SEIQ vs. IDHQ
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds. SEIQ is actively managed, while IDHQ is passively managed. Over the past 3 years, SEIQ returned 13.11%/yr vs 19.52%/yr for IDHQ. Their 0.66 correlation means they have sometimes moved together and sometimes differently. SEIQ charges 0.15%/yr vs 0.29%/yr for IDHQ.
Performance
SEIQ vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, SEIQ achieves a 6.22% return, which is significantly lower than IDHQ's 26.27% return.
SEIQ
- 1D
- 0.32%
- 1M
- 2.35%
- 6M
- 6.00%
- YTD
- 6.22%
- 1Y
- 13.02%
- 3Y*
- 13.11%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.90%
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 | |
| $2.13M | $3.08M | $2.14M |
SEIQ vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 6.22% | 12.51% | 16.15% | 22.66% | 1.51% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -1.59% |
Correlation
The correlation between SEIQ and IDHQ is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.66 |
The correlation between SEIQ and IDHQ shifts across timeframes, from 0.53 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SEIQ vs. IDHQ — Risk / Return Rank
SEIQ
IDHQ
SEIQ vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) 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.
| SEIQ | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.03 | -1.84 |
| Martin ratioReturn relative to average drawdown | 4.51 | 12.14 | -7.62 |
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Drawdowns
SEIQ vs. IDHQ - Drawdown Comparison
The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for SEIQ and IDHQ.
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Drawdown Indicators
| SEIQ | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -73.84% | +58.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -13.44% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -14.07% | -0.20% |
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 | -0.39% | -1.04% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -21.03% | +18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.35% | -0.80% |
Volatility
SEIQ vs. IDHQ - Volatility Comparison
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.09% 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
| SEIQ | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.17% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 18.92% | -9.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 20.74% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.85% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 17.97% | -3.39% |
SEIQ vs. IDHQ - Expense Ratio Comparison
SEIQ has a 0.15% expense ratio, which is lower than IDHQ's 0.29% expense ratio.
Dividends
SEIQ vs. IDHQ - Dividend Comparison
SEIQ's dividend yield for the trailing twelve months is around 0.90%, 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% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 0.90% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEIQ and IDHQ have a correlation of 0.53, 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 SEIQ (4.09%). In terms of maximum drawdown, SEIQ dropped -14.87% vs IDHQ's -73.84%.
On 3-year performance, IDHQ leads with 19.52% vs 13.11% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDHQ has performed better with a 19.52% return vs 13.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEIQ is cheaper with a 0.15% expense ratio, compared with 0.29% for IDHQ.
IDHQ has the higher dividend yield at 2.01%, compared with 0.90% for SEIQ.
They also come from different issuers: SEI and Invesco. Their fees differ too: 0.15% for SEIQ and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.00), 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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