JIDE vs. IDHQ
JIDE (JPMorgan International Dynamic ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - JIDE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. JIDE is actively managed, while IDHQ is passively managed. Their correlation of 0.90 means they have usually moved in the same direction. JIDE charges 0.55%/yr vs 0.29%/yr for IDHQ.
Performance
JIDE vs. IDHQ - Performance Comparison
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Returns By Period
JIDE
- 1D
- 0.49%
- 1M
- 0.98%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IDHQ
- 1D
- 0.58%
- 1M
- 0.65%
- 6M
- 17.03%
- YTD
- 24.25%
- 1Y
- 33.65%
- 3Y*
- 18.59%
- 5Y*
- 9.31%
- 10Y*
- 10.35%
- ALL TIME*
- 5.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.85M | $6.18M | $5.17M | |
| $2.26K | $2.87K | $27.28K |
JIDE vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JIDE JPMorgan International Dynamic ETF | 1.82% |
IDHQ Invesco S&P International Developed High Quality ETF | 14.78% |
Correlation
The correlation between JIDE and IDHQ is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 28, 2026 | 0.90 |
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Return for Risk
JIDE vs. IDHQ — Risk / Return Rank
JIDE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
JIDE vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) 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.
| JIDE | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.51 | — |
| Martin ratioReturn relative to average drawdown | — | 10.06 | — |
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Drawdowns
JIDE vs. IDHQ - Drawdown Comparison
The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for JIDE and IDHQ.
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Drawdown Indicators
| JIDE | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.69% | -73.84% | +61.15% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -3.60% | -2.35% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -21.05% | +16.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.39% | — |
Volatility
JIDE vs. IDHQ - Volatility Comparison
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Volatility by Period
| JIDE | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.85% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.36% | 20.69% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 17.83% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 17.97% | +2.39% |
JIDE vs. IDHQ - Expense Ratio Comparison
JIDE has a 0.55% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
JIDE vs. IDHQ - Dividend Comparison
JIDE has not paid dividends to shareholders, while IDHQ's dividend yield for the trailing twelve months is around 2.04%.
| 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% |
JIDE JPMorgan International Dynamic ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, JIDE and IDHQ 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.
On fees, IDHQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.55% for JIDE.
IDHQ has the higher dividend yield at 2.04%, compared with 0.00% for JIDE.
JIDE is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.55% for JIDE and 0.29% for IDHQ.
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