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XSHQ vs. IDHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSHQ vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Quality ETF (XSHQ) 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, XSHQ achieves a 14.76% return, which is significantly lower than IDHQ's 26.27% return.


XSHQ

1D
-0.08%
1M
0.52%
6M
11.29%
YTD
14.76%
1Y
20.29%
3Y*
9.48%
5Y*
7.26%
10Y*
ALL TIME*
8.92%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.89M$6.19M$5.51M
$7.28M$3.86M$2.26M

XSHQ vs. IDHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSHQ
Invesco S&P SmallCap Quality ETF
14.76%0.89%7.49%23.88%-15.01%23.99%11.81%17.37%-6.11%7.18%
IDHQ
Invesco S&P International Developed High Quality ETF
26.27%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-13.38%6.67%

Correlation

The correlation between XSHQ and IDHQ is 0.63, 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.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.57

The correlation between XSHQ and IDHQ has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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Return for Risk

XSHQ vs. IDHQ — Risk / Return Rank

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

XSHQ
XSHQ Risk / Return Rank: 4545
Overall Rank
XSHQ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XSHQ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSHQ Omega Ratio Rank: 4040
Omega Ratio Rank
XSHQ Calmar Ratio Rank: 5050
Calmar Ratio Rank
XSHQ Martin Ratio Rank: 4444
Martin Ratio Rank

IDHQ
IDHQ Risk / Return Rank: 8484
Overall Rank
IDHQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 8484
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 8282
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.

XSHQ vs. IDHQ - Risk-Adjusted Trends Comparison

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


XSHQIDHQDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.78

3.03

-1.24

Martin ratioReturn relative to average drawdown

4.91

12.14

-7.23

XSHQ vs. IDHQ - Sharpe Ratio Comparison

The current XSHQ Sharpe Ratio is 1.06, which is lower than the IDHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XSHQ 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

XSHQ vs. IDHQ - Drawdown Comparison

The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for XSHQ and IDHQ.


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Drawdown Indicators


XSHQIDHQDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-73.84%

+35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-13.44%

+3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-14.07%

-13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-33.54%

+6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-0.55%

-1.04%

+0.49%

Average Drawdown

Average peak-to-trough decline

-9.19%

-21.03%

+11.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.35%

+0.38%

Volatility

XSHQ vs. IDHQ - Volatility Comparison

Invesco S&P SmallCap Quality ETF (XSHQ) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.23% 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


XSHQIDHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.17%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

18.92%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

20.74%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

17.85%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

17.97%

+5.03%

XSHQ vs. IDHQ - Expense Ratio Comparison

Both XSHQ and IDHQ have an expense ratio of 0.29%.


Dividends

XSHQ vs. IDHQ - Dividend Comparison

XSHQ's dividend yield for the trailing twelve months is around 1.18%, 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%
XSHQ
Invesco S&P SmallCap Quality ETF
1.18%1.48%1.18%1.15%2.02%1.25%1.24%1.11%1.16%0.60%0.00%0.00%

Frequently Asked Questions


XSHQ and IDHQ have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSHQ has higher volatility (4.23%) compared to IDHQ (4.17%). In terms of maximum drawdown, XSHQ dropped -38.33% vs IDHQ's -73.84%.

On 5-year performance, IDHQ leads with 9.70% vs 7.26% for XSHQ. Both ETFs have the same 0.29% expense ratio. Their volatility is very similar. 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 9.70% return vs 7.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSHQ and IDHQ have the same expense ratio: 0.29% per year.

IDHQ has the higher dividend yield at 2.01%, compared with 1.18% for XSHQ.

XSHQ tracks S&P SmallCap 600 Quality Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index.

IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.06), 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 XSHQ and IDHQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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