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 |
| Index Tracked | S&P 500 High Beta Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Invesco S&P 500® High Beta ETF has a high expense ratio of 0.25%, indicating higher-than-average management fees.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
Invesco S&P 500® High Beta ETF had a return of 12.37% year-to-date (YTD) and 0.85% in the last 12 months. Over the past 10 years, Invesco S&P 500® High Beta ETF had an annualized return of 12.25%, outperforming the S&P 500 benchmark which had an annualized return of 9.99%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 6.44% | 3.18% |
| Year-To-Date | 12.37% | 9.94% |
| 6 months | 2.96% | 3.67% |
| 1 year | 0.85% | 1.06% |
| 5 years (annualized) | 11.06% | 9.08% |
| 10 years (annualized) | 12.25% | 9.99% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 16.16% | -2.32% | -0.89% | -3.90% | 2.42% | |||||||
| 2022 | 9.46% | -8.55% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Beta ETF (SPHB) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPHB Invesco S&P 500® High Beta ETF | 0.10 | ||||
^GSPC S&P 500 | 0.10 |
Dividend History
Invesco S&P 500® High Beta ETF granted a 0.82% dividend yield in the last twelve months. The annual payout for that period amounted to $0.57 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.45 | $0.72 | $1.08 | $0.59 | $0.69 | $0.57 | $0.34 | $0.49 | $0.34 | $0.21 | $0.19 |
Dividend yield | 0.82% | 0.72% | 0.92% | 1.94% | 1.32% | 2.09% | 1.45% | 1.02% | 1.88% | 1.11% | 0.79% | 1.01% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | |||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 |
| 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 |
| 2015 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 |
| 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 |
| 2013 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 |
| 2012 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Invesco S&P 500® High Beta ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Invesco S&P 500® High Beta ETF is 46.84%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.
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 | — | — | — |
| -27.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 244 | Dec 12, 2019 | 309 |
Volatility Chart
The current Invesco S&P 500® High Beta ETF volatility is 6.33%, 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.