SPHQ vs. USD=X
SPHQ (Invesco S&P 500 Quality ETF) is S&P 500 fund tracking the S&P 500 Quality Index, while USD=X (USD Cash) is a currency. Over the past 10 years, SPHQ returned 15.27%/yr vs 0.00%/yr for USD=X.
Performance
SPHQ vs. USD=X - Performance Comparison
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Returns By Period
SPHQ
- 1D
- 1.02%
- 1M
- 5.74%
- YTD
- 16.79%
- 6M
- 15.77%
- 1Y
- 26.53%
- 3Y*
- 22.40%
- 5Y*
- 14.55%
- 10Y*
- 15.27%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
SPHQ vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPHQ Invesco S&P 500 Quality ETF | 16.79% | 13.25% | 25.44% | 24.83% | -15.76% | 28.03% | 17.36% | 33.64% | -7.10% | 19.10% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
SPHQ vs. USD=X — Risk / Return Rank
SPHQ
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPHQ vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Quality ETF (SPHQ) and USD Cash (USD=X). 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.
| SPHQ | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | — | — |
| Martin ratioReturn relative to average drawdown | 11.76 | — | — |
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Drawdowns
SPHQ vs. USD=X - Drawdown Comparison
The maximum SPHQ drawdown since its inception was -57.83%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SPHQ and USD=X.
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Drawdown Indicators
| SPHQ | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.83% | 0.00% | -57.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | 0.00% | -8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | 0.00% | -16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | 0.00% | -25.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.60% | 0.00% | -31.60% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.69% | 0.00% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 0.00% | +2.09% |
Volatility
SPHQ vs. USD=X - Volatility Comparison
Invesco S&P 500 Quality ETF (SPHQ) has a higher volatility of 4.92% compared to USD Cash (USD=X) at 0.00%. This indicates that SPHQ's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPHQ | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 0.00% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 0.00% | +10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 0.00% | +13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 0.00% | +16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 0.00% | +17.90% |
Frequently Asked Questions
SPHQ has higher volatility (4.92%) compared to USD=X (0.00%). In terms of maximum drawdown, SPHQ dropped -57.83% vs USD=X's 0.00%.
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