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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 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.
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Returns By Period
Invesco S&P 500® High Beta ETF (SPHB) has returned -0.67% so far this year and 49.23% over the past 12 months. Looking at the last ten years, SPHB has achieved an annualized return of 16.49%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Invesco S&P 500® High Beta ETF
- 1D
- 4.12%
- 1M
- -5.62%
- YTD
- -0.67%
- 6M
- 5.99%
- 1Y
- 49.23%
- 3Y*
- 19.28%
- 5Y*
- 11.25%
- 10Y*
- 16.49%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2011, SPHB's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +25.9%, while the worst month was Mar 2020 at -26.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SPHB closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +14.1%, while the worst single day was Mar 16, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.57% | 1.61% | -5.62% | -0.67% | |||||||||
| 2025 | 3.00% | -4.86% | -9.75% | 1.16% | 11.03% | 11.15% | 5.40% | 2.01% | 4.89% | 4.83% | -1.66% | 3.51% | 32.87% |
| 2024 | -2.45% | 4.91% | 4.38% | -6.56% | 1.46% | 1.74% | 2.95% | -1.36% | 4.21% | -2.94% | 7.49% | -4.65% | 8.48% |
| 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% | -13.86% | 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% |
Benchmark Metrics
Invesco S&P 500® High Beta ETF has an annualized alpha of -1.63%, beta of 1.41, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since May 06, 2011.
- This ETF captured 144.24% of S&P 500 Index gains and 137.93% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- -1.63%
- Beta
- 1.41
- R²
- 0.80
- Upside Capture
- 144.24%
- Downside Capture
- 137.93%
Expense Ratio
SPHB has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SPHB ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500® High Beta ETF (SPHB) and compare them to a chosen benchmark (S&P 500 Index).
| SPHB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.90 | +0.76 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.39 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.40 | +1.63 |
Martin ratioReturn relative to average drawdown | 13.75 | 6.61 | +7.14 |
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 SPHB 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 Beta ETF provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.79 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.70 | $0.71 | $0.60 | $0.45 | $0.72 | $1.08 | $0.59 | $0.69 | $0.57 | $0.34 | $0.49 |
Dividend yield | 0.68% | 0.60% | 0.80% | 0.73% | 0.72% | 0.91% | 1.90% | 1.26% | 1.96% | 1.34% | 0.93% | 1.69% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.23 | $0.23 | |||||||||
| 2025 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.70 |
| 2024 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.71 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $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 |
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 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 7.02%.
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 | 101 | Oct 3, 2011 | 362 | Mar 14, 2013 | 463 |
| -34.5% | Apr 24, 2015 | 203 | Feb 11, 2016 | 193 | Nov 15, 2016 | 396 |
| -31.49% | Nov 9, 2021 | 235 | Oct 14, 2022 | 293 | Dec 14, 2023 | 528 |
| -29.21% | Jan 24, 2025 | 52 | Apr 8, 2025 | 52 | Jun 24, 2025 | 104 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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