IDHQ vs. VIGI
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and Vanguard International Dividend Appreciation ETF (VIGI).
IDHQ and VIGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. Both IDHQ and VIGI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDHQ or VIGI.
Key characteristics
| IDHQ | VIGI | |
|---|---|---|
| YTD Return | 7.35% | 8.59% |
| 1Y Return | 18.49% | 20.07% |
| 3Y Return (Ann) | 0.46% | 1.44% |
| 5Y Return (Ann) | 6.61% | 7.15% |
| Sharpe Ratio | 1.37 | 1.76 |
| Sortino Ratio | 2.00 | 2.54 |
| Omega Ratio | 1.24 | 1.31 |
| Calmar Ratio | 1.20 | 1.39 |
| Martin Ratio | 7.47 | 9.22 |
| Ulcer Index | 2.49% | 2.17% |
| Daily Std Dev | 13.54% | 11.39% |
| Max Drawdown | -73.84% | -31.01% |
| Current Drawdown | -6.16% | -4.57% |
Correlation
The correlation between IDHQ and VIGI is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDHQ vs. VIGI - Performance Comparison
In the year-to-date period, IDHQ achieves a 7.35% return, which is significantly lower than VIGI's 8.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDHQ vs. VIGI - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
IDHQ vs. VIGI - 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 International Dividend Appreciation ETF (VIGI). 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.
Dividends
IDHQ vs. VIGI - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.08%, more than VIGI's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.08% | 2.52% | 3.32% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% | 1.75% | 1.70% |
VIGI Vanguard International Dividend Appreciation ETF | 1.95% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDHQ vs. VIGI - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for IDHQ and VIGI. For additional features, visit the drawdowns tool.
Volatility
IDHQ vs. VIGI - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 4.74% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.17%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.