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SPXE vs. PHDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXE vs. PHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Energy ETF (SPXE) and Invesco S&P 500 Downside Hedged ETF (PHDG). The values are adjusted to include any dividend payments, if applicable.

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SPXE vs. PHDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXE
ProShares S&P 500 Ex-Energy ETF
-5.69%18.03%25.72%27.71%-20.58%27.93%20.62%32.45%-5.52%24.99%
PHDG
Invesco S&P 500 Downside Hedged ETF
1.32%2.72%10.95%8.18%-14.09%15.67%18.97%8.57%-2.44%15.89%

Returns By Period

In the year-to-date period, SPXE achieves a -5.69% return, which is significantly lower than PHDG's 1.32% return. Over the past 10 years, SPXE has outperformed PHDG with an annualized return of 14.08%, while PHDG has yielded a comparatively lower 5.84% annualized return.


SPXE

1D
2.99%
1M
-5.47%
YTD
-5.69%
6M
-3.18%
1Y
16.84%
3Y*
18.22%
5Y*
11.21%
10Y*
14.08%

PHDG

1D
1.24%
1M
-0.47%
YTD
1.32%
6M
2.31%
1Y
5.85%
3Y*
6.85%
5Y*
3.87%
10Y*
5.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXE vs. PHDG - Expense Ratio Comparison

SPXE has a 0.27% expense ratio, which is lower than PHDG's 0.39% expense ratio.


Return for Risk

SPXE vs. PHDG — Risk / Return Rank

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

SPXE
SPXE Risk / Return Rank: 5858
Overall Rank
SPXE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPXE Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPXE Omega Ratio Rank: 5858
Omega Ratio Rank
SPXE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPXE Martin Ratio Rank: 6666
Martin Ratio Rank

PHDG
PHDG Risk / Return Rank: 3030
Overall Rank
PHDG Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHDG Omega Ratio Rank: 3030
Omega Ratio Rank
PHDG Calmar Ratio Rank: 3232
Calmar Ratio Rank
PHDG Martin Ratio Rank: 2727
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.

SPXE vs. PHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) and Invesco S&P 500 Downside Hedged ETF (PHDG). 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.


SPXEPHDGDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.56

+0.36

Sortino ratio

Return per unit of downside risk

1.42

0.78

+0.64

Omega ratio

Gain probability vs. loss probability

1.21

1.12

+0.10

Calmar ratio

Return relative to maximum drawdown

1.46

0.74

+0.72

Martin ratio

Return relative to average drawdown

6.51

2.08

+4.43

SPXE vs. PHDG - Sharpe Ratio Comparison

The current SPXE Sharpe Ratio is 0.92, which is higher than the PHDG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SPXE and PHDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPXEPHDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.56

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.36

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.49

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.46

+0.36

Correlation

The correlation between SPXE and PHDG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPXE vs. PHDG - Dividend Comparison

SPXE's dividend yield for the trailing twelve months is around 1.07%, less than PHDG's 2.09% yield.


TTM20252024202320222021202020192018201720162015
SPXE
ProShares S&P 500 Ex-Energy ETF
1.07%0.99%1.09%1.29%1.49%0.94%1.16%1.38%1.61%1.65%1.53%0.51%
PHDG
Invesco S&P 500 Downside Hedged ETF
2.09%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Drawdowns

SPXE vs. PHDG - Drawdown Comparison

The maximum SPXE drawdown since its inception was -32.27%, which is greater than PHDG's maximum drawdown of -17.70%. Use the drawdown chart below to compare losses from any high point for SPXE and PHDG.


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Drawdown Indicators


SPXEPHDGDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-17.70%

-14.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-9.08%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-17.06%

-9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

-17.06%

-15.21%

Current Drawdown

Current decline from peak

-7.41%

-2.18%

-5.23%

Average Drawdown

Average peak-to-trough decline

-4.52%

-6.32%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.26%

-0.57%

Volatility

SPXE vs. PHDG - Volatility Comparison

ProShares S&P 500 Ex-Energy ETF (SPXE) has a higher volatility of 5.55% compared to Invesco S&P 500 Downside Hedged ETF (PHDG) at 2.76%. This indicates that SPXE's price experiences larger fluctuations and is considered to be riskier than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXEPHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

2.76%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

6.33%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

10.61%

+7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

10.91%

+5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

11.89%

+5.49%