IDHQ vs. HDMV
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
IDHQ and HDMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
IDHQ vs. HDMV - Performance Comparison
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IDHQ vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 3.49% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.79% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 15.00% | -7.60% | 27.49% |
Returns By Period
In the year-to-date period, IDHQ achieves a 3.49% return, which is significantly lower than HDMV's 4.79% return.
IDHQ
- 1D
- 2.15%
- 1M
- -6.48%
- YTD
- 3.49%
- 6M
- 7.34%
- 1Y
- 23.20%
- 3Y*
- 13.72%
- 5Y*
- 6.88%
- 10Y*
- 8.97%
HDMV
- 1D
- 0.58%
- 1M
- -3.90%
- YTD
- 4.79%
- 6M
- 8.22%
- 1Y
- 20.29%
- 3Y*
- 13.20%
- 5Y*
- 7.23%
- 10Y*
- —
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IDHQ vs. HDMV - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
IDHQ vs. HDMV — Risk / Return Rank
IDHQ
HDMV
IDHQ vs. HDMV - 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 First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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.
| IDHQ | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.55 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.02 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.43 | -0.66 |
Martin ratioReturn relative to average drawdown | 7.31 | 8.61 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDHQ | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.55 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.61 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.42 | -0.24 |
Correlation
The correlation between IDHQ and HDMV is 0.78, 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.
Dividends
IDHQ vs. HDMV - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.33%, less than HDMV's 4.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.33% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.68% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% | 0.00% |
Drawdowns
IDHQ vs. HDMV - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IDHQ and HDMV.
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Drawdown Indicators
| IDHQ | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -32.01% | -41.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -8.73% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -24.11% | -9.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | — | — |
Current DrawdownCurrent decline from peak | -8.69% | -5.54% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -6.83% | -14.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.46% | +0.79% |
Volatility
IDHQ vs. HDMV - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.68% compared to First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) at 5.40%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 5.40% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 8.26% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 13.16% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 11.94% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 13.23% | +4.46% |