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IDHQ vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDHQ vs. VEA

Last updated Jun 3, 2026

IDHQ (Invesco S&P International Developed High Quality ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while VEA tracks the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 10 years, IDHQ returned 9.97%/yr vs 10.27%/yr for VEA. Their correlation of 0.82 suggests significant overlap in exposure. IDHQ charges 0.29%/yr vs 0.03%/yr for VEA.

Performance

IDHQ vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDHQ achieves a 19.28% return, which is significantly higher than VEA's 15.96% return. Both investments have delivered pretty close results over the past 10 years, with IDHQ having a 9.97% annualized return and VEA not far ahead at 10.27%.

IDHQ

1D
0.17%
1M
7.32%
YTD
19.28%
6M
22.10%
1Y
30.57%
3Y*
18.75%
5Y*
9.02%
10Y*
9.97%

VEA

1D
0.63%
1M
5.24%
YTD
15.96%
6M
19.86%
1Y
32.71%
3Y*
20.13%
5Y*
10.01%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. VEA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDHQ
Invesco S&P International Developed High Quality ETF		19.28%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%28.16%
VEA
Vanguard FTSE Developed Markets ETF		15.96%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%

Correlation

The correlation between IDHQ and VEA 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 Jul 27, 2007

0.82

The correlation between IDHQ and VEA shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P International Developed High Quality ETF

Vanguard FTSE Developed Markets ETF

Often compared with IDHQ:
IDHQ vs. IDMOIDHQ vs. VIGIIDHQ vs. INTFIDHQ vs. BKIEIDHQ vs. SPYIDHQ vs. FNDFIDHQ vs. SCHF
Often compared with VEA:
VEA vs. VXUSVEA vs. VWOVEA vs. VOOVEA vs. VEUVEA vs. SCHFVEA vs. IEFAVEA vs. VTI

Return for Risk

IDHQ vs. VEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDHQ
IDHQ Risk / Return Rank: 4949
Overall Rank
IDHQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 4747
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 4747
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 5454
Martin Ratio Rank
VEA
VEA Risk / Return Rank: 6161
Overall Rank
VEA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEA Omega Ratio Rank: 6262
Omega Ratio Rank
VEA Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
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. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.

IDHQVEADifference

Sharpe ratio

Return per unit of total volatility

1.66

2.10

-0.45

Sortino ratio

Return per unit of downside risk

2.44

2.89

-0.46

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratio

Return relative to maximum drawdown

2.38

2.94

-0.56

Martin ratio

Return relative to average drawdown

9.52

11.50

-1.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDHQ vs. VEA - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.66, which is comparable to the VEA Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IDHQ and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IDHQVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.10

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.61

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.59

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.25

-0.04

Drawdowns

IDHQ vs. VEA - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for IDHQ and VEA.

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Drawdown Indicators

IDHQVEADifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-60.68%

-13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-11.63%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-13.45%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-29.71%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-35.73%

+2.19%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-21.20%

-13.29%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.98%

+0.39%

Volatility

IDHQ vs. VEA - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 7.59% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.73%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDHQVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

5.73%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

13.30%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

15.66%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

16.55%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

17.36%

+0.57%

IDHQ vs. VEA - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is higher than VEA's 0.03% expense ratio.

Dividends

IDHQ vs. VEA - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.02%, less than VEA's 2.59% yield.

PositionTTM20252024202320222021202020192018201720162015
IDHQ
Invesco S&P International Developed High Quality ETF		2.02%2.46%2.41%2.52%3.33%2.10%1.60%2.10%2.67%1.68%2.36%1.71%
VEA
Vanguard FTSE Developed Markets ETF		2.59%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions

With a correlation of 0.94, IDHQ and VEA 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 (7.59%) compared to VEA (5.73%). In terms of maximum drawdown, IDHQ dropped -73.84% vs VEA's -60.68%.

On 10-year performance, VEA leads with 10.27% vs 9.97% for IDHQ. On fees, VEA is cheaper at 0.03% per year. On volatility, VEA has been the lower-risk option at 5.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VEA has performed better with a 10.27% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA is cheaper with a 0.03% expense ratio, compared with 0.29% for IDHQ.

VEA has the higher dividend yield at 2.59%, compared with 2.02% for IDHQ.

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.29% for IDHQ and 0.03% for VEA.

VEA currently has the higher Sharpe Ratio (2.10 vs 1.66), 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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