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DIVY vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVY vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tidal ETF Trust - Sound Equity Income ETF (DIVY) 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, DIVY achieves a 8.80% return, which is significantly higher than SPHD's 6.47% return.


DIVY

1D
0.10%
1M
-0.55%
YTD
8.80%
6M
8.88%
1Y
17.06%
3Y*
5Y*
10Y*

SPHD

1D
0.20%
1M
-0.79%
YTD
6.47%
6M
6.49%
1Y
11.21%
3Y*
12.10%
5Y*
6.82%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVY vs. SPHD - Yearly Performance Comparison


Correlation

The correlation between DIVY and SPHD is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2024

0.81

The correlation between DIVY and SPHD has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

DIVY vs. SPHD — Risk / Return Rank

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

DIVY
DIVY Risk / Return Rank: 3838
Overall Rank
DIVY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DIVY Sortino Ratio Rank: 3838
Sortino Ratio Rank
DIVY Omega Ratio Rank: 3535
Omega Ratio Rank
DIVY Calmar Ratio Rank: 3939
Calmar Ratio Rank
DIVY Martin Ratio Rank: 3737
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2828
Overall Rank
SPHD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2525
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2828
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.

DIVY vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal ETF Trust - Sound Equity Income ETF (DIVY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIVYSPHDDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

1.89

1.54

+0.35

Martin ratioReturn relative to average drawdown

5.57

3.77

+1.80

DIVY vs. SPHD - Sharpe Ratio Comparison

The current DIVY Sharpe Ratio is 1.32, which is higher than the SPHD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DIVY 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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Drawdowns

DIVY vs. SPHD - Drawdown Comparison

The maximum DIVY drawdown since its inception was -18.35%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for DIVY and SPHD.


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Drawdown Indicators


DIVYSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-41.39%

+23.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.06%

-7.33%

-1.73%

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

-3.09%

-3.48%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.26%

-4.69%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.98%

+0.09%

Volatility

DIVY vs. SPHD - Volatility Comparison

The current volatility for Tidal ETF Trust - Sound Equity Income ETF (DIVY) is 3.52%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 3.95%. This indicates that DIVY 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


DIVYSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.95%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

7.99%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

11.39%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

14.14%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

17.67%

-2.04%

DIVY vs. SPHD - Expense Ratio Comparison

DIVY has a 0.45% expense ratio, which is higher than SPHD's 0.30% expense ratio.


Dividends

DIVY vs. SPHD - Dividend Comparison

DIVY's dividend yield for the trailing twelve months is around 3.11%, less than SPHD's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVY
Tidal ETF Trust - Sound Equity Income ETF
3.11%3.68%2.94%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
4.97%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


DIVY and SPHD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.95%) compared to DIVY (3.52%). In terms of maximum drawdown, DIVY dropped -18.35% vs SPHD's -41.39%.

On 1-year performance, DIVY leads with 17.06% vs 11.21% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, DIVY has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVY has performed better with a 17.06% return vs 11.21%. 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 0.45% for DIVY.

SPHD has the higher dividend yield at 4.97%, compared with 3.11% for DIVY.

DIVY is categorized as Mid Cap Value Equities, while SPHD is Dividend. They also come from different issuers: Sound Income Strategies and Invesco. Their fees differ too: 0.45% for DIVY and 0.30% for SPHD.

DIVY currently has the higher Sharpe Ratio (1.32 vs 0.99), 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 DIVY and SPHD

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