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IFV vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFV vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright International Focus 5 ETF (IFV) 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, IFV achieves a 12.31% return, which is significantly higher than SPHD's 6.47% return. Over the past 10 years, IFV has outperformed SPHD with an annualized return of 7.79%, while SPHD has yielded a comparatively lower 7.38% annualized return.


IFV

1D
0.45%
1M
0.98%
YTD
12.31%
6M
12.51%
1Y
29.49%
3Y*
18.66%
5Y*
5.13%
10Y*
7.79%

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)

IFV vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFV
First Trust Dorsey Wright International Focus 5 ETF
12.31%32.26%0.33%20.45%-25.39%5.59%6.15%26.29%-20.44%32.58%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.47%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between IFV and SPHD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2014

0.51

Over the past year, the correlation between IFV and SPHD has dropped to 0.27 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

IFV vs. SPHD — Risk / Return Rank

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

IFV
IFV Risk / Return Rank: 5252
Overall Rank
IFV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IFV Sortino Ratio Rank: 5151
Sortino Ratio Rank
IFV Omega Ratio Rank: 5353
Omega Ratio Rank
IFV Calmar Ratio Rank: 4949
Calmar Ratio Rank
IFV Martin Ratio Rank: 5252
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.

IFV vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright International Focus 5 ETF (IFV) 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.


IFVSPHDDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

2.36

1.54

+0.82

Martin ratioReturn relative to average drawdown

8.71

3.77

+4.94

IFV vs. SPHD - Sharpe Ratio Comparison

The current IFV Sharpe Ratio is 1.74, which is higher than the SPHD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IFV 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

IFV vs. SPHD - Drawdown Comparison

The maximum IFV drawdown since its inception was -48.89%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for IFV and SPHD.


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Drawdown Indicators


IFVSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-48.89%

-41.39%

-7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-7.33%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.66%

-13.29%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-34.78%

-19.50%

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.89%

-41.39%

-7.50%

Current Drawdown

Current decline from peak

-1.86%

-3.48%

+1.62%

Average Drawdown

Average peak-to-trough decline

-13.19%

-4.69%

-8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.98%

+0.42%

Volatility

IFV vs. SPHD - Volatility Comparison

First Trust Dorsey Wright International Focus 5 ETF (IFV) has a higher volatility of 6.47% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.95%. This indicates that IFV's price experiences larger fluctuations and is considered to be riskier 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


IFVSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

3.95%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

7.99%

+6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

11.39%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

14.14%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.76%

17.67%

+3.09%

IFV vs. SPHD - Expense Ratio Comparison

IFV has a 1.06% expense ratio, which is higher than SPHD's 0.30% expense ratio.


Dividends

IFV vs. SPHD - Dividend Comparison

IFV's dividend yield for the trailing twelve months is around 1.77%, less than SPHD's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IFV
First Trust Dorsey Wright International Focus 5 ETF
1.77%1.95%2.31%2.88%3.79%1.04%1.53%2.91%1.86%1.43%1.10%1.52%
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


IFV and SPHD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFV has higher volatility (6.47%) compared to SPHD (3.95%). In terms of maximum drawdown, IFV dropped -48.89% vs SPHD's -41.39%.

On 10-year performance, IFV leads with 7.79% vs 7.38% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, SPHD has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IFV has performed better with a 7.79% return vs 7.38%. 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 1.06% for IFV.

SPHD has the higher dividend yield at 4.97%, compared with 1.77% for IFV.

IFV is categorized as Foreign Large Cap Equities, while SPHD is Dividend. IFV tracks Dorsey Wright International Focus Five Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: First Trust and Invesco. Their fees differ too: 1.06% for IFV and 0.30% for SPHD.

IFV currently has the higher Sharpe Ratio (1.74 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 IFV and SPHD

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