IDHQ vs. SCHF
IDHQ (Invesco S&P International Developed High Quality ETF) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while SCHF tracks the FTSE Developed ex U.S. Index. Both are passively managed. Over the past 10 years, IDHQ returned 11.04%/yr vs 10.82%/yr for SCHF. Their correlation of 0.84 suggests significant overlap in exposure. IDHQ charges 0.29%/yr vs 0.06%/yr for SCHF.
Performance
IDHQ vs. SCHF - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 23.16% return, which is significantly higher than SCHF's 13.98% return. Both investments have delivered pretty close results over the past 10 years, with IDHQ having a 11.04% annualized return and SCHF not far behind at 10.82%.
IDHQ
- 1D
- -3.06%
- 1M
- 6.76%
- YTD
- 23.16%
- 6M
- 22.77%
- 1Y
- 36.24%
- 3Y*
- 20.04%
- 5Y*
- 9.28%
- 10Y*
- 11.04%
SCHF
- 1D
- -3.15%
- 1M
- 0.55%
- YTD
- 13.98%
- 6M
- 13.74%
- 1Y
- 31.16%
- 3Y*
- 19.61%
- 5Y*
- 9.76%
- 10Y*
- 10.82%
IDHQ vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 23.16% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
SCHF Schwab International Equity ETF | 13.98% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Correlation
The correlation between IDHQ and SCHF is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.84 |
The correlation between IDHQ and SCHF shifts across timeframes, from 0.84 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDHQ vs. SCHF — Risk / Return Rank
IDHQ
SCHF
IDHQ vs. SCHF - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDHQ | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.73 | -0.02 |
| Martin ratioReturn relative to average drawdown | 10.71 | 10.46 | +0.25 |
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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 -34.87%. Use the drawdown chart below to compare losses from any high point for IDHQ and SCHF.
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Drawdown Indicators
| IDHQ | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -34.87% | -38.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.48% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -13.41% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -29.14% | -4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -34.87% | +1.33% |
Current DrawdownCurrent decline from peak | -3.06% | -3.15% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -21.14% | -7.36% | -13.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.99% | +0.40% |
Volatility
IDHQ vs. SCHF - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 10.09% compared to Schwab International Equity ETF (SCHF) at 7.22%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 7.22% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 14.80% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 16.92% | +3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 16.61% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.05% | +0.94% |
IDHQ vs. SCHF - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Dividends
IDHQ vs. SCHF - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.06%, less than SCHF's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.06% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
SCHF Schwab International Equity ETF | 3.00% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
With a correlation of 0.94, IDHQ and SCHF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IDHQ has higher volatility (10.09%) compared to SCHF (7.22%). In terms of maximum drawdown, IDHQ dropped -73.84% vs SCHF's -34.87%.
On 10-year performance, IDHQ leads with 11.04% vs 10.82% for SCHF. On fees, SCHF is cheaper at 0.06% per year. On volatility, SCHF has been the lower-risk option at 7.22%. 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 11.04% return vs 10.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHF is cheaper with a 0.06% expense ratio, compared with 0.29% for IDHQ.
SCHF has the higher dividend yield at 3.00%, compared with 2.06% for IDHQ.
IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while SCHF tracks FTSE Developed ex U.S. Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.29% for IDHQ and 0.06% for SCHF.
SCHF currently has the higher Sharpe Ratio (1.85 vs 1.77), 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.
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