PortfoliosLab logoPortfoliosLab logo
ISIN
US46137V1594
CUSIP
46137V159
Issuer
Invesco
Inception Date
Dec 15, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P U.S. Spin-Off Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$215M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

CSD Performance Chart

Invesco S&P Spin-Off ETF (CSD) is up 47.9% since the beginning of the year. CSD is currently trading at $148 per share. Investors who bought $1,000 worth of CSD shares 5 years ago would now be looking at an investment worth $2,369.


Loading charts...

S&P 500 Index

Returns By Period

Invesco S&P Spin-Off ETF (CSD) has returned 47.93% so far this year and 82.98% over the past 12 months. Looking at the last ten years, CSD has achieved an annualized return of 15.26%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Invesco S&P Spin-Off ETF

1D
0.87%
1M
8.78%
YTD
47.93%
6M
45.35%
1Y
82.98%
3Y*
39.20%
5Y*
18.83%
10Y*
15.26%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSD Monthly Returns History

Based on dividend-adjusted daily data since Dec 15, 2006, CSD's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +21.7%, while the worst month was Mar 2020 at -33.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CSD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -16.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.19%8.95%-6.74%13.35%8.00%6.97%47.93%
20257.68%-8.08%-7.75%-2.04%8.78%4.95%2.93%2.14%5.57%3.49%2.88%0.74%21.58%
2024-3.04%8.86%4.26%-3.75%4.60%-2.54%8.31%1.33%5.12%2.90%7.54%-7.44%27.61%
202311.08%-0.71%-2.01%-1.92%-4.14%6.76%5.02%-1.92%-4.27%-4.66%10.91%9.43%23.77%
2022-3.49%-0.91%1.04%-5.33%0.96%-13.05%8.92%-1.68%-10.88%11.95%5.79%-6.38%-15.04%
20211.57%7.60%3.79%2.79%1.87%-2.01%0.68%3.14%-6.19%3.49%-6.98%3.55%13.01%

Benchmark Metrics

Invesco S&P Spin-Off ETF has an annualized alpha of 2.90%, beta of 0.96, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 15, 2006.

  • This ETF captured 124.00% of S&P 500 Index gains and 114.54% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.96 and R2 of 0.64, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.90%
Beta
0.96
0.64
Upside Capture
124.00%
Downside Capture
114.54%

Expense Ratio

CSD has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CSD ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CSD Risk / Return Rank: 9393
Overall Rank
CSD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 9191
Sortino Ratio Rank
CSD Omega Ratio Rank: 8989
Omega Ratio Rank
CSD Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSD Martin Ratio Rank: 9595
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P Spin-Off ETF (CSD) and compare them to S&P 500 Index.

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.


CSDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

7.36

2.78

+4.57

Martin ratioReturn relative to average drawdown

28.78

12.44

+16.34

Dividends

Dividend History

Invesco S&P Spin-Off ETF provided a 0.11% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.16$0.16$0.14$0.33$0.45$0.45$0.55$0.55$0.42$0.31$0.70$1.00

Dividend yield

0.11%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P Spin-Off ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P Spin-Off ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P Spin-Off ETF was 70.47%, occurring on Nov 20, 2008. Recovery took 1020 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-70.47%Nov 2008
1y 4mo4y 22d
5y 4moJul 2007 - Dec 2012
COVID crash2020
-57.55%Mar 2020
1y 5mo9mo 3d
2y 2moSep 2018 - Dec 2020
2016 bear market2016
-31.85%Feb 2016
10mo 4d1y 2mo
2y 13dApr 2015 - Apr 2017
2025 selloff2025
-30.15%Apr 2025
2mo 14d4mo 21d
7mo 5dJan 2025 - Aug 2025
Bear market2022
-29.31%Sep 2022
1y 27d1y 4mo
2y 5moSep 2021 - Feb 2024

Drawdown Indicators


CSDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.47%

-56.78%

-13.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-9.10%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-30.15%

-18.90%

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

-25.43%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-57.55%

-33.92%

-23.63%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-14.20%

-10.71%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.03%

+0.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CSD

Add Invesco S&P Spin-Off ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CSD