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XSHQ vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSHQ vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Quality ETF (XSHQ) 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, XSHQ achieves a 11.54% return, which is significantly higher than SPHD's 8.20% return.


XSHQ

1D
-0.74%
1M
2.36%
YTD
11.54%
6M
9.12%
1Y
17.70%
3Y*
12.17%
5Y*
6.38%
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)

XSHQ vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSHQ
Invesco S&P SmallCap Quality ETF
11.54%0.89%7.49%23.88%-15.01%23.99%11.81%17.37%-6.11%7.18%
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%7.10%

Correlation

The correlation between XSHQ and SPHD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.63

The correlation between XSHQ and SPHD shifts across timeframes, from 0.49 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSHQ vs. SPHD — Risk / Return Rank

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

XSHQ
XSHQ Risk / Return Rank: 3232
Overall Rank
XSHQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XSHQ Sortino Ratio Rank: 3232
Sortino Ratio Rank
XSHQ Omega Ratio Rank: 2727
Omega Ratio Rank
XSHQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSHQ Martin Ratio Rank: 3333
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.

XSHQ vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) 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.


XSHQSPHDDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.73

1.66

+0.07

Martin ratioReturn relative to average drawdown

4.75

4.06

+0.69

XSHQ vs. SPHD - Sharpe Ratio Comparison

The current XSHQ Sharpe Ratio is 1.02, which is comparable to the SPHD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of XSHQ 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

XSHQ vs. SPHD - Drawdown Comparison

The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for XSHQ and SPHD.


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Drawdown Indicators


XSHQSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-41.39%

+3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-7.33%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-13.29%

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-19.50%

-7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-0.74%

-1.91%

+1.17%

Average Drawdown

Average peak-to-trough decline

-9.29%

-4.69%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.98%

+0.76%

Volatility

XSHQ vs. SPHD - Volatility Comparison

Invesco S&P SmallCap Quality ETF (XSHQ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) have volatilities of 4.09% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSHQSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.26%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

8.13%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

11.48%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

14.16%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

17.65%

+5.44%

XSHQ vs. SPHD - Expense Ratio Comparison

XSHQ has a 0.29% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

XSHQ vs. SPHD - Dividend Comparison

XSHQ's dividend yield for the trailing twelve months is around 1.21%, less 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%
XSHQ
Invesco S&P SmallCap Quality ETF
1.21%1.48%1.18%1.15%2.02%1.25%1.24%1.11%1.16%0.60%0.00%0.00%

Frequently Asked Questions


XSHQ and SPHD have a correlation of 0.49, 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 XSHQ (4.09%). In terms of maximum drawdown, XSHQ dropped -38.33% vs SPHD's -41.39%.

On 5-year performance, SPHD leads with 7.06% vs 6.38% for XSHQ. On fees, XSHQ is cheaper at 0.29% per year. On volatility, XSHQ has been the lower-risk option at 4.09%. 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 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSHQ is cheaper with a 0.29% expense ratio, compared with 0.30% for SPHD.

SPHD has the higher dividend yield at 4.60%, compared with 1.21% for XSHQ.

XSHQ is categorized as Small Cap Growth Equities, while SPHD is Dividend. XSHQ tracks S&P SmallCap 600 Quality Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. Their fees differ too: 0.29% for XSHQ and 0.30% for SPHD.

SPHD currently has the higher Sharpe Ratio (1.06 vs 1.02), 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 XSHQ 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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