IDHQ vs. IDOG
IDHQ (Invesco S&P International Developed High Quality ETF) and IDOG (ALPS International Sector Dividend Dogs ETF) are both Foreign Large Cap Equities funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while IDOG tracks the S-Network International Sector Dividend Dogs Index. Both are passively managed. Over the past 10 years, IDHQ returned 11.04%/yr vs 11.26%/yr for IDOG. A 0.73 correlation means they provide meaningful diversification when combined. IDHQ charges 0.29%/yr vs 0.50%/yr for IDOG.
Performance
IDHQ vs. IDOG - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 23.16% return, which is significantly higher than IDOG's 10.07% return. Both investments have delivered pretty close results over the past 10 years, with IDHQ having a 11.04% annualized return and IDOG not far ahead at 11.26%.
IDHQ
- 1D
- -3.06%
- 1M
- 6.76%
- YTD
- 23.16%
- 6M
- 22.77%
- 1Y
- 36.24%
- 3Y*
- 20.04%
- 5Y*
- 9.28%
- 10Y*
- 11.04%
IDOG
- 1D
- -0.39%
- 1M
- -3.26%
- YTD
- 10.07%
- 6M
- 10.27%
- 1Y
- 30.43%
- 3Y*
- 20.17%
- 5Y*
- 12.88%
- 10Y*
- 11.26%
IDHQ vs. IDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 23.16% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
IDOG ALPS International Sector Dividend Dogs ETF | 10.07% | 39.94% | 1.35% | 23.57% | -4.50% | 11.33% | -1.78% | 21.93% | -13.47% | 25.61% |
Correlation
The correlation between IDHQ and IDOG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013 | 0.73 |
The correlation between IDHQ and IDOG has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
IDHQ vs. IDOG — Risk / Return Rank
IDHQ
IDOG
IDHQ vs. IDOG - 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 ALPS International Sector Dividend Dogs ETF (IDOG). 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 | IDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.72 | -2.01 |
| Martin ratioReturn relative to average drawdown | 10.71 | 15.97 | -5.25 |
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Drawdowns
IDHQ vs. IDOG - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IDHQ and IDOG.
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Drawdown Indicators
| IDHQ | IDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -37.32% | -36.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -6.47% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -13.92% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -25.31% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -37.32% | +3.78% |
Current DrawdownCurrent decline from peak | -3.06% | -4.45% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -21.14% | -7.90% | -13.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.91% | +1.48% |
Volatility
IDHQ vs. IDOG - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 10.09% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 4.87%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | IDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 4.87% | +5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 10.94% | +7.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 13.89% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 15.69% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.18% | +0.81% |
IDHQ vs. IDOG - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than IDOG's 0.50% expense ratio.
Dividends
IDHQ vs. IDOG - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.06%, less than IDOG's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.06% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
IDOG ALPS International Sector Dividend Dogs ETF | 4.47% | 4.26% | 4.90% | 4.86% | 4.46% | 3.85% | 3.00% | 5.41% | 4.50% | 3.33% | 4.01% | 4.19% |
Frequently Asked Questions
IDHQ and IDOG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (10.09%) compared to IDOG (4.87%). In terms of maximum drawdown, IDHQ dropped -73.84% vs IDOG's -37.32%.
On 10-year performance, IDOG leads with 11.26% vs 11.04% for IDHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDOG has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDOG has performed better with a 11.26% return vs 11.04%. 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 0.50% for IDOG.
IDOG has the higher dividend yield at 4.47%, compared with 2.06% for IDHQ.
IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. They also come from different issuers: Invesco and SS&C. Their fees differ too: 0.29% for IDHQ and 0.50% for IDOG.
IDOG currently has the higher Sharpe Ratio (2.20 vs 1.77), 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.
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