Correlation
The correlation between IQDY and IDHQ is 0.67, 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.
IQDY vs. IDHQ
Compare and contrast key facts about FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Invesco S&P International Developed High Quality ETF (IDHQ).
IQDY and IDHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDY is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Dynamic Index. It was launched on Apr 12, 2013. 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. Both IQDY and IDHQ 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: IQDY or IDHQ.
Performance
IQDY vs. IDHQ - Performance Comparison
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Key characteristics
IQDY:
0.72
IDHQ:
0.50
IQDY:
1.19
IDHQ:
0.95
IQDY:
1.16
IDHQ:
1.12
IQDY:
0.96
IDHQ:
0.74
IQDY:
2.95
IDHQ:
1.90
IQDY:
4.81%
IDHQ:
5.45%
IQDY:
18.81%
IDHQ:
17.42%
IQDY:
-39.59%
IDHQ:
-73.84%
IQDY:
0.00%
IDHQ:
0.00%
Returns By Period
In the year-to-date period, IQDY achieves a 15.18% return, which is significantly lower than IDHQ's 16.44% return. Over the past 10 years, IQDY has underperformed IDHQ with an annualized return of 6.58%, while IDHQ has yielded a comparatively higher 7.20% annualized return.
IQDY
15.18%
4.22%
13.35%
13.37%
11.82%
12.00%
6.58%
IDHQ
16.44%
3.35%
10.98%
8.59%
10.66%
8.10%
7.20%
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IQDY vs. IDHQ - Expense Ratio Comparison
IQDY has a 0.47% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Risk-Adjusted Performance
IQDY vs. IDHQ — Risk-Adjusted Performance Rank
IQDY
IDHQ
IQDY vs. IDHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) 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.
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Dividends
IQDY vs. IDHQ - Dividend Comparison
IQDY's dividend yield for the trailing twelve months is around 6.44%, more than IDHQ's 2.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 6.44% | 6.96% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% | 4.34% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.21% | 2.41% | 2.52% | 3.32% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% | 1.75% |
Drawdowns
IQDY vs. IDHQ - Drawdown Comparison
The maximum IQDY drawdown since its inception was -39.59%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for IQDY and IDHQ.
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Volatility
IQDY vs. IDHQ - Volatility Comparison
The current volatility for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) is 2.78%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 3.40%. This indicates that IQDY 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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