QSOL vs. SPHD
QSOL (Invesco Galaxy Solana ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - QSOL is a Cryptocurrency fund tracking the Lukka Prime Solana Reference Rate - Benchmark Price Return, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. At a correlation of -0.03, they often move in opposite directions. QSOL charges 0.25%/yr vs 0.30%/yr for SPHD.
Performance
QSOL vs. SPHD - Performance Comparison
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Returns By Period
In the year-to-date period, QSOL achieves a -43.81% return, which is significantly lower than SPHD's 8.20% return.
QSOL
- 1D
- -5.21%
- 1M
- -18.27%
- YTD
- -43.81%
- 6M
- -44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPHD
- 1D
- 1.63%
- 1M
- 0.82%
- YTD
- 8.20%
- 6M
- 8.56%
- 1Y
- 12.09%
- 3Y*
- 12.70%
- 5Y*
- 7.06%
- 10Y*
- 7.55%
QSOL vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QSOL Invesco Galaxy Solana ETF | -43.81% | -4.28% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 8.20% | -0.26% |
Correlation
The correlation between QSOL and SPHD is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025 | -0.03 |
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Return for Risk
QSOL vs. SPHD — Risk / Return Rank
QSOL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPHD
QSOL vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Galaxy Solana ETF (QSOL) 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.
| QSOL | SPHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.18 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.66 | — |
| Martin ratioReturn relative to average drawdown | — | 4.06 | — |
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Drawdowns
QSOL vs. SPHD - Drawdown Comparison
The maximum QSOL drawdown since its inception was -56.55%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for QSOL and SPHD.
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Drawdown Indicators
| QSOL | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.55% | -41.39% | -15.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.33% | — |
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 DrawdownCurrent decline from peak | -52.76% | -1.91% | -50.85% |
Average DrawdownAverage peak-to-trough decline | -33.92% | -4.69% | -29.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.98% | — |
Volatility
QSOL vs. SPHD - Volatility Comparison
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Volatility by Period
| QSOL | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.13% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 72.31% | 11.48% | +60.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.31% | 14.16% | +58.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.31% | 17.65% | +54.66% |
QSOL vs. SPHD - Expense Ratio Comparison
QSOL has a 0.25% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Dividends
QSOL vs. SPHD - Dividend Comparison
QSOL's dividend yield for the trailing twelve months is around 0.99%, less than SPHD's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSOL Invesco Galaxy Solana ETF | 0.99% | 0.00% | 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 | 4.60% | 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
QSOL and SPHD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QSOL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QSOL is cheaper with a 0.25% expense ratio, compared with 0.30% for SPHD.
SPHD has the higher dividend yield at 4.60%, compared with 0.99% for QSOL.
QSOL is categorized as Cryptocurrency, while SPHD is Dividend. QSOL tracks Lukka Prime Solana Reference Rate - Benchmark Price Return, while SPHD tracks S&P 500 Low Volatility High Dividend Index. Their fees differ too: 0.25% for QSOL and 0.30% for SPHD.
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