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Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD)

ETF · Currency in USD
ISIN
US73937B3657
CUSIP
46138E131
Issuer
Invesco
Inception Date
Dec 1, 2016
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.30%
Index Tracked
S&P SmallCap 600 Low Volatility High Dividend Index
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

XSHDPrice Chart


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XSHDPerformance

The chart shows the growth of $10,000 invested in Invesco S&P SmallCap High Dividend Low Volatility ETF on Dec 2, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,425 for a total return of roughly 14.25%. All prices are adjusted for splits and dividends.


XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (S&P 500)

XSHDReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-3.47%-7.73%
1M-0.99%-5.40%
6M-0.20%0.70%
1Y7.17%14.18%
5Y1.95%14.49%
10Y2.64%14.90%

XSHDMonthly Returns Heatmap


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XSHDSharpe 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 SmallCap High Dividend Low Volatility ETF Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (S&P 500)

XSHDDividends

Invesco S&P SmallCap High Dividend Low Volatility ETF granted a 3.71% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.82 per share.


PeriodTTM202120202019201820172016
Dividend$0.82$0.88$1.11$1.21$1.21$1.03$0.10

Dividend yield

3.71%3.86%5.77%5.41%6.41%5.04%0.52%

XSHDDrawdowns Chart

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


XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (S&P 500)

XSHDWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P SmallCap 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 SmallCap High Dividend Low Volatility ETF is 49.52%, recorded on Apr 3, 2020. It took 231 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.52%Aug 22, 2018406Apr 3, 2020231Mar 8, 2021637
-12.01%Jun 10, 2021121Nov 30, 2021
-9.11%Jan 5, 2017158Aug 21, 201762Nov 20, 2017220
-8.67%Nov 30, 201751Feb 13, 201870May 25, 2018121
-7.89%Mar 15, 20218Mar 24, 202147Jun 1, 202155
-2.63%Jul 9, 201815Jul 27, 201815Aug 17, 201830
-1.43%Dec 12, 20163Dec 14, 20163Dec 19, 20166
-1.34%Dec 28, 20161Dec 28, 20164Jan 4, 20175
-1.06%May 31, 20181May 31, 20182Jun 4, 20183
-1%Dec 22, 20161Dec 22, 20162Dec 27, 20163

XSHDVolatility Chart

Current Invesco S&P SmallCap High Dividend Low Volatility ETF volatility is 12.55%. 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.


XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF)
Benchmark (S&P 500)

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