IDHQ vs. JHID
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and John Hancock International High Dividend ETF (JHID).
IDHQ and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
IDHQ vs. JHID - Performance Comparison
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IDHQ vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.09% | 27.46% | 1.33% | 18.80% | -0.82% |
JHID John Hancock International High Dividend ETF | 8.13% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, IDHQ achieves a 2.09% return, which is significantly lower than JHID's 8.13% return.
IDHQ
- 1D
- -1.36%
- 1M
- -4.33%
- YTD
- 2.09%
- 6M
- 5.15%
- 1Y
- 21.13%
- 3Y*
- 12.88%
- 5Y*
- 6.59%
- 10Y*
- 8.74%
JHID
- 1D
- 1.29%
- 1M
- 0.64%
- YTD
- 8.13%
- 6M
- 15.23%
- 1Y
- 38.39%
- 3Y*
- 20.61%
- 5Y*
- —
- 10Y*
- —
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IDHQ vs. JHID - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than JHID's 0.46% expense ratio.
Return for Risk
IDHQ vs. JHID — Risk / Return Rank
IDHQ
JHID
IDHQ vs. JHID - 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 John Hancock International High Dividend ETF (JHID). 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.
| IDHQ | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.57 | -1.45 |
Sortino ratioReturn per unit of downside risk | 1.64 | 3.35 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.52 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.81 | -2.21 |
Martin ratioReturn relative to average drawdown | 6.51 | 16.46 | -9.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDHQ | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.57 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.55 | -1.37 |
Correlation
The correlation between IDHQ and JHID is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IDHQ vs. JHID - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.36%, less than JHID's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.36% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
JHID John Hancock International High Dividend ETF | 3.01% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDHQ vs. JHID - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for IDHQ and JHID.
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Drawdown Indicators
| IDHQ | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -12.42% | -61.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -10.23% | -3.21% |
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 | -9.93% | -3.80% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -21.36% | -2.53% | -18.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.37% | +0.94% |
Volatility
IDHQ vs. JHID - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.49% compared to John Hancock International High Dividend ETF (JHID) at 6.09%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.49% | 6.09% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 9.44% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 15.16% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 13.88% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 13.88% | +3.81% |