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SPHD vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHD vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPHD achieves a 12.28% return, which is significantly higher than USMV's 4.76% return. Over the past 10 years, SPHD has underperformed USMV with an annualized return of 7.28%, while USMV has yielded a comparatively higher 9.63% annualized return.


SPHD

1D
-0.19%
1M
0.89%
6M
6.75%
YTD
12.28%
1Y
15.51%
3Y*
12.02%
5Y*
8.00%
10Y*
7.28%
ALL TIME*
9.83%

USMV

1D
0.09%
1M
0.04%
6M
3.84%
YTD
4.76%
1Y
7.68%
3Y*
11.04%
5Y*
6.87%
10Y*
9.63%
ALL TIME*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$45.09M$45.47M$42.29M
$217.70M$221.64M$218.77M

SPHD vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
12.28%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%
USMV
iShares MSCI USA Min Vol Factor ETF
4.76%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Correlation

The correlation between SPHD and USMV is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.78

The correlation between SPHD and USMV shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPHD vs. USMV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPHD
SPHD Risk / Return Rank: 5353
Overall Rank
SPHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPHD Omega Ratio Rank: 4949
Omega Ratio Rank
SPHD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPHD Martin Ratio Rank: 4646
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 3434
Overall Rank
USMV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 3434
Sortino Ratio Rank
USMV Omega Ratio Rank: 3232
Omega Ratio Rank
USMV Calmar Ratio Rank: 3434
Calmar Ratio Rank
USMV Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPHD vs. USMV - 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 MSCI USA Min Vol Factor ETF (USMV). 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.


SPHDUSMVDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

2.08

1.15

+0.94

Martin ratioReturn relative to average drawdown

5.19

3.74

+1.45

SPHD vs. USMV - Sharpe Ratio Comparison

The current SPHD Sharpe Ratio is 1.30, which is higher than the USMV Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SPHD and USMV, 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

SPHD vs. USMV - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for SPHD and USMV.


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Drawdown Indicators


SPHDUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-41.39%

-33.10%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-6.46%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-9.36%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-17.93%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

-33.10%

-8.29%

Current Drawdown

Current decline from peak

-2.24%

-0.64%

-1.60%

Average Drawdown

Average peak-to-trough decline

-4.66%

-2.86%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.98%

+0.95%

Volatility

SPHD vs. USMV - Volatility Comparison

Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a higher volatility of 4.63% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.80%. This indicates that SPHD's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHDUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

2.80%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

6.44%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

8.56%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

12.38%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

14.50%

+3.17%

SPHD vs. USMV - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

SPHD vs. USMV - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 4.56%, more than USMV's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.56%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
USMV
iShares MSCI USA Min Vol Factor ETF
1.47%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


SPHD and USMV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (4.63%) compared to USMV (2.80%). In terms of maximum drawdown, SPHD dropped -41.39% vs USMV's -33.10%.

On 10-year performance, USMV leads with 9.63% vs 7.28% for SPHD. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USMV has performed better with a 9.63% return vs 7.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMV is cheaper with a 0.15% expense ratio, compared with 0.30% for SPHD.

SPHD has the higher dividend yield at 4.56%, compared with 1.47% for USMV.

SPHD is categorized as Dividend, while USMV is Low Volatility. SPHD tracks S&P 500 Low Volatility High Dividend Index, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for SPHD and 0.15% for USMV.

SPHD currently has the higher Sharpe Ratio (1.30 vs 0.87), 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

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