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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Invesco S&P 500 High Dividend Low Volatility UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
HDLG.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.
Returns By Period
Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLG.L) has returned 5.52% so far this year and 0.19% over the past 12 months. Over the last ten years, HDLG.L has returned 7.39% per year, falling short of the S&P 500 Index benchmark, which averaged 12.98% annually.
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
- 1D
- -0.57%
- 1M
- -3.49%
- YTD
- 5.52%
- 6M
- 4.79%
- 1Y
- 0.19%
- 3Y*
- 7.05%
- 5Y*
- 7.47%
- 10Y*
- 7.39%
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since May 12, 2015, HDLG.L's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jun 2016 with a return of +12.7%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HDLG.L closed higher 53% of trading days. The best single day was Jun 24, 2016 with a return of +6.6%, while the worst single day was Mar 12, 2020 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.42% | 7.80% | -3.49% | 5.52% | |||||||||
| 2025 | 2.67% | 1.52% | -2.56% | -8.36% | -0.56% | -1.38% | 4.85% | 1.15% | 0.31% | -0.96% | 2.36% | -2.04% | -3.57% |
| 2024 | -0.12% | 0.99% | 5.01% | -0.68% | 0.72% | 0.68% | 5.68% | 1.47% | 0.56% | 4.19% | 4.47% | -5.40% | 18.46% |
| 2023 | 0.49% | -1.44% | -5.27% | -0.51% | -5.58% | 2.66% | 2.82% | -1.16% | -0.74% | -2.98% | 2.95% | 4.73% | -4.52% |
| 2022 | 0.63% | 0.23% | 8.21% | 4.02% | 0.54% | -3.52% | 2.33% | 3.01% | -6.22% | 4.98% | 0.76% | -2.36% | 12.44% |
| 2021 | 3.27% | 1.41% | 9.79% | 2.98% | -0.26% | 0.36% | -0.54% | 2.02% | -0.88% | -0.44% | 1.20% | 5.28% | 26.47% |
Benchmark Metrics
Invesco S&P 500 High Dividend Low Volatility UCITS ETF has an annualized alpha of 5.53%, beta of 0.38, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since May 13, 2015.
- This ETF participated in 68.80% of S&P 500 Index downside but only 68.05% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.38 may look defensive, but with R² of 0.19 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.19 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.53%
- Beta
- 0.38
- R²
- 0.19
- Upside Capture
- 68.05%
- Downside Capture
- 68.80%
Expense Ratio
HDLG.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
HDLG.L ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLG.L) and compare them to a chosen benchmark (S&P 500 Index).
| HDLG.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.73 | -0.72 |
Sortino ratioReturn per unit of downside risk | 0.11 | 1.14 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.24 | -1.21 |
Martin ratioReturn relative to average drawdown | 0.06 | 4.87 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore HDLG.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco S&P 500 High Dividend Low Volatility UCITS ETF provided a 3.69% dividend yield over the last twelve months, with an annual payout of £1.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £1.03 | £1.05 | £1.00 | £1.04 | £0.96 | £0.84 | £0.97 | £0.95 | £0.84 | £0.77 | £0.70 | £0.32 |
Dividend yield | 3.69% | 3.93% | 3.46% | 4.12% | 3.49% | 3.30% | 4.65% | 3.77% | 3.67% | 3.18% | 2.88% | 1.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500 High Dividend Low Volatility UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.23 | £0.23 | |||||||||
| 2025 | £0.00 | £0.00 | £0.25 | £0.00 | £0.00 | £0.31 | £0.00 | £0.00 | £0.21 | £0.00 | £0.00 | £0.28 | £1.05 |
| 2024 | £0.00 | £0.00 | £0.22 | £0.00 | £0.00 | £0.26 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.28 | £1.00 |
| 2023 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.27 | £0.00 | £0.00 | £0.28 | £0.00 | £0.00 | £0.26 | £1.04 |
| 2022 | £0.00 | £0.00 | £0.21 | £0.00 | £0.00 | £0.25 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.26 | £0.96 |
| 2021 | £0.00 | £0.00 | £0.19 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.18 | £0.00 | £0.00 | £0.22 | £0.84 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500 High Dividend Low Volatility UCITS 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 500 High Dividend Low Volatility UCITS ETF was 33.75%, occurring on Mar 23, 2020. Recovery took 282 trading sessions.
The current Invesco S&P 500 High Dividend Low Volatility UCITS ETF drawdown is 4.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.75% | Oct 1, 2019 | 121 | Mar 23, 2020 | 282 | May 6, 2021 | 403 |
| -17.84% | Aug 22, 2022 | 284 | Oct 6, 2023 | 204 | Jul 29, 2024 | 488 |
| -16.67% | Mar 3, 2017 | 269 | Mar 26, 2018 | 90 | Aug 3, 2018 | 359 |
| -15.61% | Nov 28, 2024 | 92 | Apr 9, 2025 | — | — | — |
| -10.07% | May 17, 2022 | 21 | Jun 16, 2022 | 41 | Aug 12, 2022 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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