IQLT vs. DIHP

Last updated Jun 25, 2026

IQLT (iShares MSCI Intl Quality Factor ETF) and DIHP (Dimensional International High Profitability ETF) are both Foreign Large Cap Equities funds. IQLT is passively managed, while DIHP is actively managed. Over the past 3 years, IQLT returned 14.50%/yr vs 14.45%/yr for DIHP. With a 0.98 correlation, they move nearly in lockstep. IQLT charges 0.30%/yr vs 0.29%/yr for DIHP.

Performance

IQLT vs. DIHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IQLT achieves a 8.13% return, which is significantly higher than DIHP's 7.31% return.

IQLT

• 1D: -0.21%
• 1M: -0.46%
• YTD: 8.13%
• 6M: 7.49%
• 1Y: 16.57%
• 3Y*: 14.50%
• 5Y*: 7.17%
• 10Y*: 10.03%

DIHP

• 1D: -0.04%
• 1M: -0.61%
• YTD: 7.31%
• 6M: 6.72%
• 1Y: 18.09%
• 3Y*: 14.45%
• 5Y*: —
• 10Y*: —

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

IQLT vs. DIHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IQLT iShares MSCI Intl Quality Factor ETF	8.13%	25.42%	1.54%	18.73%	-8.55%
DIHP Dimensional International High Profitability ETF	7.31%	28.26%	0.50%	19.07%	-10.60%

Correlation

The correlation between IQLT and DIHP is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.98

The correlation between IQLT and DIHP has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

IQLT vs. DIHP - Sectors Allocation Comparison

Sectors	IQLT	DIHP
Financial Services	25.0%	9.3%
Industrials	17.7%	22.5%
Technology	13.0%	13.2%
Healthcare	8.7%	11.5%
Consumer Cyclical	8.3%	10.7%
Basic Materials	7.2%	7.5%
Consumer Defensive	6.4%	9.2%
Energy	4.9%	5.8%
Utilities	3.5%	2.7%
Communication Services	3.1%	7.1%
Real Estate	1.5%	0.4%

Return for Risk

IQLT vs. DIHP — Risk / Return Rank

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

IQLT

IQLT Risk / Return Rank: 35
IQLT Sharpe Ratio Rank: 34
IQLT Sortino Ratio Rank: 33
IQLT Omega Ratio Rank: 31
IQLT Calmar Ratio Rank: 35
IQLT Martin Ratio Rank: 41

DIHP

DIHP Risk / Return Rank: 39
DIHP Sharpe Ratio Rank: 40
DIHP Sortino Ratio Rank: 39
DIHP Omega Ratio Rank: 39
DIHP Calmar Ratio Rank: 37
DIHP Martin Ratio Rank: 41

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.

IQLT vs. DIHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP). 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.

	IQLT	DIHP	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.27	-0.16
Sortino ratio: Return per unit of downside risk	1.65	1.84	-0.18
Omega ratio: Gain probability vs. loss probability	1.20	1.23	-0.04
Calmar ratio: Return relative to maximum drawdown	1.60	1.66	-0.06
Martin ratio: Return relative to average drawdown	6.09	5.97	+0.12

IQLT vs. DIHP - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.11, which is comparable to the DIHP Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IQLT and DIHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IQLT vs. DIHP - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, which is greater than DIHP's maximum drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for IQLT and DIHP.

Drawdown Indicators

	IQLT	DIHP	Difference
Max Drawdown Largest peak-to-trough decline	-32.21%	-24.94%	-7.27%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-10.92%	+0.54%
Max Drawdown (3Y) Largest decline over 3 years	-13.18%	-12.42%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-30.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.21%	—	—
Current Drawdown Current decline from peak	-2.04%	-3.41%	+1.37%
Average Drawdown Average peak-to-trough decline	-6.19%	-4.81%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	3.04%	-0.31%

Volatility

IQLT vs. DIHP - Volatility Comparison

iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP) have volatilities of 5.10% and 4.92%, 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.

Volatility by Period

	IQLT	DIHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	4.92%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	12.08%	+0.66%
Volatility (1Y) Calculated over the trailing 1-year period	14.96%	14.33%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	16.30%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.80%	16.30%	+0.50%

IQLT vs. DIHP - Expense Ratio Comparison

IQLT has a 0.30% expense ratio, which is higher than DIHP's 0.29% expense ratio.

Dividends

IQLT vs. DIHP - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.47%, more than DIHP's 1.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIHP Dimensional International High Profitability ETF	1.98%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IQLT iShares MSCI Intl Quality Factor ETF	2.47%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%

Frequently Asked Questions

Can I hold both IQLT and DIHP in my portfolio?

With a correlation of 0.97, IQLT and DIHP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IQLT or DIHP?

IQLT has higher volatility (5.10%) compared to DIHP (4.92%). In terms of maximum drawdown, IQLT dropped -32.21% vs DIHP's -24.94%.

Which ETF is better, IQLT or DIHP?

On 3-year performance, IQLT leads with 14.50% vs 14.45% for DIHP. On fees, DIHP is cheaper at 0.29% per year. On volatility, DIHP has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IQLT or DIHP?

Over the 3-year period, IQLT has performed better with a 14.50% return vs 14.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IQLT or DIHP?

DIHP is cheaper with a 0.29% expense ratio, compared with 0.30% for IQLT.

Which ETF pays a higher dividend yield, IQLT or DIHP?

IQLT has the higher dividend yield at 2.47%, compared with 1.98% for DIHP.

What is the main difference between IQLT and DIHP?

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.30% for IQLT and 0.29% for DIHP.

Which has better risk-adjusted returns?

DIHP currently has the higher Sharpe Ratio (1.27 vs 1.11), 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.