Invesco S&P 500® Quality ETF (SPHQ)
SPHQ is a passive ETF by Invesco tracking the investment results of the S&P 500 High Quality Rankings Index. SPHQ launched on Dec 6, 2005 and has a 0.15% expense ratio.
ETF Info
| ISIN | US73935X6821 |
|---|---|
| CUSIP | 73935X682 |
| Issuer | Invesco |
| Inception Date | Dec 6, 2005 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Index Tracked | S&P 500 High Quality Rankings Index |
| ETF Home Page | www.invesco.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Invesco S&P 500® Quality ETF features an expense ratio of 0.15%, falling within the medium range.
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® Quality 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
Popular comparisons: SPHQ vs. SPY, SPHQ vs. VOO, SPHQ vs. QUAL, SPHQ vs. JQUA, SPHQ vs. SCHD, SPHQ vs. SPHD, SPHQ vs. SPYV, SPHQ vs. SPYG, SPHQ vs. QQQ, SPHQ vs. USMV
Return
Invesco S&P 500® Quality ETF had a return of 20.03% year-to-date (YTD) and 14.23% in the last 12 months. Over the past 10 years, Invesco S&P 500® Quality ETF had an annualized return of 12.04%, outperforming the S&P 500 benchmark which had an annualized return of 9.87%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 20.03% | 19.67% |
| 1 month | 6.53% | 8.42% |
| 6 months | 7.50% | 7.29% |
| 1 year | 14.23% | 12.71% |
| 5 years (annualized) | 13.32% | 10.75% |
| 10 years (annualized) | 12.04% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.81% | 6.13% | 3.79% | 0.21% | -4.29% | -2.74% | 6.72% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Quality ETF (SPHQ) 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 | |
|---|---|---|---|---|---|
SPHQ Invesco S&P 500® Quality ETF | 1.07 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
Invesco S&P 500® Quality ETF granted a 1.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.81 | $0.63 | $0.65 | $0.55 | $0.52 | $0.48 | $0.44 | $0.53 | $0.39 | $0.41 | $0.31 |
Dividend yield | 1.55% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% | 1.66% | 1.99% | 1.97% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500® Quality 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 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 |
| 2020 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 |
| 2018 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.16 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.23 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.23 |
| 2014 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 |
| 2013 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 |
| 2012 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500® Quality 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® Quality ETF was 57.83%, occurring on Nov 20, 2008. Recovery took 1125 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.83% | Oct 30, 2007 | 269 | Nov 20, 2008 | 1125 | May 14, 2013 | 1394 |
| -31.6% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -25.05% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -22.35% | May 9, 2006 | 52 | Jul 21, 2006 | 197 | May 4, 2007 | 249 |
| -20.75% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
Volatility Chart
The current Invesco S&P 500® Quality ETF volatility is 2.70%, 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.
Alternatives
| Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | Jan 22, 1993 | 0.09% | 21.4% | 11.9% | 1.4% | -55.2% | 1.0 |