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HEGD vs. PHDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEGD vs. PHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swan Hedged Equity US Large Cap ETF (HEGD) and Invesco S&P 500 Downside Hedged ETF (PHDG). The values are adjusted to include any dividend payments, if applicable.

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HEGD vs. PHDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HEGD
Swan Hedged Equity US Large Cap ETF
-1.73%12.95%15.24%14.16%-11.25%17.30%0.99%
PHDG
Invesco S&P 500 Downside Hedged ETF
1.69%2.72%10.95%8.18%-14.09%15.67%1.60%

Returns By Period

In the year-to-date period, HEGD achieves a -1.73% return, which is significantly lower than PHDG's 1.69% return.


HEGD

1D
0.30%
1M
-2.38%
YTD
-1.73%
6M
-0.47%
1Y
13.14%
3Y*
12.52%
5Y*
7.98%
10Y*

PHDG

1D
0.37%
1M
-0.39%
YTD
1.69%
6M
2.33%
1Y
6.29%
3Y*
6.98%
5Y*
3.94%
10Y*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEGD vs. PHDG - Expense Ratio Comparison

HEGD has a 0.88% expense ratio, which is higher than PHDG's 0.39% expense ratio.


Return for Risk

HEGD vs. PHDG — Risk / Return Rank

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

HEGD
HEGD Risk / Return Rank: 8686
Overall Rank
HEGD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HEGD Sortino Ratio Rank: 8787
Sortino Ratio Rank
HEGD Omega Ratio Rank: 7979
Omega Ratio Rank
HEGD Calmar Ratio Rank: 9090
Calmar Ratio Rank
HEGD Martin Ratio Rank: 8989
Martin Ratio Rank

PHDG
PHDG Risk / Return Rank: 2828
Overall Rank
PHDG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 2727
Sortino Ratio Rank
PHDG Omega Ratio Rank: 2929
Omega Ratio Rank
PHDG Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHDG Martin Ratio Rank: 2525
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.

HEGD vs. PHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) and Invesco S&P 500 Downside Hedged ETF (PHDG). 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.


HEGDPHDGDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.60

+1.05

Sortino ratio

Return per unit of downside risk

2.47

0.83

+1.64

Omega ratio

Gain probability vs. loss probability

1.31

1.12

+0.19

Calmar ratio

Return relative to maximum drawdown

3.08

0.69

+2.40

Martin ratio

Return relative to average drawdown

11.89

1.93

+9.96

HEGD vs. PHDG - Sharpe Ratio Comparison

The current HEGD Sharpe Ratio is 1.65, which is higher than the PHDG Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of HEGD and PHDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HEGDPHDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.60

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.36

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.46

+0.45

Correlation

The correlation between HEGD and PHDG is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HEGD vs. PHDG - Dividend Comparison

HEGD's dividend yield for the trailing twelve months is around 0.36%, less than PHDG's 2.08% yield.


TTM20252024202320222021202020192018201720162015
HEGD
Swan Hedged Equity US Large Cap ETF
0.36%0.36%0.43%0.39%0.87%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
PHDG
Invesco S&P 500 Downside Hedged ETF
2.08%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Drawdowns

HEGD vs. PHDG - Drawdown Comparison

The maximum HEGD drawdown since its inception was -14.56%, smaller than the maximum PHDG drawdown of -17.70%. Use the drawdown chart below to compare losses from any high point for HEGD and PHDG.


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Drawdown Indicators


HEGDPHDGDifference

Max Drawdown

Largest peak-to-trough decline

-14.56%

-17.70%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-8.93%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-17.06%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-3.15%

-1.82%

-1.33%

Average Drawdown

Average peak-to-trough decline

-3.76%

-6.32%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

3.24%

-2.10%

Volatility

HEGD vs. PHDG - Volatility Comparison

The current volatility for Swan Hedged Equity US Large Cap ETF (HEGD) is 2.21%, while Invesco S&P 500 Downside Hedged ETF (PHDG) has a volatility of 2.79%. This indicates that HEGD experiences smaller price fluctuations and is considered to be less risky than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEGDPHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

2.79%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

6.33%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

10.58%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.41%

10.90%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

11.89%

-2.49%