SPUS vs. SPHB
Compare and contrast key facts about SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and Invesco S&P 500® High Beta ETF (SPHB).
SPUS and SPHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019. SPHB is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Beta Index. It was launched on May 5, 2011. Both SPUS and SPHB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPUS vs. SPHB - Performance Comparison
Loading graphics...
SPUS vs. SPHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | -5.55% | 19.77% | 26.49% | 34.24% | -22.76% | 35.92% | 25.68% | 0.81% |
SPHB Invesco S&P 500® High Beta ETF | -0.67% | 32.87% | 8.48% | 33.28% | -20.59% | 40.58% | 25.56% | 1.45% |
Returns By Period
In the year-to-date period, SPUS achieves a -5.55% return, which is significantly lower than SPHB's -0.67% return.
SPUS
- 1D
- 3.24%
- 1M
- -5.39%
- YTD
- -5.55%
- 6M
- -2.24%
- 1Y
- 24.49%
- 3Y*
- 19.34%
- 5Y*
- 13.72%
- 10Y*
- —
SPHB
- 1D
- 4.12%
- 1M
- -5.62%
- YTD
- -0.67%
- 6M
- 5.99%
- 1Y
- 49.23%
- 3Y*
- 19.28%
- 5Y*
- 11.25%
- 10Y*
- 16.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPUS vs. SPHB - Expense Ratio Comparison
SPUS has a 0.49% expense ratio, which is higher than SPHB's 0.25% expense ratio.
Return for Risk
SPUS vs. SPHB — Risk / Return Rank
SPUS
SPHB
SPUS vs. SPHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and Invesco S&P 500® High Beta ETF (SPHB). 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.
| SPUS | SPHB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.65 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.29 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.03 | -1.07 |
Martin ratioReturn relative to average drawdown | 8.40 | 13.75 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPUS | SPHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.65 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.41 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.46 | +0.30 |
Correlation
The correlation between SPUS and SPHB is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPUS vs. SPHB - Dividend Comparison
SPUS's dividend yield for the trailing twelve months is around 0.63%, less than SPHB's 0.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.63% | 0.60% | 0.70% | 0.87% | 1.21% | 1.15% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHB Invesco S&P 500® High Beta ETF | 0.68% | 0.60% | 0.80% | 0.73% | 0.72% | 0.91% | 1.90% | 1.26% | 1.96% | 1.34% | 0.93% | 1.69% |
Drawdowns
SPUS vs. SPHB - Drawdown Comparison
The maximum SPUS drawdown since its inception was -30.80%, smaller than the maximum SPHB drawdown of -46.84%. Use the drawdown chart below to compare losses from any high point for SPUS and SPHB.
Loading graphics...
Drawdown Indicators
| SPUS | SPHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.80% | -46.84% | +16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -16.08% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.06% | -31.49% | +3.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.84% | — |
Current DrawdownCurrent decline from peak | -7.77% | -7.02% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -8.59% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.54% | -0.56% |
Volatility
SPUS vs. SPHB - Volatility Comparison
The current volatility for SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) is 6.04%, while Invesco S&P 500® High Beta ETF (SPHB) has a volatility of 8.94%. This indicates that SPUS experiences smaller price fluctuations and is considered to be less risky than SPHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPUS | SPHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 8.94% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 17.62% | -6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.90% | 29.95% | -9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 27.28% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 28.41% | -6.98% |