WELL vs. SPHD
Compare and contrast key facts about Welltower Inc. (WELL) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WELL or SPHD.
Performance
WELL vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, WELL achieves a 55.98% return, which is significantly higher than SPHD's 22.49% return. Over the past 10 years, WELL has outperformed SPHD with an annualized return of 11.06%, while SPHD has yielded a comparatively lower 8.74% annualized return.
WELL
55.98%
6.17%
36.32%
58.49%
14.14%
11.06%
SPHD
22.49%
-0.18%
13.83%
32.04%
7.70%
8.74%
Key characteristics
| WELL | SPHD | |
|---|---|---|
| Sharpe Ratio | 3.24 | 2.85 |
| Sortino Ratio | 4.72 | 4.07 |
| Omega Ratio | 1.57 | 1.52 |
| Calmar Ratio | 8.27 | 2.25 |
| Martin Ratio | 27.06 | 19.55 |
| Ulcer Index | 2.17% | 1.63% |
| Daily Std Dev | 18.17% | 11.16% |
| Max Drawdown | -63.33% | -41.39% |
| Current Drawdown | -0.56% | -1.06% |
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Correlation
The correlation between WELL and SPHD is 0.54, 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.
Risk-Adjusted Performance
WELL vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) 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.
Dividends
WELL vs. SPHD - Dividend Comparison
WELL's dividend yield for the trailing twelve months is around 1.86%, less than SPHD's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WELL Welltower Inc. | 1.86% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% | 5.71% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.34% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
WELL vs. SPHD - Drawdown Comparison
The maximum WELL drawdown since its inception was -63.33%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for WELL and SPHD. For additional features, visit the drawdowns tool.
Volatility
WELL vs. SPHD - Volatility Comparison
Welltower Inc. (WELL) has a higher volatility of 7.26% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.62%. This indicates that WELL'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.