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Invesco S&P 500® High Beta ETF (SPHB)

ETF · Currency in USD · Last updated Jun 2, 2023

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

ISINUS46138E3707
CUSIP46138E370
IssuerInvesco
Inception DateMay 5, 2011
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedS&P 500 High Beta Index
Asset ClassEquity

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.


0.25%
0.00%2.15%

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%2023FebruaryMarchAprilMayJune
5.53%
5.56%
SPHB (Invesco S&P 500® High Beta ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SPHB

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%.


PeriodReturnBenchmark
1 month6.44%3.18%
Year-To-Date12.37%9.94%
6 months2.96%3.67%
1 year0.85%1.06%
5 years (annualized)11.06%9.08%
10 years (annualized)12.25%9.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202316.16%-2.32%-0.89%-3.90%2.42%
20229.46%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPHB
Invesco S&P 500® High Beta ETF
0.10
^GSPC
S&P 500
0.10

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco S&P 500® High Beta ETF Sharpe ratio is 0.10. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
0.10
0.10
SPHB (Invesco S&P 500® High Beta ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-14.53%
-12.00%
SPHB (Invesco S&P 500® High Beta ETF)
Benchmark (^GSPC)

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, 202044Mar 23, 202053Jun 8, 202097
-38.3%May 11, 201191Oct 3, 2011362Mar 14, 2013453
-34.5%Apr 24, 2015203Feb 11, 2016193Nov 15, 2016396
-31.5%Nov 9, 2021235Oct 14, 2022
-27.73%Sep 21, 201865Dec 24, 2018244Dec 12, 2019309

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.


2.00%4.00%6.00%8.00%10.00%12.00%2023FebruaryMarchAprilMayJune
6.33%
3.68%
SPHB (Invesco S&P 500® High Beta ETF)
Benchmark (^GSPC)