SPHD vs. ^GSPC

In the year-to-date period, SPHD achieves a 0.89% return, which is significantly lower than ^GSPC's 1.00% return. Over the past 10 years, SPHD has underperformed ^GSPC with an annualized return of 8.11%, while ^GSPC has yielded a comparatively higher 10.82% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and S&P 500 (^GSPC). 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.

The current SPHD Sharpe Ratio is 0.69, which is comparable to the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SPHD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SPHD drawdown since its inception was -41.39%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPHD and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) is 3.85%, while S&P 500 (^GSPC) has a volatility of 4.58%. This indicates that SPHD experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.