Invesco S&P 500® Downside Hedged ETF (PHDG)
PHDG is an actively managed ETF by Invesco. PHDG launched on Dec 6, 2012 and has a 0.40% expense ratio.
ETF Info
US73935B8054
46090A705
Dec 6, 2012
Developed Markets (Broad)
1x
No Index (Active)
Multi-Cap
Blend
Expense Ratio
PHDG features an expense ratio of 0.40%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® Downside Hedged ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Invesco S&P 500® Downside Hedged ETF had a return of 12.56% year-to-date (YTD) and 13.86% in the last 12 months. Over the past 10 years, Invesco S&P 500® Downside Hedged ETF had an annualized return of 4.76%, while the S&P 500 had an annualized return of 10.96%, indicating that Invesco S&P 500® Downside Hedged ETF did not perform as well as the benchmark.
PHDG
12.56%
-0.08%
1.82%
13.86%
7.64%
4.76%
^GSPC (Benchmark)
23.00%
-0.84%
7.20%
24.88%
12.77%
10.96%
Monthly Returns
The table below presents the monthly returns of PHDG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.99% | 4.25% | 2.49% | -4.32% | 3.05% | 3.62% | -0.78% | 1.71% | 1.84% | -0.26% | 1.73% | 12.56% | |
| 2023 | 3.28% | -2.61% | 1.80% | -0.12% | -0.34% | 2.22% | 2.79% | -4.50% | -4.34% | 0.40% | 5.51% | 4.38% | 8.19% |
| 2022 | -2.36% | -2.45% | -0.20% | -4.23% | -0.69% | -4.87% | 6.75% | -0.37% | -1.77% | 3.77% | -2.38% | -5.60% | -14.09% |
| 2021 | 2.75% | -0.47% | -0.10% | 4.65% | -0.33% | 1.15% | 1.72% | 2.16% | -3.16% | 3.27% | 2.79% | 0.45% | 15.67% |
| 2020 | 0.58% | -0.82% | 5.18% | 2.30% | 2.24% | 1.29% | 3.37% | 7.20% | -3.77% | -1.24% | -1.20% | 2.88% | 18.99% |
| 2019 | 2.49% | 2.97% | 1.02% | 2.15% | -5.49% | 4.74% | 1.52% | -3.23% | -0.15% | -2.97% | 3.13% | 2.59% | 8.56% |
| 2018 | 5.92% | 2.92% | -5.05% | -1.56% | 1.92% | -0.90% | 3.29% | 2.55% | 0.38% | -5.75% | -0.39% | -5.03% | -2.44% |
| 2017 | 1.13% | 3.93% | -0.14% | 0.08% | 1.75% | -0.99% | 2.61% | 0.19% | 1.53% | 1.58% | 2.58% | 0.69% | 15.89% |
| 2016 | -2.96% | 0.42% | 4.26% | -0.72% | 0.16% | -4.73% | 1.44% | 0.02% | 0.21% | -1.93% | 2.01% | 1.56% | -0.58% |
| 2015 | -1.69% | 2.52% | -3.83% | -0.78% | -0.19% | -2.68% | -1.20% | -2.82% | -2.90% | 3.58% | 0.36% | -0.48% | -9.89% |
| 2014 | -3.19% | 3.63% | 0.77% | -2.13% | 1.82% | 1.44% | 0.14% | 1.44% | -0.03% | 2.57% | 1.87% | -2.94% | 5.25% |
| 2013 | 2.20% | 1.25% | 1.64% | 0.58% | 2.87% | -0.14% | 2.11% | -2.75% | 0.02% | 1.37% | 2.47% | 1.02% | 13.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PHDG is 60, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P 500® Downside Hedged ETF (PHDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco S&P 500® Downside Hedged ETF provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.56 | $0.66 | $0.44 | $0.17 | $0.21 | $0.50 | $0.41 | $0.50 | $0.55 | $0.41 | $1.52 | $0.49 |
Dividend yield | 1.46% | 1.93% | 1.35% | 0.44% | 0.63% | 1.80% | 1.56% | 1.83% | 2.29% | 1.65% | 5.45% | 1.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500® Downside Hedged 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.56 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.66 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.22 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.17 |
| 2020 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.21 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.20 | $0.50 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.15 | $0.41 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.50 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.27 | $0.55 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.19 | $0.41 |
| 2014 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.34 | $1.52 |
| 2013 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.29 | $0.49 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500® Downside Hedged 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® Downside Hedged ETF was 17.70%, occurring on Nov 3, 2016. Recovery took 270 trading sessions.
The current Invesco S&P 500® Downside Hedged ETF drawdown is 3.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.7% | Dec 8, 2014 | 482 | Nov 3, 2016 | 270 | Dec 11, 2017 | 752 |
| -17.06% | Dec 28, 2021 | 446 | Oct 5, 2023 | 172 | Jun 12, 2024 | 618 |
| -15.87% | Mar 19, 2020 | 18 | Apr 14, 2020 | 92 | Aug 24, 2020 | 110 |
| -12.78% | Feb 7, 2018 | 223 | Jan 3, 2019 | 295 | Mar 12, 2020 | 518 |
| -10.06% | Sep 3, 2020 | 12 | Sep 21, 2020 | 142 | Apr 15, 2021 | 154 |
Volatility
Volatility Chart
The current Invesco S&P 500® Downside Hedged ETF volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.