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QSML vs. IDHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSML vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Invesco S&P International Developed High Quality ETF (IDHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSML achieves a 19.46% return, which is significantly lower than IDHQ's 27.25% return.


QSML

1D
1.98%
1M
2.30%
6M
15.89%
YTD
19.46%
1Y
31.80%
3Y*
5Y*
10Y*
ALL TIME*
13.80%

IDHQ

1D
0.78%
1M
0.59%
6M
18.33%
YTD
27.25%
1Y
42.41%
3Y*
20.69%
5Y*
9.61%
10Y*
10.76%
ALL TIME*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.00M$6.33M$5.63M
$17.22K$17.81K$19.02K

QSML vs. IDHQ - Yearly Performance Comparison


Correlation

The correlation between QSML and IDHQ is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.61

The correlation between QSML and IDHQ has been stable across timeframes, ranging from 0.61 to 0.61 - a consistent structural relationship.

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Return for Risk

QSML vs. IDHQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QSML
QSML Risk / Return Rank: 7575
Overall Rank
QSML Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QSML Sortino Ratio Rank: 7979
Sortino Ratio Rank
QSML Omega Ratio Rank: 7070
Omega Ratio Rank
QSML Calmar Ratio Rank: 7878
Calmar Ratio Rank
QSML Martin Ratio Rank: 7575
Martin Ratio Rank

IDHQ
IDHQ Risk / Return Rank: 8585
Overall Rank
IDHQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 8484
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QSML vs. IDHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) 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.


QSMLIDHQDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.98

3.17

-0.19

Martin ratioReturn relative to average drawdown

10.05

12.70

-2.65

QSML vs. IDHQ - Sharpe Ratio Comparison

The current QSML Sharpe Ratio is 1.83, which is comparable to the IDHQ Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of QSML and IDHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QSML vs. IDHQ - Drawdown Comparison

The maximum QSML drawdown since its inception was -28.54%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for QSML and IDHQ.


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Drawdown Indicators


QSMLIDHQDifference

Max Drawdown

Largest peak-to-trough decline

-28.54%

-73.84%

+45.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-13.44%

+2.72%

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 Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-5.63%

-21.03%

+15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.35%

-0.18%

Volatility

QSML vs. IDHQ - Volatility Comparison

Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has a higher volatility of 4.71% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.02%. This indicates that QSML's price experiences larger fluctuations and is considered to be riskier than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSMLIDHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.02%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

18.89%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

20.72%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

17.86%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

17.98%

+2.61%

QSML vs. IDHQ - Expense Ratio Comparison

QSML has a 0.38% expense ratio, which is higher than IDHQ's 0.29% expense ratio.


Dividends

QSML vs. IDHQ - Dividend Comparison

QSML's dividend yield for the trailing twelve months is around 0.52%, less than IDHQ's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IDHQ
Invesco S&P International Developed High Quality ETF
1.99%2.46%2.41%2.52%3.33%2.10%1.60%2.10%2.67%1.68%2.36%1.71%
QSML
Wisdomtree U.S. Smallcap Quality Growth Fund
0.52%0.62%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QSML and IDHQ have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSML has higher volatility (4.71%) compared to IDHQ (4.02%). In terms of maximum drawdown, QSML dropped -28.54% vs IDHQ's -73.84%.

On 1-year performance, IDHQ leads with 42.41% vs 31.80% for QSML. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IDHQ has performed better with a 42.41% return vs 31.80%. 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 0.38% for QSML.

IDHQ has the higher dividend yield at 1.99%, compared with 0.52% for QSML.

QSML tracks WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for QSML and 0.29% for IDHQ.

IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.83), 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.

Portfolio Optimizer

Find the right allocation for QSML and IDHQ

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