^GSPC vs. SPHD
Compare and contrast key facts about S&P 500 (^GSPC) 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: ^GSPC or SPHD.
Correlation
The correlation between ^GSPC and SPHD is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^GSPC vs. SPHD - Performance Comparison
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Key characteristics
^GSPC:
19.37%
SPHD:
5.06%
^GSPC:
-56.78%
SPHD:
-0.51%
^GSPC:
-7.88%
SPHD:
-0.21%
Returns By Period
^GSPC
-3.77%
5.53%
-5.60%
8.37%
14.61%
10.35%
SPHD
N/A
N/A
N/A
N/A
N/A
N/A
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Risk-Adjusted Performance
^GSPC vs. SPHD — Risk-Adjusted Performance Rank
^GSPC
SPHD
^GSPC vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) 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.
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Drawdowns
^GSPC vs. SPHD - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than SPHD's maximum drawdown of -0.51%. Use the drawdown chart below to compare losses from any high point for ^GSPC and SPHD. For additional features, visit the drawdowns tool.
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Volatility
^GSPC vs. SPHD - Volatility Comparison
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