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XSHD vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

XSHD vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-6.88%
903.91%
XSHD
AAPL

Key characteristics

Sharpe Ratio

XSHD:

-0.22

AAPL:

1.38

Sortino Ratio

XSHD:

-0.18

AAPL:

2.04

Omega Ratio

XSHD:

0.98

AAPL:

1.26

Calmar Ratio

XSHD:

-0.13

AAPL:

1.88

Martin Ratio

XSHD:

-0.54

AAPL:

4.89

Ulcer Index

XSHD:

7.16%

AAPL:

6.39%

Daily Std Dev

XSHD:

17.63%

AAPL:

22.57%

Max Drawdown

XSHD:

-49.52%

AAPL:

-81.80%

Current Drawdown

XSHD:

-25.51%

AAPL:

0.00%

Returns By Period

In the year-to-date period, XSHD achieves a -5.16% return, which is significantly lower than AAPL's 32.83% return.


XSHD

YTD

-5.16%

1M

-4.31%

6M

5.79%

1Y

-5.39%

5Y*

-4.05%

10Y*

N/A

AAPL

YTD

32.83%

1M

11.13%

6M

22.93%

1Y

31.36%

5Y*

30.37%

10Y*

26.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for XSHD, currently valued at -0.22, compared to the broader market0.002.004.00-0.221.38
The chart of Sortino ratio for XSHD, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.0010.00-0.182.04
The chart of Omega ratio for XSHD, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.26
The chart of Calmar ratio for XSHD, currently valued at -0.13, compared to the broader market0.005.0010.0015.00-0.131.88
The chart of Martin ratio for XSHD, currently valued at -0.54, compared to the broader market0.0020.0040.0060.0080.00100.00-0.544.89
XSHD
AAPL

The current XSHD Sharpe Ratio is -0.22, which is lower than the AAPL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XSHD and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.38
XSHD
AAPL

Dividends

XSHD vs. AAPL - Dividend Comparison

XSHD's dividend yield for the trailing twelve months is around 6.61%, more than AAPL's 0.39% yield.


TTM20232022202120202019201820172016201520142013
XSHD
Invesco S&P SmallCap High Dividend Low Volatility ETF
6.61%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
0.39%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.51%
0
XSHD
AAPL

Volatility

XSHD vs. AAPL - Volatility Comparison

Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) has a higher volatility of 4.85% compared to Apple Inc (AAPL) at 4.04%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
4.04%
XSHD
AAPL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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