SPHD: Invesco S&P 500 High Dividend Low Volatility ETF
Performance
SPHD +11.09%
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Summary
SPHD at a glance
SPHD returned +11.09% over the past year and +8.00% a year over five years. Its worst drop in that year was -9.75%, smaller than 60% of ETFs on Redstone, and its Sharpe ratio of 0.56 beats 61% of ETFs on Redstone. It yields 4.84%.
Ranking
How SPHD ranks
56
1Y Return Rank53
5Y Return Rank61
Sharpe Ratio Rank60
Max Drawdown Rank68
Volatility Rank82
Dividend Yield RankCurrent Drawdown
-3.13%
Rolling Volatility
+0.93%
Actions
Metrics
Risk Indicators
Alpha6.37%
Beta0.05x
Sharpe0.56
Sortino0.85
Omega1.09
Calmar1.14
Martin1.84