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Invesco S&P SmallCap High Dividend Low Volatility ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B3657

CUSIP

46138E131

Issuer

Invesco

Inception Date

Dec 1, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Low Volatility High Dividend Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

XSHD features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for XSHD: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
XSHD vs. SCHD XSHD vs. SPHD XSHD vs. VOO XSHD vs. TTC XSHD vs. SPYD XSHD vs. SPY XSHD vs. ^GSPC XSHD vs. VIG XSHD vs. AAPL XSHD vs. VYMI
Popular comparisons:
XSHD vs. SCHD XSHD vs. SPHD XSHD vs. VOO XSHD vs. TTC XSHD vs. SPYD XSHD vs. SPY XSHD vs. ^GSPC XSHD vs. VIG XSHD vs. AAPL XSHD vs. VYMI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap High Dividend Low Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-6.88%
170.68%
XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P SmallCap High Dividend Low Volatility ETF had a return of -5.16% year-to-date (YTD) and -5.39% in the last 12 months.


XSHD

YTD

-5.16%

1M

-4.31%

6M

5.79%

1Y

-5.39%

5Y*

-4.05%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of XSHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.57%-2.32%3.35%-6.23%3.68%-2.90%11.60%-0.97%-0.82%-4.21%7.08%-5.16%
202313.04%-5.82%-7.49%-2.28%-6.75%8.30%2.88%-2.84%-5.84%-6.41%8.84%10.55%3.01%
2022-2.88%-2.16%4.00%-7.88%5.10%-6.38%5.23%-8.25%-15.17%13.59%3.28%-6.45%-19.48%
20211.45%8.58%4.80%1.34%2.61%-0.43%-2.55%1.33%-4.30%2.34%-4.89%7.61%18.31%
2020-4.39%-8.51%-32.38%9.89%-0.59%7.51%-0.33%2.57%-5.72%2.05%17.31%7.85%-13.55%
201910.56%1.39%-0.89%-0.15%-5.28%5.00%1.52%-6.46%7.88%2.18%-1.40%3.56%17.91%
2018-0.64%-4.85%1.53%1.46%4.84%4.13%1.25%2.14%-2.65%-6.57%2.19%-9.85%-7.86%
2017-1.20%-0.60%-0.19%0.49%-4.01%1.83%0.40%-3.22%5.33%1.54%3.15%-1.64%1.53%
20164.92%4.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSHD is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XSHD is 88
Overall Rank
The Sharpe Ratio Rank of XSHD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of XSHD is 88
Sortino Ratio Rank
The Omega Ratio Rank of XSHD is 88
Omega Ratio Rank
The Calmar Ratio Rank of XSHD is 88
Calmar Ratio Rank
The Martin Ratio Rank of XSHD is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XSHD, currently valued at -0.22, compared to the broader market0.002.004.00-0.222.10
The chart of Sortino ratio for XSHD, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.0010.00-0.182.80
The chart of Omega ratio for XSHD, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.39
The chart of Calmar ratio for XSHD, currently valued at -0.13, compared to the broader market0.005.0010.0015.00-0.133.09
The chart of Martin ratio for XSHD, currently valued at -0.54, compared to the broader market0.0020.0040.0060.0080.00100.00-0.5413.49
XSHD
^GSPC

The current Invesco S&P SmallCap High Dividend Low Volatility ETF Sharpe ratio is -0.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P SmallCap High Dividend Low Volatility ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
2.10
XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P SmallCap High Dividend Low Volatility ETF provided a 6.61% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.97$1.26$1.17$0.88$1.11$1.21$1.21$1.04$0.11

Dividend yield

6.61%7.62%6.77%3.86%5.55%4.88%5.49%4.11%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap High Dividend Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.08$0.08$0.09$0.09$0.00$0.97
2023$0.10$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.09$0.10$0.11$0.11$1.26
2022$0.09$0.09$0.09$0.09$0.10$0.10$0.10$0.10$0.10$0.10$0.11$0.10$1.17
2021$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.88
2020$0.11$0.12$0.12$0.11$0.11$0.10$0.10$0.10$0.07$0.06$0.06$0.06$1.11
2019$0.12$0.12$0.10$0.11$0.10$0.09$0.09$0.09$0.09$0.11$0.11$0.11$1.21
2018$0.12$0.14$0.13$0.12$0.08$0.08$0.08$0.08$0.08$0.10$0.10$0.11$1.21
2017$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.10$0.09$0.09$0.09$0.11$1.04
2016$0.11$0.11

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.51%
-2.62%
XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap High Dividend Low Volatility 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 SmallCap High Dividend Low Volatility ETF was 49.52%, occurring on Apr 3, 2020. Recovery took 232 trading sessions.

The current Invesco S&P SmallCap High Dividend Low Volatility ETF drawdown is 25.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.52%Aug 22, 2018406Apr 3, 2020232Mar 8, 2021638
-36%Jun 10, 2021601Oct 27, 2023
-9.11%Jan 5, 2017153Aug 21, 201759Nov 20, 2017212
-8.35%Nov 30, 201749Feb 9, 201865May 29, 2018114
-7.89%Mar 15, 20218Mar 24, 202147Jun 1, 202155

Volatility

Volatility Chart

The current Invesco S&P SmallCap High Dividend Low Volatility ETF volatility is 4.85%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
3.79%
XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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