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IDHQ vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDHQ and SCHF is 0.68, 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.


Performance

IDHQ vs. SCHF - 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 Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

150.00%160.00%170.00%180.00%190.00%200.00%210.00%December2025FebruaryMarchAprilMay
189.34%
205.83%
IDHQ
SCHF

Key characteristics

Sharpe Ratio

IDHQ:

0.34

SCHF:

0.65

Sortino Ratio

IDHQ:

0.67

SCHF:

1.08

Omega Ratio

IDHQ:

1.09

SCHF:

1.15

Calmar Ratio

IDHQ:

0.48

SCHF:

0.87

Martin Ratio

IDHQ:

1.23

SCHF:

2.65

Ulcer Index

IDHQ:

5.46%

SCHF:

4.43%

Daily Std Dev

IDHQ:

17.40%

SCHF:

17.14%

Max Drawdown

IDHQ:

-73.84%

SCHF:

-34.64%

Current Drawdown

IDHQ:

-0.79%

SCHF:

-0.24%

Returns By Period

In the year-to-date period, IDHQ achieves a 11.99% return, which is significantly lower than SCHF's 12.76% return. Both investments have delivered pretty close results over the past 10 years, with IDHQ having a 6.73% annualized return and SCHF not far ahead at 6.84%.


IDHQ

YTD

11.99%

1M

7.82%

6M

7.56%

1Y

5.81%

5Y*

9.33%

10Y*

6.73%

SCHF

YTD

12.76%

1M

9.39%

6M

9.00%

1Y

11.10%

5Y*

13.48%

10Y*

6.84%

*Annualized

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IDHQ vs. SCHF - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Risk-Adjusted Performance

IDHQ vs. SCHF — Risk-Adjusted Performance Rank

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

IDHQ
The Risk-Adjusted Performance Rank of IDHQ is 4848
Overall Rank
The Sharpe Ratio Rank of IDHQ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IDHQ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of IDHQ is 4545
Omega Ratio Rank
The Calmar Ratio Rank of IDHQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IDHQ is 4646
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7272
Overall Rank
The Sharpe Ratio Rank of SCHF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDHQ vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab International Equity ETF (SCHF). 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.


The current IDHQ Sharpe Ratio is 0.34, which is lower than the SCHF Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IDHQ and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.34
0.65
IDHQ
SCHF

Dividends

IDHQ vs. SCHF - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.30%, less than SCHF's 2.89% yield.


TTM20242023202220212020201920182017201620152014
IDHQ
Invesco S&P International Developed High Quality ETF
2.30%2.41%2.52%3.32%2.10%1.60%2.10%2.67%1.68%2.36%1.71%1.75%
SCHF
Schwab International Equity ETF
2.89%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

IDHQ vs. SCHF - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for IDHQ and SCHF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.79%
-0.24%
IDHQ
SCHF

Volatility

IDHQ vs. SCHF - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab International Equity ETF (SCHF) have volatilities of 4.88% and 4.66%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.88%
4.66%
IDHQ
SCHF