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SPHQ vs. IDHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHQ vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Quality ETF (SPHQ) 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, SPHQ achieves a 16.79% return, which is significantly lower than IDHQ's 19.79% return. Over the past 10 years, SPHQ has outperformed IDHQ with an annualized return of 15.27%, while IDHQ has yielded a comparatively lower 10.67% annualized return.


SPHQ

1D
1.02%
1M
4.96%
YTD
16.79%
6M
15.77%
1Y
26.53%
3Y*
22.40%
5Y*
14.55%
10Y*
15.27%

IDHQ

1D
-0.33%
1M
3.46%
YTD
19.79%
6M
21.75%
1Y
30.93%
3Y*
18.28%
5Y*
8.69%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHQ vs. IDHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHQ
Invesco S&P 500 Quality ETF
16.79%13.25%25.44%24.83%-15.76%28.03%17.36%33.64%-7.10%19.10%
IDHQ
Invesco S&P International Developed High Quality ETF
19.79%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%28.16%

Correlation

The correlation between SPHQ and IDHQ is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2007

0.65

The correlation between SPHQ and IDHQ has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.

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Return for Risk

SPHQ vs. IDHQ — Risk / Return Rank

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

SPHQ
SPHQ Risk / Return Rank: 6666
Overall Rank
SPHQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 6060
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7373
Martin Ratio Rank

IDHQ
IDHQ Risk / Return Rank: 5151
Overall Rank
IDHQ Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 5050
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 5050
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 5656
Martin Ratio Rank
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.

SPHQ vs. IDHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Quality ETF (SPHQ) 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.


SPHQIDHQDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.32

1.28

+0.04

Calmar ratioReturn relative to maximum drawdown

2.75

2.19

+0.55

Martin ratioReturn relative to average drawdown

11.76

8.67

+3.09

SPHQ vs. IDHQ - Sharpe Ratio Comparison

The current SPHQ Sharpe Ratio is 1.85, which is comparable to the IDHQ Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SPHQ 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

SPHQ vs. IDHQ - Drawdown Comparison

The maximum SPHQ drawdown since its inception was -57.83%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for SPHQ and IDHQ.


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Drawdown Indicators


SPHQIDHQDifference

Max Drawdown

Largest peak-to-trough decline

-57.83%

-73.84%

+16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-13.44%

+4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-14.07%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-33.54%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-33.54%

+1.94%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-10.69%

-21.16%

+10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.41%

-1.32%

Volatility

SPHQ vs. IDHQ - Volatility Comparison

The current volatility for Invesco S&P 500 Quality ETF (SPHQ) is 4.92%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 9.75%. This indicates that SPHQ experiences smaller price fluctuations and is considered to be less risky 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


SPHQIDHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

9.75%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

18.25%

-7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

20.20%

-7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

17.74%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

18.06%

-0.16%

SPHQ vs. IDHQ - Expense Ratio Comparison

SPHQ has a 0.15% expense ratio, which is lower than IDHQ's 0.29% expense ratio.


Dividends

SPHQ vs. IDHQ - Dividend Comparison

SPHQ's dividend yield for the trailing twelve months is around 1.03%, less than IDHQ's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPHQ
Invesco S&P 500 Quality ETF
1.03%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%

Frequently Asked Questions


SPHQ and IDHQ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDHQ has higher volatility (9.75%) compared to SPHQ (4.92%). In terms of maximum drawdown, SPHQ dropped -57.83% vs IDHQ's -73.84%.

On 10-year performance, SPHQ leads with 15.27% vs 10.67% for IDHQ. On fees, SPHQ is cheaper at 0.15% per year. On volatility, SPHQ has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHQ has performed better with a 15.27% return vs 10.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHQ 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 1.03% for SPHQ.

SPHQ is categorized as S&P 500, while IDHQ is Foreign Large Cap Equities. SPHQ tracks S&P 500 Quality Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Their fees differ too: 0.15% for SPHQ and 0.29% for IDHQ.

SPHQ currently has the higher Sharpe Ratio (1.85 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.

Portfolio Optimizer

Find the right allocation for SPHQ and IDHQ

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