XSHD vs. AAPL
Compare and contrast key facts about Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and Apple Inc (AAPL).
XSHD is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility High Dividend Index. It was launched on Dec 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSHD or AAPL.
Key characteristics
| XSHD | AAPL | |
|---|---|---|
| YTD Return | -2.74% | 19.12% |
| 1Y Return | 6.85% | 21.98% |
| 3Y Return (Ann) | -7.27% | 15.68% |
| 5Y Return (Ann) | -3.06% | 28.87% |
| Sharpe Ratio | 0.42 | 1.00 |
| Sortino Ratio | 0.72 | 1.56 |
| Omega Ratio | 1.08 | 1.19 |
| Calmar Ratio | 0.25 | 1.35 |
| Martin Ratio | 1.09 | 3.16 |
| Ulcer Index | 7.09% | 7.07% |
| Daily Std Dev | 18.27% | 22.45% |
| Max Drawdown | -49.52% | -81.80% |
| Current Drawdown | -23.61% | -3.39% |
Correlation
The correlation between XSHD and AAPL is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XSHD vs. AAPL - Performance Comparison
In the year-to-date period, XSHD achieves a -2.74% return, which is significantly lower than AAPL's 19.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XSHD vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and Apple Inc (AAPL). 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
XSHD vs. AAPL - Dividend Comparison
XSHD's dividend yield for the trailing twelve months is around 7.26%, more than AAPL's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 7.26% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
XSHD vs. AAPL - Drawdown Comparison
The maximum XSHD drawdown since its inception was -49.52%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for XSHD and AAPL. For additional features, visit the drawdowns tool.
Volatility
XSHD vs. AAPL - Volatility Comparison
Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) has a higher volatility of 5.42% compared to Apple Inc (AAPL) at 4.99%. This indicates that XSHD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.