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IDHQ vs. BKIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDHQ vs. BKIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed High Quality ETF (IDHQ) and BNY Mellon International Equity ETF (BKIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDHQ achieves a 19.28% return, which is significantly higher than BKIE's 9.43% return.


IDHQ

1D
0.17%
1M
7.32%
YTD
19.28%
6M
22.10%
1Y
30.57%
3Y*
18.75%
5Y*
9.02%
10Y*
9.97%

BKIE

1D
0.65%
1M
2.70%
YTD
9.43%
6M
12.83%
1Y
22.97%
3Y*
17.74%
5Y*
9.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. BKIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IDHQ
Invesco S&P International Developed High Quality ETF
19.28%27.46%1.33%18.80%-20.23%11.38%32.76%
BKIE
BNY Mellon International Equity ETF
9.43%32.08%4.63%18.25%-13.60%13.75%34.17%

Correlation

The correlation between IDHQ and BKIE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2020

0.91

The correlation between IDHQ and BKIE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

IDHQ vs. BKIE — Risk / Return Rank

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

IDHQ
IDHQ Risk / Return Rank: 4949
Overall Rank
IDHQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 4747
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 4747
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 5454
Martin Ratio Rank

BKIE
BKIE Risk / Return Rank: 4545
Overall Rank
BKIE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 4545
Sortino Ratio Rank
BKIE Omega Ratio Rank: 4444
Omega Ratio Rank
BKIE Calmar Ratio Rank: 4242
Calmar Ratio Rank
BKIE Martin Ratio Rank: 4949
Martin Ratio Rank
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.

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.


IDHQBKIEDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.59

+0.07

Sortino ratio

Return per unit of downside risk

2.44

2.26

+0.17

Omega ratio

Gain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

2.38

2.12

+0.27

Martin ratio

Return relative to average drawdown

9.52

8.19

+1.32

IDHQ vs. BKIE - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.66, which is comparable to the BKIE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IDHQ and BKIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDHQBKIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.59

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.93

-0.72

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.


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Drawdown Indicators


IDHQBKIEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.29%

-0.45%

+0.16%

Average Drawdown

Average peak-to-trough decline

-21.20%

-4.98%

-16.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.95%

+0.42%

Volatility

IDHQ vs. BKIE - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 7.59% compared to BNY Mellon International Equity ETF (BKIE) at 4.53%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDHQBKIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

4.53%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

12.14%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

14.57%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

16.12%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

16.34%

+1.59%

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 2.02%, less than BKIE's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
BKIE
BNY Mellon International Equity ETF
3.24%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
2.02%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.

IDHQ has higher volatility (7.59%) compared to BKIE (4.53%). In terms of maximum drawdown, IDHQ dropped -73.84% vs BKIE's -28.19%.

On 5-year performance, BKIE leads with 9.43% vs 9.02% for IDHQ. On fees, BKIE is cheaper at 0.04% per year. On volatility, BKIE has been the lower-risk option at 4.53%. 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 9.43% return vs 9.02%. 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 3.24%, compared with 2.02% for IDHQ.

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while BKIE tracks Morningstar Developed Markets ex-US Large Cap Index. 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 (1.66 vs 1.59), 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.

Portfolio Optimizer

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