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Invesco S&P 500® High Dividend Low Volatility ETF

SPHD
ETF · Currency in USD
ISIN
US73937B6544
CUSIP
73937B654
Issuer
Invesco
Inception Date
Oct 18, 2012
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.30%
Index Tracked
S&P Low Volatility High Dividend index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

SPHDPrice Chart


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S&P 500

SPHDPerformance

The chart shows the growth of $10,000 invested in Invesco S&P 500® High Dividend Low Volatility ETF on Oct 31, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,237 for a total return of roughly 142.37%. All prices are adjusted for splits and dividends.


SPHD (Invesco S&P 500® High Dividend Low Volatility ETF)
Benchmark (S&P 500)

SPHDReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.96%
6M1.42%
YTD17.56%
1Y30.69%
5Y6.74%
10Y10.42%

SPHDMonthly Returns Heatmap


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SPHDSharpe 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 Dividend Low Volatility ETF Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SPHD (Invesco S&P 500® High Dividend Low Volatility ETF)
Benchmark (S&P 500)

SPHDDividends

Invesco S&P 500® High Dividend Low Volatility ETF granted a 3.46% dividend yield in the last twelve months, as of Oct 9, 2021. The annual payout for that period amounted to $1.49 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$1.49$1.69$1.79$1.68$1.33$1.27$1.16$1.06$1.04$0.23

Dividend yield

3.46%4.49%4.07%4.40%3.14%3.24%3.49%3.24%3.68%0.93%

SPHDDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


SPHD (Invesco S&P 500® High Dividend Low Volatility ETF)
Benchmark (S&P 500)

SPHDWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P 500® High Dividend Low Volatility 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 Dividend Low Volatility ETF is 41.39%, recorded on Mar 23, 2020. It took 243 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.39%Jan 21, 202044Mar 23, 2020243Mar 10, 2021287
-12.54%Sep 24, 201864Dec 24, 201834Feb 13, 201998
-11.06%Jan 29, 201839Mar 23, 2018102Aug 17, 2018141
-8.88%Aug 18, 20156Aug 25, 201541Oct 22, 201547
-7.5%Jun 14, 202170Sep 21, 2021
-7.39%Aug 1, 201668Nov 3, 201623Dec 7, 201691
-7.24%Apr 15, 201933May 31, 201970Sep 10, 2019103
-6.98%May 22, 201321Jun 20, 201389Oct 25, 2013110
-6.67%Dec 30, 201514Jan 20, 201619Feb 17, 201633
-5.83%Nov 2, 201210Nov 15, 201231Jan 2, 201341

SPHDVolatility Chart

Current Invesco S&P 500® High Dividend Low Volatility ETF volatility is 14.67%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SPHD (Invesco S&P 500® High Dividend Low Volatility ETF)
Benchmark (S&P 500)

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