- ISIN
- US46138E3707
- CUSIP
- 46138E370
- Issuer
- Invesco
- Inception Date
- May 5, 2011
- Region
- North America (U.S.)
- Category
- S&P 500
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 High Beta Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $976M
Highlights
- Avg. Volume (1M)
- 385K
- Avg. Volume Value (1M)
- $55.30M
Share Price Chart
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Performance
SPHB Performance Chart
Invesco S&P 500® High Beta ETF (SPHB) is up 20.0% since the beginning of the year. SPHB is currently trading at $140 per share. Investors who bought $1,000 worth of SPHB shares 5 years ago would now be looking at an investment worth $1,997.
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Returns By Period
Invesco S&P 500® High Beta ETF (SPHB) has returned 19.95% so far this year and 39.56% over the past 12 months. Looking at the last ten years, SPHB has achieved an annualized return of 17.94%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
Invesco S&P 500® High Beta ETF
- 1D
- 0.05%
- 1M
- -5.41%
- 6M
- 15.81%
- YTD
- 19.95%
- 1Y
- 39.56%
- 3Y*
- 21.36%
- 5Y*
- 14.83%
- 10Y*
- 17.94%
- ALL TIME*
- 13.56%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SPHB Monthly Returns History
Based on dividend-adjusted daily data since May 5, 2011, SPHB's average daily return is +0.07%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.
Historically, 60% of months were positive and 40% 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% | 16.05% | 11.50% | 3.83% | -10.12% | 19.95% | |||||
| 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 -1.52%, beta of 1.41, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 05, 2011.
- This ETF captured 146.61% of S&P 500 Index gains and 139.52% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- -1.52%
- Beta
- 1.41
- R²
- 0.79
- Upside Capture
- 146.61%
- Downside Capture
- 139.52%
Expense Ratio
SPHB has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SPHB ranks 64 for risk / return — above 64% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500® High Beta ETF (SPHB) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPHB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.00 | +0.63 |
| Martin ratioReturn relative to average drawdown | 9.86 | 8.49 | +1.37 |
Dividends
Dividend History
Invesco S&P 500® High Beta ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.70 | $0.71 | $0.60 | $0.45 | $0.72 | $1.08 | $0.59 | $0.69 | $0.57 | $0.34 | $0.49 |
Dividend yield | 0.58% | 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 | $0.00 | $0.00 | $0.19 | $0.00 | $0.43 | |||||
| 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 10.79%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-46.84%Mar 2020 | 2mo 2d | 2mo 17d | 4mo 19dJan 2020 - Jun 2020 | COVID crash2020 |
-38.30%Oct 2011 | 4mo 25d | 1y 5mo | 1y 10moMay 2011 - Mar 2013 | — |
-34.50%Feb 2016 | 9mo 23d | 9mo 8d | 1y 6moApr 2015 - Nov 2016 | — |
-31.49%Oct 2022 | 11mo 9d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 | Bear market2022 |
-29.21%Apr 2025 | 2mo 14d | 2mo 17d | 5mo 1dJan 2025 - Jun 2025 | 2025 selloff2025 |
Drawdown Indicators
| SPHB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.84% | -56.78% | +9.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -9.10% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -29.21% | -18.90% | -10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.49% | -25.43% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -46.84% | -33.92% | -12.92% |
Current DrawdownCurrent decline from peak | -10.79% | -1.58% | -9.21% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -10.70% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.14% | +1.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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