dividend yield, IDEQ or THMZ?

IDEQ has the higher dividend yield at 0.52%, compared with 0.41% for THMZ.

What is the main difference between IDEQ and THMZ?

IDEQ is categorized as Foreign Large Cap Equities, while THMZ is Global Equities. Their fees differ too: 0.40% for IDEQ and 0.50% for THMZ.