IDHQ vs. BKIE
IDHQ (Invesco S&P International Developed High Quality ETF) and BKIE (BNY Mellon International Equity ETF) are both exchange-traded funds - IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while BKIE is a Foreign Large Cap Equities fund tracking the Solactive GBS Developed Markets ex United States Large & Mid Cap USD Index NTR. Both are passively managed. Over the past 5 years, IDHQ returned 9.70%/yr vs 9.97%/yr for BKIE. Their correlation of 0.91 means they have usually moved in the same direction. IDHQ charges 0.29%/yr vs 0.04%/yr for BKIE.
Performance
IDHQ vs. BKIE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDHQ achieves a 26.27% return, which is significantly higher than BKIE's 11.71% return.
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%
BKIE
- 1D
- -0.70%
- 1M
- 1.29%
- 6M
- 6.90%
- YTD
- 11.71%
- 1Y
- 26.09%
- 3Y*
- 17.23%
- 5Y*
- 9.97%
- 10Y*
- —
- ALL TIME*
- 15.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $6.86M | $6.10M | |
| $5.89M | $6.19M | $5.51M |
IDHQ vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 33.53% |
BKIE BNY Mellon International Equity ETF | 11.71% | 32.08% | 4.63% | 18.25% | -13.60% | 13.75% | 34.17% |
Correlation
The correlation between IDHQ and BKIE is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.91 |
The correlation between IDHQ and BKIE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDHQ vs. BKIE — Risk / Return Rank
IDHQ
BKIE
IDHQ vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) and BNY Mellon International Equity ETF (BKIE). 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.
| IDHQ | BKIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.25 | +0.78 |
| Martin ratioReturn relative to average drawdown | 12.14 | 8.73 | +3.41 |
Loading charts...
Drawdowns
IDHQ vs. BKIE - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for IDHQ and BKIE.
Loading charts...
Drawdown Indicators
| IDHQ | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -28.19% | -45.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.41% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -13.19% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -28.19% | -5.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -0.70% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -21.03% | -4.88% | -16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.93% | +0.42% |
Volatility
IDHQ vs. BKIE - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) and BNY Mellon International Equity ETF (BKIE) have volatilities of 4.17% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDHQ | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.29% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 13.05% | +5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 15.27% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 16.21% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 16.32% | +1.65% |
IDHQ vs. BKIE - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Dividends
IDHQ vs. BKIE - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.01%, less than BKIE's 3.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.15% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 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
With a correlation of 0.91, IDHQ and BKIE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKIE has higher volatility (4.29%) compared to IDHQ (4.17%). In terms of maximum drawdown, IDHQ dropped -73.84% vs BKIE's -28.19%.
On 5-year performance, BKIE leads with 9.97% vs 9.70% for IDHQ. On fees, BKIE is cheaper at 0.04% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BKIE has performed better with a 9.97% return vs 9.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BKIE is cheaper with a 0.04% expense ratio, compared with 0.29% for IDHQ.
BKIE has the higher dividend yield at 3.15%, compared with 2.01% for IDHQ.
IDHQ is categorized as Quality Factor, while BKIE is Foreign Large Cap Equities. IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while BKIE tracks Solactive GBS Developed Markets ex United States Large & Mid Cap USD Index NTR. They also come from different issuers: Invesco and BNY Mellon. Their fees differ too: 0.29% for IDHQ and 0.04% for BKIE.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.68), 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.
Find the right allocation for IDHQ and BKIE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer