SPHD vs. ARTY
SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) and ARTY (iShares Future AI & Tech ETF) are both exchange-traded funds - SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index, while ARTY is a Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). Both are passively managed. Over the past 5 years, SPHD returned 6.57%/yr vs 13.27%/yr for ARTY. At a 0.36 correlation, their price movements are largely independent. SPHD charges 0.30%/yr vs 0.47%/yr for ARTY.
Performance
SPHD vs. ARTY - Performance Comparison
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Returns By Period
In the year-to-date period, SPHD achieves a 8.51% return, which is significantly lower than ARTY's 60.68% return.
SPHD
- 1D
- -1.12%
- 1M
- 4.38%
- YTD
- 8.51%
- 6M
- 7.65%
- 1Y
- 12.70%
- 3Y*
- 11.55%
- 5Y*
- 6.57%
- 10Y*
- 7.41%
ARTY
- 1D
- 5.66%
- 1M
- 17.65%
- YTD
- 60.68%
- 6M
- 63.32%
- 1Y
- 104.26%
- 3Y*
- 32.85%
- 5Y*
- 13.27%
- 10Y*
- —
SPHD vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 8.51% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -4.41% |
ARTY iShares Future AI & Tech ETF | 60.68% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
Correlation
The correlation between SPHD and ARTY is -0.05, 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 (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.36 |
The correlation between SPHD and ARTY shifts across timeframes, from -0.05 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPHD vs. ARTY — Risk / Return Rank
SPHD
ARTY
SPHD vs. ARTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and iShares Future AI & Tech ETF (ARTY). 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.
| SPHD | ARTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 5.57 | -3.83 |
| Martin ratioReturn relative to average drawdown | 4.31 | 18.40 | -14.10 |
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Drawdowns
SPHD vs. ARTY - Drawdown Comparison
The maximum SPHD drawdown since its inception was -41.39%, smaller than the maximum ARTY drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for SPHD and ARTY.
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Drawdown Indicators
| SPHD | ARTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.39% | -54.50% | +13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -18.81% | +11.48% |
Max Drawdown (3Y)Largest decline over 3 years | -13.29% | -32.44% | +19.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.50% | -50.53% | +31.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | — | — |
Current DrawdownCurrent decline from peak | -1.63% | -4.13% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -19.80% | +15.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 5.69% | -2.73% |
Volatility
SPHD vs. ARTY - Volatility Comparison
The current volatility for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) is 3.91%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 18.52%. This indicates that SPHD experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPHD | ARTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 18.52% | -14.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 29.30% | -21.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 33.37% | -22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 29.33% | -15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 28.18% | -10.52% |
SPHD vs. ARTY - Expense Ratio Comparison
SPHD has a 0.30% expense ratio, which is lower than ARTY's 0.47% expense ratio.
Dividends
SPHD vs. ARTY - Dividend Comparison
SPHD's dividend yield for the trailing twelve months is around 4.45%, more than ARTY's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 0.06% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.45% | 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
SPHD and ARTY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTY has higher volatility (18.52%) compared to SPHD (3.91%). In terms of maximum drawdown, SPHD dropped -41.39% vs ARTY's -54.50%.
On 5-year performance, ARTY leads with 13.27% vs 6.57% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, SPHD has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ARTY has performed better with a 13.27% return vs 6.57%. 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 0.47% for ARTY.
SPHD has the higher dividend yield at 4.45%, compared with 0.06% for ARTY.
SPHD is categorized as Dividend, while ARTY is Technology Equities. SPHD tracks S&P 500 Low Volatility High Dividend Index, while ARTY tracks Morningstar Global Artificial Intelligence Select Index (Net). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for SPHD and 0.47% for ARTY.
ARTY currently has the higher Sharpe Ratio (3.15 vs 1.13), 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.
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