VTR vs. SPHD
Compare and contrast key facts about Ventas, Inc. (VTR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Performance
VTR vs. SPHD - Performance Comparison
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VTR vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTR Ventas, Inc. | 6.36% | 35.09% | 22.24% | 15.06% | -8.53% | 7.73% | -9.80% | 3.42% | 3.45% | 0.71% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.64% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Returns By Period
In the year-to-date period, VTR achieves a 6.36% return, which is significantly higher than SPHD's 4.64% return. Both investments have delivered pretty close results over the past 10 years, with VTR having a 7.07% annualized return and SPHD not far ahead at 7.24%.
VTR
- 1D
- 0.84%
- 1M
- -4.47%
- YTD
- 6.36%
- 6M
- 18.31%
- 1Y
- 22.21%
- 3Y*
- 27.63%
- 5Y*
- 12.23%
- 10Y*
- 7.07%
SPHD
- 1D
- 0.55%
- 1M
- -4.99%
- YTD
- 4.64%
- 6M
- 2.81%
- 1Y
- 3.20%
- 3Y*
- 9.99%
- 5Y*
- 7.05%
- 10Y*
- 7.24%
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Return for Risk
VTR vs. SPHD — Risk / Return Rank
VTR
SPHD
VTR vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ventas, Inc. (VTR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
| VTR | SPHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.22 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.61 | 0.41 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.05 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 0.38 | +1.73 |
Martin ratioReturn relative to average drawdown | 4.84 | 1.22 | +3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTR | SPHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.22 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.50 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.41 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.59 | -0.28 |
Correlation
The correlation between VTR and SPHD is 0.53, 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
VTR vs. SPHD - Dividend Comparison
VTR's dividend yield for the trailing twelve months is around 2.40%, less than SPHD's 4.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTR Ventas, Inc. | 2.40% | 2.48% | 3.06% | 3.61% | 4.00% | 3.52% | 4.37% | 5.49% | 5.40% | 5.19% | 4.74% | 20.47% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.31% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Drawdowns
VTR vs. SPHD - Drawdown Comparison
The maximum VTR drawdown since its inception was -83.38%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VTR and SPHD.
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Drawdown Indicators
| VTR | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.38% | -41.39% | -41.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -11.33% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -41.80% | -19.50% | -22.30% |
Max Drawdown (10Y)Largest decline over 10 years | -76.92% | -41.39% | -35.53% |
Current DrawdownCurrent decline from peak | -6.47% | -5.14% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -18.30% | -4.70% | -13.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 3.67% | +1.09% |
Volatility
VTR vs. SPHD - Volatility Comparison
Ventas, Inc. (VTR) has a higher volatility of 5.52% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.21%. This indicates that VTR's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTR | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.21% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 7.91% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 14.51% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.87% | 14.20% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.70% | 17.65% | +17.05% |