VALQ vs. IDHQ
VALQ (American Century STOXX U.S. Quality Value ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds - VALQ tracks the iSTOXX American Century USA Quality Value Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 5 years, VALQ returned 8.85%/yr vs 9.61%/yr for IDHQ. Their 0.67 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.29% expense ratio.
Performance
VALQ vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, VALQ achieves a 7.41% return, which is significantly lower than IDHQ's 27.25% return.
VALQ
- 1D
- 0.64%
- 1M
- 1.46%
- 6M
- 2.65%
- YTD
- 7.41%
- 1Y
- 17.62%
- 3Y*
- 14.02%
- 5Y*
- 8.85%
- 10Y*
- —
- ALL TIME*
- 8.86%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.00M | $6.33M | $5.63M | |
| $217.95K | $474.87K | $401.20K |
VALQ vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VALQ American Century STOXX U.S. Quality Value ETF | 7.41% | 10.58% | 16.71% | 13.87% | -7.73% | 27.05% | 0.64% | 24.52% | -10.92% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -16.26% |
Correlation
The correlation between VALQ and IDHQ is 0.60, 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. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2018 | 0.67 |
The correlation between VALQ and IDHQ shifts across timeframes, from 0.60 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VALQ vs. IDHQ — Risk / Return Rank
VALQ
IDHQ
VALQ vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) 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.
| VALQ | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.17 | -0.92 |
| Martin ratioReturn relative to average drawdown | 6.47 | 12.70 | -6.23 |
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Drawdowns
VALQ vs. IDHQ - Drawdown Comparison
The maximum VALQ drawdown since its inception was -38.19%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for VALQ and IDHQ.
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Drawdown Indicators
| VALQ | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.19% | -73.84% | +35.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -13.44% | +5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -14.07% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -33.54% | +13.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.27% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -21.03% | +16.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.35% | -0.62% |
Volatility
VALQ vs. IDHQ - Volatility Comparison
The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 3.08%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 4.02%. This indicates that VALQ 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
| VALQ | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.02% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 18.89% | -10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 20.72% | -9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 17.86% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 17.98% | -0.43% |
VALQ vs. IDHQ - Expense Ratio Comparison
Both VALQ and IDHQ have an expense ratio of 0.29%.
Dividends
VALQ vs. IDHQ - Dividend Comparison
VALQ's dividend yield for the trailing twelve months is around 1.78%, less than IDHQ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VALQ American Century STOXX U.S. Quality Value ETF | 1.78% | 1.88% | 1.58% | 1.76% | 2.71% | 1.58% | 2.08% | 2.31% | 2.35% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VALQ and IDHQ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (4.02%) compared to VALQ (3.08%). In terms of maximum drawdown, VALQ dropped -38.19% vs IDHQ's -73.84%.
On 5-year performance, IDHQ leads with 9.61% vs 8.85% for VALQ. Both ETFs have the same 0.29% expense ratio. On volatility, VALQ has been the lower-risk option at 3.08%. 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 9.61% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VALQ and IDHQ have the same expense ratio: 0.29% per year.
IDHQ has the higher dividend yield at 1.99%, compared with 1.78% for VALQ.
VALQ tracks iSTOXX American Century USA Quality Value Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: American Century and Invesco.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.59), 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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