INEQ vs. IVAL
Compare and contrast key facts about Columbia International Equity Income ETF (INEQ) and Alpha Architect International Quantitative Value ETF (IVAL).
INEQ and IVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INEQ is an actively managed fund by Columbia Threadneedle. It was launched on Jun 13, 2016. IVAL is an actively managed fund by Alpha Architect. It was launched on Dec 16, 2014.
Performance
INEQ vs. IVAL - Performance Comparison
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INEQ vs. IVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INEQ Columbia International Equity Income ETF | 6.14% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 15.83% | -18.30% | 24.88% |
IVAL Alpha Architect International Quantitative Value ETF | 10.27% | 34.92% | -0.71% | 20.61% | -10.06% | -0.22% | -4.94% | 21.26% | -22.50% | 31.03% |
Returns By Period
In the year-to-date period, INEQ achieves a 6.14% return, which is significantly lower than IVAL's 10.27% return.
INEQ
- 1D
- 1.13%
- 1M
- -2.53%
- YTD
- 6.14%
- 6M
- 14.00%
- 1Y
- 34.08%
- 3Y*
- 20.71%
- 5Y*
- 12.48%
- 10Y*
- —
IVAL
- 1D
- 1.71%
- 1M
- -3.41%
- YTD
- 10.27%
- 6M
- 15.79%
- 1Y
- 39.40%
- 3Y*
- 18.19%
- 5Y*
- 8.56%
- 10Y*
- 7.93%
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INEQ vs. IVAL - Expense Ratio Comparison
INEQ has a 0.45% expense ratio, which is higher than IVAL's 0.39% expense ratio.
Return for Risk
INEQ vs. IVAL — Risk / Return Rank
INEQ
IVAL
INEQ vs. IVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) and Alpha Architect International Quantitative Value ETF (IVAL). 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.
| INEQ | IVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 2.24 | -0.22 |
Sortino ratioReturn per unit of downside risk | 2.69 | 2.98 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 3.52 | -0.55 |
Martin ratioReturn relative to average drawdown | 12.96 | 13.58 | -0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INEQ | IVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.24 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.49 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.33 | +0.27 |
Correlation
The correlation between INEQ and IVAL is 0.79, 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.
Dividends
INEQ vs. IVAL - Dividend Comparison
INEQ's dividend yield for the trailing twelve months is around 9.30%, more than IVAL's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INEQ Columbia International Equity Income ETF | 9.30% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% | 0.00% |
IVAL Alpha Architect International Quantitative Value ETF | 2.73% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
Drawdowns
INEQ vs. IVAL - Drawdown Comparison
The maximum INEQ drawdown since its inception was -41.71%, smaller than the maximum IVAL drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for INEQ and IVAL.
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Drawdown Indicators
| INEQ | IVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -46.09% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -11.24% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -31.01% | +6.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.09% | — |
Current DrawdownCurrent decline from peak | -4.56% | -5.52% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -12.12% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.91% | -0.27% |
Volatility
INEQ vs. IVAL - Volatility Comparison
Columbia International Equity Income ETF (INEQ) and Alpha Architect International Quantitative Value ETF (IVAL) have volatilities of 6.51% and 6.68%, 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.
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Volatility by Period
| INEQ | IVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 6.68% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 11.48% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 17.66% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 17.68% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 18.92% | -2.59% |