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IDHQ vs. INTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDHQ vs. INTF

Last updated Jun 5, 2026

IDHQ (Invesco S&P International Developed High Quality ETF) and INTF (iShares MSCI Intl Multifactor ETF) are both Foreign Large Cap Equities funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while INTF tracks the MSCI World ex USA Diversified Multi-Factor. Both are passively managed. Over the past 10 years, IDHQ returned 9.94%/yr vs 9.12%/yr for INTF. Their correlation of 0.82 suggests significant overlap in exposure. IDHQ charges 0.29%/yr vs 0.30%/yr for INTF.

Performance

IDHQ vs. INTF - 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 iShares MSCI Intl Multifactor ETF (INTF). 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 19.13% return, which is significantly higher than INTF's 10.41% return. Over the past 10 years, IDHQ has outperformed INTF with an annualized return of 9.94%, while INTF has yielded a comparatively lower 9.12% annualized return.

IDHQ

1D
0.56%
1M
5.80%
YTD
19.13%
6M
21.07%
1Y
30.45%
3Y*
18.88%
5Y*
8.73%
10Y*
9.94%

INTF

1D
0.85%
1M
1.98%
YTD
10.41%
6M
13.21%
1Y
26.00%
3Y*
20.11%
5Y*
9.67%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. INTF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDHQ
Invesco S&P International Developed High Quality ETF		19.13%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%28.16%
INTF
iShares MSCI Intl Multifactor ETF		10.41%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%

Correlation

The correlation between IDHQ and INTF 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 May 5, 2015

0.82

The correlation between IDHQ and INTF has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Invesco S&P International Developed High Quality ETF

iShares MSCI Intl Multifactor ETF

Often compared with IDHQ:
IDHQ vs. IDMOIDHQ vs. VIGIIDHQ vs. BKIEIDHQ vs. SPYIDHQ vs. FNDFIDHQ vs. SCHFIDHQ vs. VEA
Often compared with INTF:
INTF vs. LRGFINTF vs. VFMFINTF vs. SPYINTF vs. DFAIINTF vs. DFIVINTF vs. IVLUINTF vs. ESGD

Return for Risk

IDHQ vs. INTF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDHQ
IDHQ Risk / Return Rank: 5050
Overall Rank
IDHQ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 4949
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 4747
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 5454
Martin Ratio Rank
INTF
INTF Risk / Return Rank: 5454
Overall Rank
INTF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 5353
Sortino Ratio Rank
INTF Omega Ratio Rank: 5252
Omega Ratio Rank
INTF Calmar Ratio Rank: 5353
Calmar Ratio Rank
INTF Martin Ratio Rank: 5858
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. INTF - 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 iShares MSCI Intl Multifactor ETF (INTF). 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.

IDHQINTFDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.80

-0.14

Sortino ratioReturn per unit of downside risk
2.43
2.50

-0.07

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.28

2.56

-0.28

Martin ratioReturn relative to average drawdown

9.07

10.14

-1.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDHQ vs. INTF - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.65, which is comparable to the INTF Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IDHQ and INTF, 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

IDHQINTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.80

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.45

-0.24

Drawdowns

IDHQ vs. INTF - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than INTF's maximum drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for IDHQ and INTF.

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Drawdown Indicators

IDHQINTFDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-40.39%

-33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-10.20%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-13.64%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-29.26%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-40.39%

+6.85%

Current Drawdown

Current decline from peak

-0.41%

-0.19%

-0.22%

Average Drawdown

Average peak-to-trough decline

-21.19%

-7.69%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.57%

+0.80%

Volatility

IDHQ vs. INTF - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 7.36% compared to iShares MSCI Intl Multifactor ETF (INTF) at 4.42%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than INTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDHQINTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

4.42%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

12.01%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

14.54%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

16.16%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.35%

+0.57%

IDHQ vs. INTF - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is lower than INTF's 0.30% expense ratio.

Dividends

IDHQ vs. INTF - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.03%, less than INTF's 2.60% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
INTF
iShares MSCI Intl Multifactor ETF		2.60%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%

Frequently Asked Questions

With a correlation of 0.91, IDHQ and INTF 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 (7.36%) compared to INTF (4.42%). In terms of maximum drawdown, IDHQ dropped -73.84% vs INTF's -40.39%.

On 10-year performance, IDHQ leads with 9.94% vs 9.12% for INTF. On fees, IDHQ is cheaper at 0.29% per year. On volatility, INTF has been the lower-risk option at 4.42%. 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 9.94% return vs 9.12%. 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 0.30% for INTF.

INTF has the higher dividend yield at 2.60%, compared with 2.03% for IDHQ.

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while INTF tracks MSCI World ex USA Diversified Multi-Factor. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.29% for IDHQ and 0.30% for INTF.

INTF currently has the higher Sharpe Ratio (1.80 vs 1.65), 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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