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IDHQ vs. IQDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDHQ vs. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). 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 IQDG's 4.41% return. Over the past 10 years, IDHQ has outperformed IQDG with an annualized return of 9.94%, while IQDG has yielded a comparatively lower 7.61% 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%

IQDG

1D
1.20%
1M
3.11%
YTD
4.41%
6M
6.58%
1Y
13.26%
3Y*
10.88%
5Y*
4.03%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. IQDG - 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%
IQDG
WisdomTree International Quality Dividend Growth Fund
4.41%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%

Correlation

The correlation between IDHQ and IQDG is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2016

0.85

The correlation between IDHQ and IQDG has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

IDHQ vs. IQDG — 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

IQDG
IQDG Risk / Return Rank: 2424
Overall Rank
IQDG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2323
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2626
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. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). 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.


IDHQIQDGDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.30

1.15

+0.15

Calmar ratioReturn relative to maximum drawdown

2.28

1.08

+1.20

Martin ratioReturn relative to average drawdown

9.07

3.52

+5.56

IDHQ vs. IQDG - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.65, which is higher than the IQDG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IDHQ and IQDG, 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


IDHQIQDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.82

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.23

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.44

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.46

-0.25

Drawdowns

IDHQ vs. IQDG - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than IQDG's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IDHQ and IQDG.


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Drawdown Indicators


IDHQIQDGDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-34.97%

-38.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-12.35%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-18.12%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-34.97%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-34.97%

+1.43%

Current Drawdown

Current decline from peak

-0.41%

-2.55%

+2.14%

Average Drawdown

Average peak-to-trough decline

-21.19%

-7.52%

-13.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.78%

-0.41%

Volatility

IDHQ vs. IQDG - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 7.36% compared to WisdomTree International Quality Dividend Growth Fund (IQDG) at 5.09%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDHQIQDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

5.09%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

13.35%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

16.18%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

17.80%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.53%

+0.39%

IDHQ vs. IQDG - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is lower than IQDG's 0.42% expense ratio.


Dividends

IDHQ vs. IQDG - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.03%, less than IQDG's 2.12% 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%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.12%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%

Frequently Asked Questions


IDHQ and IQDG have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDHQ has higher volatility (7.36%) compared to IQDG (5.09%). In terms of maximum drawdown, IDHQ dropped -73.84% vs IQDG's -34.97%.

On 10-year performance, IDHQ leads with 9.94% vs 7.61% for IQDG. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IQDG has been the lower-risk option at 5.09%. 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 7.61%. 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 0.42% for IQDG.

IQDG has the higher dividend yield at 2.12%, compared with 2.03% for IDHQ.

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while IQDG tracks WisdomTree International Quality Dividend Growth Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.29% for IDHQ and 0.42% for IQDG.

IDHQ currently has the higher Sharpe Ratio (1.65 vs 0.82), 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.

Portfolio Optimizer

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