IDOG vs. IDHQ
IDOG (ALPS International Sector Dividend Dogs ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds - IDOG tracks the S-Network International Sector Dividend Dogs Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 10 years, IDOG returned 10.55%/yr vs 10.54%/yr for IDHQ. A 0.73 correlation means they provide meaningful diversification when combined. IDOG charges 0.50%/yr vs 0.29%/yr for IDHQ.
Performance
IDOG vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, IDOG achieves a 11.75% return, which is significantly lower than IDHQ's 23.96% return. Both investments have delivered pretty close results over the past 10 years, with IDOG having a 10.55% annualized return and IDHQ not far behind at 10.54%.
IDOG
- 1D
- 0.62%
- 1M
- -2.99%
- 6M
- 9.96%
- YTD
- 11.75%
- 1Y
- 27.84%
- 3Y*
- 18.66%
- 5Y*
- 13.32%
- 10Y*
- 10.55%
IDHQ
- 1D
- -1.06%
- 1M
- 3.48%
- 6M
- 17.70%
- YTD
- 23.96%
- 1Y
- 34.45%
- 3Y*
- 18.63%
- 5Y*
- 9.11%
- 10Y*
- 10.54%
IDOG vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDOG ALPS International Sector Dividend Dogs ETF | 11.75% | 39.94% | 1.35% | 23.57% | -4.50% | 11.33% | -1.78% | 21.93% | -13.47% | 25.61% |
IDHQ Invesco S&P International Developed High Quality ETF | 23.96% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between IDOG and IDHQ is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013 | 0.73 |
The correlation between IDOG and IDHQ shifts across timeframes, from 0.68 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDOG vs. IDHQ — Risk / Return Rank
IDOG
IDHQ
IDOG vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
| IDOG | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 2.58 | +1.74 |
| Martin ratioReturn relative to average drawdown | 13.13 | 10.14 | +2.99 |
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Drawdowns
IDOG vs. IDHQ - Drawdown Comparison
The maximum IDOG drawdown since its inception was -37.32%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for IDOG and IDHQ.
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Drawdown Indicators
| IDOG | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.32% | -73.84% | +36.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -13.44% | +6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -13.92% | -14.07% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.31% | -33.54% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | -33.54% | -3.78% |
Current DrawdownCurrent decline from peak | -2.99% | -2.57% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -21.09% | +13.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.41% | -1.28% |
Volatility
IDOG vs. IDHQ - Volatility Comparison
The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 4.05%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 7.92%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDOG | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 7.92% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 18.93% | -7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 20.78% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 17.85% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 17.97% | -0.89% |
IDOG vs. IDHQ - Expense Ratio Comparison
IDOG has a 0.50% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
IDOG vs. IDHQ - Dividend Comparison
IDOG's dividend yield for the trailing twelve months is around 4.40%, more than IDHQ's 2.04% 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% |
IDOG ALPS International Sector Dividend Dogs ETF | 4.40% | 4.26% | 4.90% | 4.86% | 4.46% | 3.85% | 3.00% | 5.41% | 4.50% | 3.33% | 4.01% | 4.19% |
Frequently Asked Questions
IDOG and IDHQ have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (7.92%) compared to IDOG (4.05%). In terms of maximum drawdown, IDOG dropped -37.32% vs IDHQ's -73.84%.
On 10-year performance, IDOG leads with 10.55% vs 10.54% for IDHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDOG has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDOG has performed better with a 10.55% return vs 10.54%. 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 0.50% for IDOG.
IDOG has the higher dividend yield at 4.40%, compared with 2.04% for IDHQ.
IDOG tracks S-Network International Sector Dividend Dogs Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: SS&C and Invesco. Their fees differ too: 0.50% for IDOG and 0.29% for IDHQ.
IDOG currently has the higher Sharpe Ratio (2.03 vs 1.67), 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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