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^SPNY vs. SPHD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^SPNY vs. SPHD

Last updated May 12, 2025

Compare and contrast key facts about S&P 500 Energy Index (^SPNY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).

SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPNY or SPHD.

Correlation

The correlation between ^SPNY and SPHD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

^SPNY vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Energy Index (^SPNY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^SPNY:

22.63%

SPHD:

14.34%

Max Drawdown

^SPNY:

-3.27%

SPHD:

-41.39%

Current Drawdown

^SPNY:

-0.86%

SPHD:

-7.19%

Returns By Period

^SPNY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPHD

YTD

-0.86%

1M

2.73%

6M

-4.50%

1Y

9.28%

5Y*

13.40%

10Y*

7.98%

*Annualized

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Risk-Adjusted Performance

^SPNY vs. SPHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SPNY
The Risk-Adjusted Performance Rank of ^SPNY is 66
Overall Rank
The Sharpe Ratio Rank of ^SPNY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPNY is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^SPNY is 99
Omega Ratio Rank
The Calmar Ratio Rank of ^SPNY is 22
Calmar Ratio Rank
The Martin Ratio Rank of ^SPNY is 22
Martin Ratio Rank
SPHD
The Risk-Adjusted Performance Rank of SPHD is 7676
Overall Rank
The Sharpe Ratio Rank of SPHD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPHD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPHD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPHD is 7575
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.

^SPNY vs. SPHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Energy Index (^SPNY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.

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Drawdowns

^SPNY vs. SPHD - Drawdown Comparison

The maximum ^SPNY drawdown since its inception was -3.27%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for ^SPNY and SPHD. For additional features, visit the drawdowns tool.

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Volatility

^SPNY vs. SPHD - Volatility Comparison

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