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XSHD vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSHD vs. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSHD achieves a 9.24% return, which is significantly higher than SPHD's 8.20% return.


XSHD

1D
1.34%
1M
1.12%
YTD
9.24%
6M
9.16%
1Y
6.83%
3Y*
2.49%
5Y*
-4.65%
10Y*

SPHD

1D
1.63%
1M
0.82%
YTD
8.20%
6M
8.56%
1Y
12.09%
3Y*
12.70%
5Y*
7.06%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSHD vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSHD
Invesco S&P SmallCap High Dividend Low Volatility ETF
9.24%-6.41%-5.25%3.00%-19.48%18.31%-13.55%17.91%-7.86%1.52%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
8.20%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between XSHD and SPHD is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2016

0.76

The correlation between XSHD and SPHD has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

XSHD vs. SPHD — Risk / Return Rank

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

XSHD
XSHD Risk / Return Rank: 1616
Overall Rank
XSHD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XSHD Sortino Ratio Rank: 1515
Sortino Ratio Rank
XSHD Omega Ratio Rank: 1414
Omega Ratio Rank
XSHD Calmar Ratio Rank: 1717
Calmar Ratio Rank
XSHD Martin Ratio Rank: 1717
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 3030
Overall Rank
SPHD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2727
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3030
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.

XSHD vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSHDSPHDDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratioReturn relative to maximum drawdown

0.65

1.66

-1.00

Martin ratioReturn relative to average drawdown

1.76

4.06

-2.30

XSHD vs. SPHD - Sharpe Ratio Comparison

The current XSHD Sharpe Ratio is 0.46, which is lower than the SPHD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of XSHD and SPHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSHD vs. SPHD - Drawdown Comparison

The maximum XSHD drawdown since its inception was -49.53%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for XSHD and SPHD.


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Drawdown Indicators


XSHDSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-49.53%

-41.39%

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-7.33%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-13.29%

-7.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.70%

-19.50%

-15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-23.92%

-1.91%

-22.01%

Average Drawdown

Average peak-to-trough decline

-16.40%

-4.69%

-11.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.98%

+0.91%

Volatility

XSHD vs. SPHD - Volatility Comparison

The current volatility for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) is 3.90%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 4.26%. This indicates that XSHD experiences smaller price fluctuations and is considered to be less risky 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


XSHDSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.26%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

8.13%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

11.48%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

14.16%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

17.65%

+4.55%

XSHD vs. SPHD - Expense Ratio Comparison

Both XSHD and SPHD have an expense ratio of 0.30%.


Dividends

XSHD vs. SPHD - Dividend Comparison

XSHD's dividend yield for the trailing twelve months is around 5.22%, more than SPHD's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.60%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
XSHD
Invesco S&P SmallCap High Dividend Low Volatility ETF
5.22%6.45%7.25%7.62%6.77%3.86%5.55%4.88%5.49%4.11%0.41%0.00%

Frequently Asked Questions


XSHD and SPHD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (4.26%) compared to XSHD (3.90%). In terms of maximum drawdown, XSHD dropped -49.53% vs SPHD's -41.39%.

On 5-year performance, SPHD leads with 7.06% vs -4.65% for XSHD. Both ETFs have the same 0.30% expense ratio. On volatility, XSHD has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPHD has performed better with a 7.06% return vs -4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSHD and SPHD have the same expense ratio: 0.30% per year.

XSHD has the higher dividend yield at 5.22%, compared with 4.60% for SPHD.

XSHD is categorized as Volatility Hedged Equity, while SPHD is Dividend. XSHD tracks S&P SmallCap 600 Low Volatility High Dividend Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index.

SPHD currently has the higher Sharpe Ratio (1.06 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XSHD and SPHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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