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

Correlation

The correlation between IDHQ and VEA 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. 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.

60.00%65.00%70.00%75.00%80.00%85.00%90.00%95.00%December2025FebruaryMarchAprilMay
86.97%
92.09%
IDHQ
VEA

Key characteristics

Sharpe Ratio

IDHQ:

0.34

VEA:

0.59

Sortino Ratio

IDHQ:

0.67

VEA:

1.00

Omega Ratio

IDHQ:

1.09

VEA:

1.13

Calmar Ratio

IDHQ:

0.48

VEA:

0.80

Martin Ratio

IDHQ:

1.23

VEA:

2.42

Ulcer Index

IDHQ:

5.46%

VEA:

4.45%

Daily Std Dev

IDHQ:

17.40%

VEA:

17.24%

Max Drawdown

IDHQ:

-73.84%

VEA:

-60.69%

Current Drawdown

IDHQ:

-0.79%

VEA:

-0.06%

Returns By Period

In the year-to-date period, IDHQ achieves a 11.99% return, which is significantly lower than VEA's 12.77% return. Over the past 10 years, IDHQ has outperformed VEA with an annualized return of 6.73%, while VEA has yielded a comparatively lower 5.73% annualized return.


IDHQ

YTD

11.99%

1M

7.82%

6M

7.56%

1Y

5.81%

5Y*

9.33%

10Y*

6.73%

VEA

YTD

12.77%

1M

9.42%

6M

8.93%

1Y

10.05%

5Y*

11.73%

10Y*

5.73%

*Annualized

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IDHQ vs. VEA - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is higher than VEA's 0.05% expense ratio.


Risk-Adjusted Performance

IDHQ vs. VEA — 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

VEA
The Risk-Adjusted Performance Rank of VEA is 6868
Overall Rank
The Sharpe Ratio Rank of VEA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6868
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. VEA - 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 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.


The current IDHQ Sharpe Ratio is 0.34, which is lower than the VEA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IDHQ and VEA, 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
0.59
IDHQ
VEA

Dividends

IDHQ vs. VEA - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.30%, less than VEA's 2.91% 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%
VEA
Vanguard FTSE Developed Markets ETF
2.91%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

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 -60.69%. Use the drawdown chart below to compare losses from any high point for IDHQ and VEA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.79%
-0.06%
IDHQ
VEA

Volatility

IDHQ vs. VEA - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 4.88% and 4.68%, 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%
4.68%
IDHQ
VEA