IDHQ vs. JIVE
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and Jpmorgan International Value ETF (JIVE).
IDHQ and JIVE 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. JIVE is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023.
Performance
IDHQ vs. JIVE - Performance Comparison
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IDHQ vs. JIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 3.49% | 27.46% | 1.33% | 7.19% |
JIVE Jpmorgan International Value ETF | 7.87% | 49.80% | 11.22% | 5.38% |
Returns By Period
In the year-to-date period, IDHQ achieves a 3.49% return, which is significantly lower than JIVE's 7.87% return.
IDHQ
- 1D
- 2.15%
- 1M
- -6.48%
- YTD
- 3.49%
- 6M
- 7.34%
- 1Y
- 23.20%
- 3Y*
- 13.72%
- 5Y*
- 6.88%
- 10Y*
- 8.97%
JIVE
- 1D
- 1.12%
- 1M
- -3.93%
- YTD
- 7.87%
- 6M
- 17.42%
- 1Y
- 43.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IDHQ vs. JIVE - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than JIVE's 0.55% expense ratio.
Return for Risk
IDHQ vs. JIVE — Risk / Return Rank
IDHQ
JIVE
IDHQ vs. JIVE - 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 Jpmorgan International Value ETF (JIVE). 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 | JIVE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.59 | -1.36 |
Sortino ratioReturn per unit of downside risk | 1.79 | 3.27 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.51 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.69 | -1.92 |
Martin ratioReturn relative to average drawdown | 7.31 | 15.22 | -7.92 |
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 | JIVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.59 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.93 | -1.76 |
Correlation
The correlation between IDHQ and JIVE is 0.81, 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. JIVE - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.33%, less than JIVE's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.33% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
JIVE Jpmorgan International Value ETF | 2.67% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDHQ vs. JIVE - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for IDHQ and JIVE.
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Drawdown Indicators
| IDHQ | JIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -13.79% | -60.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.96% | -1.48% |
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 | -8.69% | -6.09% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -1.96% | -19.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.90% | +0.35% |
Volatility
IDHQ vs. JIVE - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.68% compared to Jpmorgan International Value ETF (JIVE) at 7.00%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | JIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 7.00% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 11.11% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 16.94% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 14.85% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 14.85% | +2.84% |