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IDHQ vs. BKIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDHQ and BKIE is 0.91, 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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.53%
-0.86%
IDHQ
BKIE

Key characteristics

Sharpe Ratio

IDHQ:

0.18

BKIE:

0.45

Sortino Ratio

IDHQ:

0.35

BKIE:

0.69

Omega Ratio

IDHQ:

1.04

BKIE:

1.08

Calmar Ratio

IDHQ:

0.22

BKIE:

0.64

Martin Ratio

IDHQ:

0.63

BKIE:

1.79

Ulcer Index

IDHQ:

3.95%

BKIE:

3.16%

Daily Std Dev

IDHQ:

13.61%

BKIE:

12.76%

Max Drawdown

IDHQ:

-73.84%

BKIE:

-28.19%

Current Drawdown

IDHQ:

-10.81%

BKIE:

-8.32%

Returns By Period

In the year-to-date period, IDHQ achieves a 2.01% return, which is significantly lower than BKIE's 4.55% return.


IDHQ

YTD

2.01%

1M

-1.14%

6M

-6.61%

1Y

2.76%

5Y*

4.54%

10Y*

6.56%

BKIE

YTD

4.55%

1M

-1.63%

6M

-0.62%

1Y

5.63%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDHQ vs. BKIE - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is higher than BKIE's 0.04% expense ratio.


IDHQ
Invesco S&P International Developed High Quality ETF
Expense ratio chart for IDHQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for BKIE: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IDHQ vs. BKIE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IDHQ, currently valued at 0.18, compared to the broader market0.002.004.000.180.45
The chart of Sortino ratio for IDHQ, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.350.69
The chart of Omega ratio for IDHQ, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.08
The chart of Calmar ratio for IDHQ, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.64
The chart of Martin ratio for IDHQ, currently valued at 0.63, compared to the broader market0.0020.0040.0060.0080.00100.000.631.79
IDHQ
BKIE

The current IDHQ Sharpe Ratio is 0.18, which is lower than the BKIE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of IDHQ and BKIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.18
0.45
IDHQ
BKIE

Dividends

IDHQ vs. BKIE - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.39%, less than BKIE's 2.92% yield.


TTM20232022202120202019201820172016201520142013
IDHQ
Invesco S&P International Developed High Quality ETF
2.39%2.52%3.32%2.10%1.60%2.10%2.67%1.68%2.36%1.71%1.75%1.70%
BKIE
BNY Mellon International Equity ETF
2.92%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.81%
-8.32%
IDHQ
BKIE

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 3.67% and 3.56%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.67%
3.56%
IDHQ
BKIE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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