IDHQ vs. SRHQ
IDHQ (Invesco S&P International Developed High Quality ETF) and SRHQ (SRH U.S. Quality ETF) are both Quality Factor funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while SRHQ tracks the SRH US Quality Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, IDHQ returned 19.52%/yr vs 17.26%/yr for SRHQ. Their 0.63 correlation means they have sometimes moved together and sometimes differently. IDHQ charges 0.29%/yr vs 0.35%/yr for SRHQ.
Performance
IDHQ vs. SRHQ - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 26.27% return, which is significantly higher than SRHQ's 20.78% return.
IDHQ
- 1D
- -1.04%
- 1M
- -0.18%
- 6M
- 17.73%
- YTD
- 26.27%
- 1Y
- 41.32%
- 3Y*
- 19.52%
- 5Y*
- 9.70%
- 10Y*
- 10.64%
- ALL TIME*
- 5.32%
SRHQ
- 1D
- -0.33%
- 1M
- 1.86%
- 6M
- 18.75%
- YTD
- 20.78%
- 1Y
- 31.30%
- 3Y*
- 17.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.89M | $6.19M | $5.51M | |
| $113.47K | $63.13K | $30.03K |
IDHQ vs. SRHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | 10.11% |
SRHQ SRH U.S. Quality ETF | 20.78% | 7.34% | 16.49% | 21.81% | 5.22% |
Correlation
The correlation between IDHQ and SRHQ is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2022 | 0.63 |
The correlation between IDHQ and SRHQ shifts across timeframes, from 0.50 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDHQ vs. SRHQ — Risk / Return Rank
IDHQ
SRHQ
IDHQ vs. SRHQ - 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 SRH U.S. Quality ETF (SRHQ). 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 | SRHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 4.64 | -1.61 |
| Martin ratioReturn relative to average drawdown | 12.14 | 16.85 | -4.71 |
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Drawdowns
IDHQ vs. SRHQ - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than SRHQ's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for IDHQ and SRHQ.
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Drawdown Indicators
| IDHQ | SRHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -18.50% | -55.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -6.31% | -7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -18.50% | +4.43% |
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 | -1.04% | -1.47% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -21.03% | -2.98% | -18.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.74% | +1.61% |
Volatility
IDHQ vs. SRHQ - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) and SRH U.S. Quality ETF (SRHQ) have volatilities of 4.17% and 4.37%, 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.
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Volatility by Period
| IDHQ | SRHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.37% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 11.10% | +7.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 14.90% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 15.96% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 15.96% | +2.01% |
IDHQ vs. SRHQ - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than SRHQ's 0.35% expense ratio.
Dividends
IDHQ vs. SRHQ - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.01%, more than SRHQ's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.01% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
SRHQ SRH U.S. Quality ETF | 0.69% | 0.76% | 0.66% | 0.84% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDHQ and SRHQ have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRHQ has higher volatility (4.37%) compared to IDHQ (4.17%). In terms of maximum drawdown, IDHQ dropped -73.84% vs SRHQ's -18.50%.
On 3-year performance, IDHQ leads with 19.52% vs 17.26% for SRHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDHQ has performed better with a 19.52% return vs 17.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.35% for SRHQ.
IDHQ has the higher dividend yield at 2.01%, compared with 0.69% for SRHQ.
IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while SRHQ tracks SRH US Quality Index - Benchmark TR Gross. They also come from different issuers: Invesco and SRH. Their fees differ too: 0.29% for IDHQ and 0.35% for SRHQ.
SRHQ currently has the higher Sharpe Ratio (1.97 vs 1.97), 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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