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IDHQ vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDHQ vs. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

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IDHQ vs. RSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDHQ
Invesco S&P International Developed High Quality ETF
3.49%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%28.16%
RSP
Invesco S&P 500 Equal Weight ETF
0.94%11.21%12.79%13.70%-11.62%29.41%12.66%28.91%-7.84%18.52%

Returns By Period

In the year-to-date period, IDHQ achieves a 3.49% return, which is significantly higher than RSP's 0.94% return. Over the past 10 years, IDHQ has underperformed RSP with an annualized return of 8.97%, while RSP has yielded a comparatively higher 11.21% annualized 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%

RSP

1D
0.32%
1M
-5.49%
YTD
0.94%
6M
2.11%
1Y
12.90%
3Y*
11.84%
5Y*
7.88%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDHQ vs. RSP - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is higher than RSP's 0.20% expense ratio.


Return for Risk

IDHQ vs. RSP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDHQ
IDHQ Risk / Return Rank: 6767
Overall Rank
IDHQ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 6565
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 6767
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 6868
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4141
Overall Rank
RSP Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 3939
Sortino Ratio Rank
RSP Omega Ratio Rank: 4040
Omega Ratio Rank
RSP Calmar Ratio Rank: 3939
Calmar Ratio Rank
RSP Martin Ratio Rank: 4747
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. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). 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.


IDHQRSPDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.75

+0.48

Sortino ratio

Return per unit of downside risk

1.79

1.17

+0.61

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.77

1.04

+0.73

Martin ratio

Return relative to average drawdown

7.31

4.64

+2.67

IDHQ vs. RSP - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.24, which is higher than the RSP Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IDHQ and RSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IDHQRSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.75

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.61

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.55

-0.37

Correlation

The correlation between IDHQ and RSP is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IDHQ vs. RSP - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.33%, more than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
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%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

IDHQ vs. RSP - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than RSP's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for IDHQ and RSP.


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Drawdown Indicators


IDHQRSPDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-59.92%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-12.54%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-21.38%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-39.04%

+5.50%

Current Drawdown

Current decline from peak

-8.69%

-5.66%

-3.03%

Average Drawdown

Average peak-to-trough decline

-21.37%

-6.69%

-14.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.80%

+0.45%

Volatility

IDHQ vs. RSP - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.68% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.40%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDHQRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

4.40%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

8.84%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

17.16%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

16.20%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

18.36%

-0.67%