WisdomTree International Hedged Quality… (IHDG) Performance
IHDG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.2% since Dec 31, 2025
- 1 year
- +10.8% total return
- 5 years
- +7.4% a year
- 10 years
- +10.1% a year
- Since first price
- +9.2% a year since 2014
IHDG trailing returns vs SPY, QQQ, AGG
| Period | IHDG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.6% | −1.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.7% | −0.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.7% | +3.1% | +7.8% | +8.4% | −1.5% |
| YTD | +7.2% | +5.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.8% | +8.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +46.0%+13.4%/yr | +37.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +42.9%+7.4%/yr | +15.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +162.5%+10.1%/yr | +96.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionMay 7, 2014 | +199.4%+9.2%/yr | +104.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: IHDG vs SPY
From May 7, 2014: IHDG grew to $29,938, SPY to $49,831.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
IHDG returns by calendar year
9 of 11 full years positive. Best 2019 (+33.4%), worst 2018 (−12.0%). 2026 is year to date.
IHDG annual returns table
| Year | IHDG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.2% | −10.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +14.2% | −18.9% | +17.7% | +20.8% | +7.2% |
| 2024 | +6.0% | −9.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.0% | −7.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −11.5% | −19.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +19.7% | −7.3% | +28.7% | +27.4% | −1.8% |
| 2020 | +10.5% | −29.2% | +18.3% | +48.6% | +7.5% |
| 2019 | +33.4% | −5.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −12.0% | −18.5% | −4.6% | −0.1% | +0.1% |
| 2017 | +21.9% | −4.1% | +21.7% | +32.7% | +3.6% |
| 2016 | +1.7% | −9.7% | +12.0% | +7.1% | +2.4% |
| 2015 | +11.9% | −13.9% | +1.2% | +9.4% | +0.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
IHDG largest drawdowns
Now 4.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −29.2% | Mar 16, 2020 | Oct 8, 2020 | 26 days | 8 months |
| Jan 3, 2022 | −19.5% | Sep 26, 2022 | Apr 27, 2023 | 9 months | 1.3 years |
| Feb 18, 2025 | −18.9% | Apr 8, 2025 | Oct 2, 2025 | 49 days | 7 months |
| Aug 27, 2018 | −18.5% | Dec 24, 2018 | Apr 18, 2019 | 4 months | 8 months |
| Apr 27, 2015 | −14.8% | Feb 11, 2016 | Feb 9, 2017 | 10 months | 1.8 years |
| Feb 25, 2026 | −10.5% | Mar 20, 2026 | Jun 12, 2026 | 23 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
IHDG risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +12.6% | +8.2% | +10.2% | +9.2% |
| Volatility (annualized) | 10.4% | 13.1% | 12.7% | 12.5% |
| Sharpe ratio | 0.77 | 0.39 | 0.65 | 0.62 |
| Sortino ratio | 1.18 | 0.59 | 0.98 | 0.94 |
| Best month | +6.7% | +8.4% | +8.4% | +8.4% |
| Worst month | −6.8% | −8.3% | −9.2% | −9.2% |
| Best 12 months | +21.1% | +21.1% | +39.8% | +39.8% |
| Worst 12 months | −3.8% | −13.5% | −13.5% | −13.5% |
| Positive months | 69% | 62% | 65% | 62% |
| Beta vs S&P 500 | 0.62 | 0.71 | 0.71 | — |
| Correlation with S&P 500 | 0.74 | 0.85 | 0.86 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
IHDG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 138 | −13.5% | +10.6% | +39.8% | 83% |
| 3-year (a year) | 114 | +2.9% | +9.1% | +20.9% | 100% |
| 5-year (a year) | 90 | +4.1% | +9.4% | +13.6% | 100% |
| 10-year (a year) | 30 | +7.9% | +9.5% | +10.8% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
IHDG performance overview
WisdomTree International Hedged Quality… (IHDG) returned +10.8% over the past year and +10.1% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +9.2% a year, turning $10,000 into about $29,938. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −29.2%, from Feb 19, 2020 to Mar 16, 2020, and it took 7 months to get back to the old high. IHDG finished 9 of its 11 full calendar years with a gain; the best year was 2019 (+33.4%) and the worst 2018 (−12.0%). Volatility has been 12.5% a year.
Related: IHDG chart, IHDG holdings, IHDG dividends. See the IHDG overview for the latest quote and fund facts.
IHDG performance FAQ
What is the IHDG return over the past year?
IHDG returned +10.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 8.8%.
What is the average annual return of IHDG?
IHDG has returned +7.4% a year over 5 years, +10.1% a year over 10 years, +9.2% a year since May 7, 2014 (total return, distributions reinvested).
How much would $10,000 invested in IHDG be worth?
$10,000 invested in IHDG at its first recorded close on May 7, 2014 would be worth about $29,938 on October 23, 2026 with distributions reinvested.
What was the worst year for IHDG?
The worst calendar year was 2018, with a total return of −12.0%. The best was 2019 at +33.4%.
What is the biggest drawdown of IHDG?
The largest peak-to-trough decline was −29.2% between February 19, 2020 and March 16, 2020. It recovered to the old high on October 8, 2020, 7 months after the bottom.
How volatile is IHDG?
Over the past 3 years IHDG had an annualized volatility of 10.4% and a Sharpe ratio of 0.77 (excess return over 1–3 month T-bills per unit of risk).