IDHQ vs. IFLO
IDHQ (Invesco S&P International Developed High Quality ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, IDHQ returned 36.82% vs 32.28% for IFLO. Their correlation of 0.80 suggests significant overlap in exposure. IDHQ charges 0.29%/yr vs 0.56%/yr for IFLO.
Performance
IDHQ vs. IFLO - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 24.45% return, which is significantly higher than IFLO's 16.93% return.
IDHQ
- 1D
- 1.15%
- 1M
- 4.94%
- YTD
- 24.45%
- 6M
- 23.82%
- 1Y
- 36.82%
- 3Y*
- 20.41%
- 5Y*
- 9.84%
- 10Y*
- 11.35%
IFLO
- 1D
- 0.43%
- 1M
- -1.62%
- YTD
- 16.93%
- 6M
- 16.46%
- 1Y
- 32.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDHQ vs. IFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 24.45% | 9.94% |
IFLO VictoryShares International Free Cash Flow ETF | 16.93% | 13.12% |
Correlation
The correlation between IDHQ and IFLO is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.80 |
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Return for Risk
IDHQ vs. IFLO — Risk / Return Rank
IDHQ
IFLO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ vs. IFLO - 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 VictoryShares International Free Cash Flow ETF (IFLO). 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 | IFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | — | — |
| Martin ratioReturn relative to average drawdown | 10.86 | — | — |
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Drawdowns
IDHQ vs. IFLO - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for IDHQ and IFLO.
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Drawdown Indicators
| IDHQ | IFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -6.44% | -67.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -6.44% | -7.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | — | — |
Current DrawdownCurrent decline from peak | -2.04% | -3.37% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -1.25% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | — | — |
Volatility
IDHQ vs. IFLO - Volatility Comparison
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Volatility by Period
| IDHQ | IFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 14.75% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 14.75% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 14.75% | +3.24% |
IDHQ vs. IFLO - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than IFLO's 0.56% expense ratio.
Dividends
IDHQ vs. IFLO - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.03%, more than IFLO's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.03% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
IFLO VictoryShares International Free Cash Flow ETF | 1.51% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDHQ and IFLO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, IDHQ leads with 36.82% vs 32.28% for IFLO. On fees, IDHQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDHQ has performed better with a 36.82% return vs 32.28%. 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 0.56% for IFLO.
IDHQ has the higher dividend yield at 2.03%, compared with 1.51% for IFLO.
They also come from different issuers: Invesco and VictoryShares. Their fees differ too: 0.29% for IDHQ and 0.56% for IFLO.
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