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SPHD vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHD vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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 9.74% return, which is significantly lower than VYM's 12.37% return. Over the past 10 years, SPHD has underperformed VYM with an annualized return of 7.65%, while VYM has yielded a comparatively higher 11.95% annualized return.


SPHD

1D
1.10%
1M
4.73%
YTD
9.74%
6M
9.46%
1Y
12.86%
3Y*
12.34%
5Y*
6.47%
10Y*
7.65%

VYM

1D
0.80%
1M
3.01%
YTD
12.37%
6M
11.19%
1Y
24.69%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHD vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
9.74%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%
VYM
Vanguard High Dividend Yield ETF
12.37%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between SPHD and VYM is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.76

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

0.83

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

0.85

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

0.86

Over the past year, the correlation between SPHD and VYM has dropped to 0.65 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

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Return for Risk

SPHD vs. VYM — Risk / Return Rank

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

SPHD
SPHD Risk / Return Rank: 3636
Overall Rank
SPHD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3232
Omega Ratio Rank
SPHD Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3333
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
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.

SPHD vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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.


SPHDVYMDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.20

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

1.76

3.70

-1.94

Martin ratioReturn relative to average drawdown

4.36

13.81

-9.45

SPHD vs. VYM - Sharpe Ratio Comparison

The current SPHD Sharpe Ratio is 1.15, which is lower than the VYM Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SPHD and VYM, 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. VYM - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SPHD and VYM.


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Drawdown Indicators


SPHDVYMDifference

Max Drawdown

Largest peak-to-trough decline

-41.39%

-56.98%

+15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-6.69%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-14.46%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-15.84%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

-35.21%

-6.18%

Current Drawdown

Current decline from peak

-0.52%

-0.52%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.70%

-7.18%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.80%

+1.16%

Volatility

SPHD vs. VYM - Volatility Comparison

Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a higher volatility of 3.67% compared to Vanguard High Dividend Yield ETF (VYM) at 3.31%. This indicates that SPHD's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHDVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.31%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

7.81%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

10.47%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

13.99%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

16.35%

+1.30%

SPHD vs. VYM - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

SPHD vs. VYM - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 4.40%, more than VYM's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.40%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
VYM
Vanguard High Dividend Yield ETF
2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


SPHD and VYM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.67%) compared to VYM (3.31%). In terms of maximum drawdown, SPHD dropped -41.39% vs VYM's -56.98%.

On 10-year performance, VYM leads with 11.95% vs 7.65% for SPHD. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYM has performed better with a 11.95% return vs 7.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.30% for SPHD.

SPHD has the higher dividend yield at 4.40%, compared with 2.19% for VYM.

SPHD tracks S&P 500 Low Volatility High Dividend Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.30% for SPHD and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.37 vs 1.15), 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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