Invesco S&P 500® High Beta ETF (SPHB)
SPHB is a passive ETF by Invesco tracking the investment results of the S&P 500 High Beta Index. SPHB launched on May 5, 2011 and has a 0.25% expense ratio.
ETF Info
| ISIN | US46138E3707 |
|---|---|
| CUSIP | 46138E370 |
| Issuer | Invesco |
| Inception Date | May 5, 2011 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | S&P 500 High Beta Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
SPHB has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: SPHB vs. SPLV, SPHB vs. VSDA, SPHB vs. XSVM, SPHB vs. QQQ, SPHB vs. SCHD, SPHB vs. TECL, SPHB vs. SPGP, SPHB vs. COWZ, SPHB vs. FTEC, SPHB vs. IVV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® High Beta 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® High Beta ETF had a return of 11.36% year-to-date (YTD) and 35.74% in the last 12 months. Over the past 10 years, Invesco S&P 500® High Beta ETF had an annualized return of 11.82%, while the S&P 500 benchmark had an annualized return of 11.39%, indicating that Invesco S&P 500® High Beta ETF performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.36% | 25.45% |
| 1 month | 0.40% | 2.91% |
| 6 months | 8.25% | 14.05% |
| 1 year | 35.74% | 35.64% |
| 5 years (annualized) | 17.43% | 14.13% |
| 10 years (annualized) | 11.82% | 11.39% |
Monthly Returns
The table below presents the monthly returns of SPHB, 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 | -2.45% | 4.91% | 4.38% | -6.56% | 1.46% | 1.74% | 2.95% | -1.36% | 4.21% | -2.94% | 11.36% | ||
| 2023 | 16.16% | -2.32% | -0.89% | -3.90% | 2.42% | 11.13% | 5.52% | -5.68% | -7.58% | -8.36% | 13.95% | 12.80% | 33.28% |
| 2022 | -5.86% | 1.59% | 0.74% | -11.48% | 1.37% | -13.87% | 15.71% | -4.92% | -10.90% | 8.69% | 9.46% | -8.55% | -20.59% |
| 2021 | -0.63% | 18.45% | 4.27% | 4.90% | 5.18% | -1.19% | -3.69% | 2.72% | -1.96% | 7.51% | -2.63% | 3.48% | 40.58% |
| 2020 | -4.07% | -9.21% | -26.80% | 19.31% | 9.15% | 5.62% | 2.22% | 6.92% | -4.57% | 1.76% | 25.90% | 7.14% | 25.56% |
| 2019 | 12.95% | 3.86% | 0.52% | 6.23% | -11.68% | 10.27% | 0.37% | -5.89% | 2.64% | 2.39% | 4.70% | 5.64% | 33.96% |
| 2018 | 5.88% | -3.78% | -1.57% | -1.29% | 4.72% | -1.60% | 2.91% | 2.33% | -0.36% | -12.88% | 1.97% | -11.17% | -15.55% |
| 2017 | 1.98% | 1.23% | -0.35% | -1.38% | -1.59% | 2.51% | 2.61% | -2.83% | 6.83% | 1.75% | 3.56% | 2.61% | 17.87% |
| 2016 | -12.30% | 0.16% | 12.02% | 6.56% | -0.03% | -4.03% | 6.27% | 3.40% | 2.06% | -1.73% | 12.88% | 0.86% | 26.21% |
| 2015 | -4.51% | 7.52% | -1.98% | 2.71% | -1.45% | -2.99% | -4.11% | -5.07% | -6.44% | 10.37% | 0.41% | -6.56% | -12.85% |
| 2014 | -3.66% | 5.70% | 0.23% | 0.16% | 2.25% | 4.63% | -2.86% | 5.51% | -2.64% | 2.53% | 1.24% | -0.52% | 12.68% |
| 2013 | 7.66% | -1.78% | 3.32% | -0.38% | 7.01% | -2.49% | 5.54% | -2.19% | 5.64% | 5.59% | 3.05% | 4.40% | 40.68% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPHB is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P 500® High Beta ETF (SPHB) 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® High Beta ETF provided a 0.84% dividend yield over the last twelve months, with an annual payout of $0.76 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.60 | $0.45 | $0.72 | $1.08 | $0.59 | $0.69 | $0.57 | $0.34 | $0.50 | $0.34 | $0.21 |
Dividend yield | 0.84% | 0.73% | 0.72% | 0.91% | 1.90% | 1.26% | 1.96% | 1.34% | 0.93% | 1.69% | 0.98% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500® High Beta 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 | $0.27 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.59 | |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.16 | $0.72 |
| 2020 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.25 | $1.08 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.59 |
| 2018 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.69 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.57 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.19 | $0.34 |
| 2015 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.50 |
| 2014 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.12 | $0.34 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.21 |
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® High Beta 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 Beta ETF was 46.84%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Invesco S&P 500® High Beta ETF drawdown is 1.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.84% | Jan 21, 2020 | 44 | Mar 23, 2020 | 53 | Jun 8, 2020 | 97 |
| -38.3% | May 11, 2011 | 91 | Oct 3, 2011 | 362 | Mar 14, 2013 | 453 |
| -34.5% | Apr 24, 2015 | 203 | Feb 11, 2016 | 193 | Nov 15, 2016 | 396 |
| -31.5% | Nov 9, 2021 | 235 | Oct 14, 2022 | 293 | Dec 14, 2023 | 528 |
| -27.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 244 | Dec 12, 2019 | 309 |
Volatility
Volatility Chart
The current Invesco S&P 500® High Beta ETF volatility is 5.89%, 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.