IDHQ vs. INTF
IDHQ (Invesco S&P International Developed High Quality ETF) and INTF (iShares International Equity Factor ETF) are both exchange-traded funds - IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while INTF is a Foreign Large Cap Equities fund tracking the STOXX International Equity Factor Index (USD) (Net). Both are passively managed. Over the past 10 years, IDHQ returned 10.76%/yr vs 9.68%/yr for INTF. Their correlation of 0.82 means they have usually moved in the same direction. IDHQ charges 0.29%/yr vs 0.16%/yr for INTF.
Performance
IDHQ vs. INTF - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 27.25% return, which is significantly higher than INTF's 13.53% return. Over the past 10 years, IDHQ has outperformed INTF with an annualized return of 10.76%, while INTF has yielded a comparatively lower 9.68% annualized return.
IDHQ
- 1D
- 0.78%
- 1M
- 0.59%
- 6M
- 18.33%
- YTD
- 27.25%
- 1Y
- 42.41%
- 3Y*
- 20.69%
- 5Y*
- 9.61%
- 10Y*
- 10.76%
- ALL TIME*
- 5.36%
INTF
- 1D
- 0.41%
- 1M
- 2.13%
- 6M
- 7.09%
- YTD
- 13.53%
- 1Y
- 28.76%
- 3Y*
- 19.98%
- 5Y*
- 10.56%
- 10Y*
- 9.68%
- ALL TIME*
- 7.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.00M | $6.33M | $5.63M | |
| $7.17M | $9.22M | $11.65M |
IDHQ vs. INTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
INTF iShares International Equity Factor ETF | 13.53% | 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 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 4, 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.
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Return for Risk
IDHQ vs. INTF — Risk / Return Rank
IDHQ
INTF
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 International Equity Factor 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.
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 | INTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.83 | +0.34 |
| Martin ratioReturn relative to average drawdown | 12.70 | 11.36 | +1.34 |
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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
| IDHQ | INTF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.27% | -0.33% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -21.03% | -7.60% | -13.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.54% | +0.81% |
Volatility
IDHQ vs. INTF - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) and iShares International Equity Factor ETF (INTF) have volatilities of 4.02% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | INTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 4.20% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 12.82% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 15.06% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 16.22% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 17.02% | +0.96% |
IDHQ vs. INTF - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is higher than INTF's 0.16% expense ratio.
Dividends
IDHQ vs. INTF - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 1.99%, less than INTF's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 1.99% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
INTF iShares International Equity Factor ETF | 2.95% | 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
IDHQ and INTF have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTF has higher volatility (4.20%) compared to IDHQ (4.02%). In terms of maximum drawdown, IDHQ dropped -73.84% vs INTF's -40.39%.
On 10-year performance, IDHQ leads with 10.76% vs 9.68% for INTF. On fees, INTF is cheaper at 0.16% per year. On volatility, IDHQ has been the lower-risk option at 4.02%. 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 10.76% return vs 9.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
INTF is cheaper with a 0.16% expense ratio, compared with 0.29% for IDHQ.
INTF has the higher dividend yield at 2.95%, compared with 1.99% for IDHQ.
IDHQ is categorized as Quality Factor, while INTF is Foreign Large Cap Equities. IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while INTF tracks STOXX International Equity Factor Index (USD) (Net). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.29% for IDHQ and 0.16% for INTF.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.92), 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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