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PHDG vs. DIVO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

PHDG vs. DIVO - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2025FebruaryMarch
73.21%
153.13%
PHDG
DIVO

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Risk-Adjusted Performance

PHDG vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Downside Hedged ETF (PHDG) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for PHDG, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.005.000.551.51
The chart of Sortino ratio for PHDG, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.882.16
The chart of Omega ratio for PHDG, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.28
The chart of Calmar ratio for PHDG, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.942.49
The chart of Martin ratio for PHDG, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.197.18
PHDG
DIVO


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.55
1.51
PHDG
DIVO

Drawdowns

PHDG vs. DIVO - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-4.29%
-3.13%
PHDG
DIVO

Volatility

PHDG vs. DIVO - Volatility Comparison

The current volatility for Invesco S&P 500® Downside Hedged ETF (PHDG) is 1.87%, while undefined (DIVO) has a volatility of 3.42%. This indicates that PHDG experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2025FebruaryMarch
1.87%
3.42%
PHDG
DIVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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