OUSA vs. IDHQ
OUSA (OShares U.S. Quality Dividend ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds - OUSA tracks the O'Shares US Quality Dividend 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, OUSA returned 10.36%/yr vs 10.64%/yr for IDHQ. Their 0.63 correlation means they have sometimes moved together and sometimes differently. OUSA charges 0.48%/yr vs 0.29%/yr for IDHQ.
Performance
OUSA vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, OUSA achieves a 6.53% return, which is significantly lower than IDHQ's 26.27% return. Both investments have delivered pretty close results over the past 10 years, with OUSA having a 10.36% annualized return and IDHQ not far ahead at 10.64%.
OUSA
- 1D
- 0.11%
- 1M
- 1.87%
- 6M
- 4.63%
- YTD
- 6.53%
- 1Y
- 15.60%
- 3Y*
- 12.64%
- 5Y*
- 8.87%
- 10Y*
- 10.36%
- ALL TIME*
- 10.68%
IDHQ
- 1D
- -1.04%
- 1M
- -0.18%
- 6M
- 17.73%
- YTD
- 26.27%
- 1Y
- 41.32%
- 3Y*
- 19.52%
- 5Y*
- 9.70%
- 10Y*
- 10.64%
- ALL TIME*
- 5.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.89M | $6.19M | $5.51M | |
| $914.72K | $1.31M | $1.45M |
OUSA vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OUSA OShares U.S. Quality Dividend ETF | 6.53% | 10.23% | 17.09% | 13.44% | -9.33% | 23.75% | 6.96% | 25.03% | -3.11% | 18.81% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between OUSA and IDHQ is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2015 | 0.63 |
Over the past year, the correlation between OUSA and IDHQ has dropped to 0.42 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
OUSA vs. IDHQ — Risk / Return Rank
OUSA
IDHQ
OUSA vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Quality Dividend ETF (OUSA) 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.
| OUSA | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.03 | -1.24 |
| Martin ratioReturn relative to average drawdown | 6.23 | 12.14 | -5.91 |
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Drawdowns
OUSA vs. IDHQ - Drawdown Comparison
The maximum OUSA drawdown since its inception was -33.12%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for OUSA and IDHQ.
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Drawdown Indicators
| OUSA | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -73.84% | +40.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -13.44% | +5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.14% | -14.07% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.54% | -33.54% | +14.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.12% | -33.54% | +0.42% |
Current DrawdownCurrent decline from peak | -0.75% | -1.04% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -21.03% | +17.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.35% | -0.96% |
Volatility
OUSA vs. IDHQ - Volatility Comparison
OShares U.S. Quality Dividend ETF (OUSA) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.00% and 4.17%, 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
| OUSA | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 4.17% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 18.92% | -10.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.27% | 20.74% | -10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 17.85% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 17.97% | -2.78% |
OUSA vs. IDHQ - Expense Ratio Comparison
OUSA has a 0.48% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
OUSA vs. IDHQ - Dividend Comparison
OUSA's dividend yield for the trailing twelve months is around 1.36%, less than IDHQ's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.01% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
OUSA OShares U.S. Quality Dividend ETF | 1.36% | 1.39% | 1.50% | 1.81% | 1.92% | 1.56% | 2.03% | 2.31% | 3.06% | 2.15% | 2.32% | 1.17% |
Frequently Asked Questions
OUSA and IDHQ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (4.17%) compared to OUSA (4.00%). In terms of maximum drawdown, OUSA dropped -33.12% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.64% vs 10.36% for OUSA. On fees, IDHQ is cheaper at 0.29% per year. On volatility, OUSA has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDHQ has performed better with a 10.64% return vs 10.36%. 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 0.48% for OUSA.
IDHQ has the higher dividend yield at 2.01%, compared with 1.36% for OUSA.
OUSA tracks O'Shares US Quality Dividend Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: O'Shares Investments and Invesco. Their fees differ too: 0.48% for OUSA and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.46), 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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