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CSTK vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTK vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Contrarian Equity ETF (CSTK) 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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Returns By Period

In the year-to-date period, CSTK achieves a 11.29% return, which is significantly higher than SPHD's 4.38% return.


CSTK

1D
0.07%
1M
3.59%
YTD
11.29%
6M
13.04%
1Y
26.71%
3Y*
5Y*
10Y*

SPHD

1D
-0.89%
1M
-0.82%
YTD
4.38%
6M
4.63%
1Y
8.12%
3Y*
11.42%
5Y*
5.48%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTK vs. SPHD - Yearly Performance Comparison


Correlation

The correlation between CSTK and SPHD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since May 8, 2025

0.68

The correlation between CSTK and SPHD has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

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Return for Risk

CSTK vs. SPHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSTK
CSTK Risk / Return Rank: 7070
Overall Rank
CSTK Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CSTK Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSTK Omega Ratio Rank: 7171
Omega Ratio Rank
CSTK Calmar Ratio Rank: 6262
Calmar Ratio Rank
CSTK Martin Ratio Rank: 6666
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2121
Overall Rank
SPHD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPHD Omega Ratio Rank: 1919
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSTK vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) 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.


CSTKSPHDDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.42

1.13

+0.29

Calmar ratioReturn relative to maximum drawdown

3.02

1.11

+1.91

Martin ratioReturn relative to average drawdown

11.85

2.78

+9.07

CSTK vs. SPHD - Sharpe Ratio Comparison

The current CSTK Sharpe Ratio is 2.38, which is higher than the SPHD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CSTK and SPHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSTKSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

0.74

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

2.54

0.58

+1.96

Drawdowns

CSTK vs. SPHD - Drawdown Comparison

The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for CSTK and SPHD.


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Drawdown Indicators


CSTKSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-41.39%

+32.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-7.33%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-0.60%

-5.37%

+4.77%

Average Drawdown

Average peak-to-trough decline

-1.28%

-4.70%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.93%

-0.67%

Volatility

CSTK vs. SPHD - Volatility Comparison

The current volatility for Invesco Comstock Contrarian Equity ETF (CSTK) is 2.68%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 2.99%. This indicates that CSTK experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSTKSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.99%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

7.55%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

11.04%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

14.16%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.60%

17.64%

-6.04%

CSTK vs. SPHD - Expense Ratio Comparison

CSTK has a 0.35% expense ratio, which is higher than SPHD's 0.30% expense ratio.


Dividends

CSTK vs. SPHD - Dividend Comparison

CSTK's dividend yield for the trailing twelve months is around 1.77%, less than SPHD's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
CSTK
Invesco Comstock Contrarian Equity ETF
1.77%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.62%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


CSTK and SPHD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (2.99%) compared to CSTK (2.68%). In terms of maximum drawdown, CSTK dropped -8.87% vs SPHD's -41.39%.

On 1-year performance, CSTK leads with 26.71% vs 8.12% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, CSTK has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSTK has performed better with a 26.71% return vs 8.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHD is cheaper with a 0.30% expense ratio, compared with 0.35% for CSTK.

SPHD has the higher dividend yield at 4.62%, compared with 1.77% for CSTK.

CSTK is categorized as Large Cap Value Equities, while SPHD is Dividend. Their fees differ too: 0.35% for CSTK and 0.30% for SPHD.

CSTK currently has the higher Sharpe Ratio (2.38 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CSTK and SPHD

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