TTAI vs. IDHQ
TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. TTAI is actively managed, while IDHQ is passively managed. Over the past 5 years, TTAI returned 0.74%/yr vs 9.11%/yr for IDHQ. A 0.80 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.29%/yr for IDHQ.
Performance
TTAI vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, TTAI achieves a -0.75% return, which is significantly lower than IDHQ's 23.96% return.
TTAI
- 1D
- -2.47%
- 1M
- -3.12%
- 6M
- -4.14%
- YTD
- -0.75%
- 1Y
- 3.81%
- 3Y*
- 6.06%
- 5Y*
- 0.74%
- 10Y*
- —
IDHQ
- 1D
- -1.06%
- 1M
- 3.48%
- 6M
- 17.70%
- YTD
- 23.96%
- 1Y
- 34.45%
- 3Y*
- 18.63%
- 5Y*
- 9.11%
- 10Y*
- 10.54%
TTAI vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | -0.75% | 13.27% | 0.39% | 18.22% | -24.37% | 16.87% | 18.30% | 24.52% | -17.73% | 7.78% |
IDHQ Invesco S&P International Developed High Quality ETF | 23.96% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 7.95% |
Correlation
The correlation between TTAI and IDHQ is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.80 |
The correlation between TTAI and IDHQ has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
TTAI vs. IDHQ — Risk / Return Rank
TTAI
IDHQ
TTAI vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) 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.
| TTAI | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.31 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.58 | -2.28 |
| Martin ratioReturn relative to average drawdown | 0.99 | 10.14 | -9.15 |
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Drawdowns
TTAI vs. IDHQ - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for TTAI and IDHQ.
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Drawdown Indicators
| TTAI | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -73.84% | +39.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -13.44% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -14.07% | -7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -33.54% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -7.10% | -2.57% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -21.09% | +11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.41% | +0.45% |
Volatility
TTAI vs. IDHQ - Volatility Comparison
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 8.56% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 7.92%. This indicates that TTAI'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
| TTAI | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 7.92% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 18.93% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 20.78% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 17.85% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 17.97% | +1.09% |
TTAI vs. IDHQ - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
TTAI vs. IDHQ - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.44%, more than IDHQ's 2.04% yield.
| 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% |
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.44% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% | 0.00% | 0.00% |
Frequently Asked Questions
TTAI and IDHQ have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTAI has higher volatility (8.56%) compared to IDHQ (7.92%). In terms of maximum drawdown, TTAI dropped -34.17% vs IDHQ's -73.84%.
On 5-year performance, IDHQ leads with 9.11% vs 0.74% for TTAI. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 7.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IDHQ has performed better with a 9.11% return vs 0.74%. 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 0.61% for TTAI.
TTAI has the higher dividend yield at 2.44%, compared with 2.04% for IDHQ.
They also come from different issuers: TrimTabs and Invesco. Their fees differ too: 0.61% for TTAI and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.67 vs 0.20), 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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