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IDHQ vs. DNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDHQ vs. DNL - 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 WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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 15.58% return, which is significantly higher than DNL's 8.34% return. Over the past 10 years, IDHQ has outperformed DNL with an annualized return of 10.00%, while DNL has yielded a comparatively lower 9.11% annualized return.


IDHQ

1D
2.46%
1M
-1.25%
YTD
15.58%
6M
17.77%
1Y
26.72%
3Y*
17.43%
5Y*
8.10%
10Y*
10.00%

DNL

1D
1.22%
1M
-1.29%
YTD
8.34%
6M
9.46%
1Y
15.54%
3Y*
10.20%
5Y*
3.67%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. DNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDHQ
Invesco S&P International Developed High Quality ETF
15.58%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%28.16%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
8.34%17.03%-0.61%17.00%-22.38%16.14%18.22%36.23%-14.76%31.11%

Correlation

The correlation between IDHQ and DNL 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

0.90

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2007

0.76

The correlation between IDHQ and DNL shifts across timeframes, from 0.76 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDHQ vs. DNL — Risk / Return Rank

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

IDHQ
IDHQ Risk / Return Rank: 4646
Overall Rank
IDHQ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 4444
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 4545
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 5151
Martin Ratio Rank

DNL
DNL Risk / Return Rank: 2828
Overall Rank
DNL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 2626
Sortino Ratio Rank
DNL Omega Ratio Rank: 2626
Omega Ratio Rank
DNL Calmar Ratio Rank: 2828
Calmar Ratio Rank
DNL Martin Ratio Rank: 3333
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. DNL - 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 WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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.


IDHQDNLDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

2.00

1.26

+0.74

Martin ratioReturn relative to average drawdown

7.90

4.48

+3.42

IDHQ vs. DNL - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.38, which is higher than the DNL Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IDHQ and DNL, 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


IDHQDNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.85

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.20

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.26

-0.06

Drawdowns

IDHQ vs. DNL - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than DNL's maximum drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for IDHQ and DNL.


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Drawdown Indicators


IDHQDNLDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-44.53%

-29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-12.42%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-20.15%

+6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-34.85%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-34.85%

+1.31%

Current Drawdown

Current decline from peak

-3.38%

-2.86%

-0.52%

Average Drawdown

Average peak-to-trough decline

-21.18%

-10.16%

-11.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.48%

-0.09%

Volatility

IDHQ vs. DNL - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 8.85% compared to WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) at 6.56%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than DNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDHQDNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

6.56%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.46%

15.60%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

18.42%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

18.31%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

18.70%

-0.68%

IDHQ vs. DNL - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is lower than DNL's 0.58% expense ratio.


Dividends

IDHQ vs. DNL - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.09%, more than DNL's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.69%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%
IDHQ
Invesco S&P International Developed High Quality ETF
2.09%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 DNL 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 (8.85%) compared to DNL (6.56%). In terms of maximum drawdown, IDHQ dropped -73.84% vs DNL's -44.53%.

On 10-year performance, IDHQ leads with 10.00% vs 9.11% for DNL. On fees, IDHQ is cheaper at 0.29% per year. On volatility, DNL has been the lower-risk option at 6.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDHQ has performed better with a 10.00% return vs 9.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDHQ is cheaper with a 0.29% expense ratio, compared with 0.58% for DNL.

IDHQ has the higher dividend yield at 2.09%, compared with 1.69% for DNL.

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while DNL tracks WisdomTree Global ex-U.S. Quality Dividend Growth Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.29% for IDHQ and 0.58% for DNL.

IDHQ currently has the higher Sharpe Ratio (1.38 vs 0.85), 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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