IDHQ vs. VIDI

Last updated Jun 4, 2026

IDHQ (Invesco S&P International Developed High Quality ETF) and VIDI (Vident International Equity Fund) are both Foreign Large Cap Equities funds - IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index while VIDI tracks the Vident International Equity Index. Both are passively managed. Over the past 10 years, IDHQ returned 9.90%/yr vs 10.99%/yr for VIDI. A 0.73 correlation means they provide meaningful diversification when combined. IDHQ charges 0.29%/yr vs 0.59%/yr for VIDI.

Performance

IDHQ vs. VIDI - 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 Vident International Equity Fund (VIDI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDHQ achieves a 18.47% return, which is significantly lower than VIDI's 22.55% return. Over the past 10 years, IDHQ has underperformed VIDI with an annualized return of 9.90%, while VIDI has yielded a comparatively higher 10.99% annualized return.

IDHQ

• 1D: -0.67%
• 1M: 7.43%
• YTD: 18.47%
• 6M: 20.13%
• 1Y: 30.97%
• 3Y*: 18.48%
• 5Y*: 8.61%
• 10Y*: 9.90%

VIDI

• 1D: -0.55%
• 1M: 7.84%
• YTD: 22.55%
• 6M: 25.74%
• 1Y: 49.83%
• 3Y*: 27.42%
• 5Y*: 12.15%
• 10Y*: 10.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDHQ vs. VIDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDHQ Invesco S&P International Developed High Quality ETF	18.47%	27.46%	1.33%	18.80%	-20.23%	11.38%	16.09%	29.58%	-13.38%	28.16%
VIDI Vident International Equity Fund	22.55%	41.83%	6.03%	18.92%	-13.83%	11.93%	1.18%	15.84%	-17.65%	33.56%

Correlation

The correlation between IDHQ and VIDI is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013	0.73

The correlation between IDHQ and VIDI shifts across timeframes, from 0.73 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

IDHQ vs. VIDI — Risk / Return Rank

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

IDHQ

IDHQ Risk / Return Rank: 49
IDHQ Sharpe Ratio Rank: 48
IDHQ Sortino Ratio Rank: 50
IDHQ Omega Ratio Rank: 48
IDHQ Calmar Ratio Rank: 46
IDHQ Martin Ratio Rank: 53

VIDI

VIDI Risk / Return Rank: 90
VIDI Sharpe Ratio Rank: 93
VIDI Sortino Ratio Rank: 92
VIDI Omega Ratio Rank: 92
VIDI Calmar Ratio Rank: 87
VIDI Martin Ratio Rank: 87

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. VIDI - 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 Vident International Equity Fund (VIDI). 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.

	IDHQ	VIDI	Difference
Sharpe ratio Return per unit of total volatility	1.68	3.47	-1.79
Sortino ratio Return per unit of downside risk	2.47	4.50	-2.03
Omega ratio Gain probability vs. loss probability	1.31	1.63	-0.33
Calmar ratio Return relative to maximum drawdown	2.31	4.97	-2.66
Martin ratio Return relative to average drawdown	9.23	19.17	-9.94
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. VIDI - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.68, which is lower than the VIDI Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of IDHQ and VIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDHQ	VIDI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	3.47	-1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.77	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.61	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.43	-0.23

Drawdowns

IDHQ vs. VIDI - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than VIDI's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for IDHQ and VIDI.

Drawdown Indicators

	IDHQ	VIDI	Difference
Max Drawdown Largest peak-to-trough decline	-73.84%	-48.39%	-25.45%
Max Drawdown (1Y) Largest decline over 1 year	-13.44%	-10.07%	-3.37%
Max Drawdown (3Y) Largest decline over 3 years	-14.07%	-14.54%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-33.54%	-30.00%	-3.54%
Max Drawdown (10Y) Largest decline over 10 years	-33.54%	-48.39%	+14.85%
Current Drawdown Current decline from peak	-0.96%	-1.03%	+0.07%
Average Drawdown Average peak-to-trough decline	-21.20%	-10.39%	-10.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.61%	+0.76%

Volatility

IDHQ vs. VIDI - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 7.57% compared to Vident International Equity Fund (VIDI) at 4.35%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDHQ	VIDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.57%	4.35%	+3.22%
Volatility (6M) Calculated over the trailing 6-month period	16.39%	11.94%	+4.45%
Volatility (1Y) Calculated over the trailing 1-year period	18.55%	14.44%	+4.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	15.94%	+1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	18.02%	-0.09%

IDHQ vs. VIDI - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is lower than VIDI's 0.59% expense ratio.

Dividends

IDHQ vs. VIDI - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.04%, less than VIDI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDHQ Invesco S&P International Developed High Quality ETF	2.04%	2.46%	2.41%	2.52%	3.33%	2.10%	1.60%	2.10%	2.67%	1.68%	2.36%	1.71%
VIDI Vident International Equity Fund	3.62%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%

Frequently Asked Questions

Can I hold both IDHQ and VIDI in my portfolio?

IDHQ and VIDI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDHQ or VIDI?

IDHQ has higher volatility (7.57%) compared to VIDI (4.35%). In terms of maximum drawdown, IDHQ dropped -73.84% vs VIDI's -48.39%.

Which ETF is better, IDHQ or VIDI?

On 10-year performance, VIDI leads with 10.99% vs 9.90% for IDHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, VIDI has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDHQ or VIDI?

Over the 10-year period, VIDI has performed better with a 10.99% return vs 9.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDHQ or VIDI?

IDHQ is cheaper with a 0.29% expense ratio, compared with 0.59% for VIDI.

Which ETF pays a higher dividend yield, IDHQ or VIDI?

VIDI has the higher dividend yield at 3.62%, compared with 2.04% for IDHQ.

What is the main difference between IDHQ and VIDI?

IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while VIDI tracks Vident International Equity Index. They also come from different issuers: Invesco and Vident. Their fees differ too: 0.29% for IDHQ and 0.59% for VIDI.

Which has better risk-adjusted returns?

VIDI currently has the higher Sharpe Ratio (3.47 vs 1.68), 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.