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ETFs

Invesco S&P 500 High Dividend Low Volatility ETF

SPHD
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Oct 18, 2012
Expense Ratio
0.3%
Type
US Equities
Fund Owner
Invesco
Volume (1m avg. daily)
$21,340,036
AUM
$2,975,355,289
Associated Index
S&P 500 Low Volatility High Dividend Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

T
AT&T, Inc.
3.11%
VZ
Verizon Communications Inc
3.02%
MO
Altria Group Inc.
2.97%
IP
International Paper Co.
2.7%
OKE
Oneok Inc.
2.66%
KMI
Kinder Morgan Inc - Ordinary Shares - Class P
2.62%
SPG
Simon Property Group, Inc.
2.47%
MMM
3M Co.
2.45%
PRU
Prudential Financial Inc.
2.45%
LYB
LyondellBasell Industries NV - Ordinary Shares - Class A
2.42%
Invest with SPHD
Trade SPHD Options

What is SPHD?

The Invesco S&P 500 High Dividend Low Volatility ETF (Fund) seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S&P 500 Low Volatility High Dividend Index (Index). The Fund generally will invest at least 90% of its total assets in common stocks that comprise the Index. Standard & Poors compiles, maintains and calculates the Index, which is composed of 50 securities traded on the S&P 500 Index that historically have provided high dividend yields and low volatility. The Fund and the Index are rebalanced and reconstituted semi-annually, in January and July.

1M
3M
6M
YTD
1Y
3Y
Max
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SPHD
Performance Measures**

for the time period Oct 18, 2012 to Dec 4, 2025

Returns

1M Trailing Return: 2.5%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: -1.9%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -41.4%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 16.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.62

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.22

The annualized return divided by the max drawdown for the selected time period.

ETFs related toSPHD

ETFs correlated to SPHD include SPYD, CDL, DVY

SPHD
Invesco Capital Management LLC - Invesco S&P 500 High Dividend Low Volatility ETF
SPYD
SPDR Series Trust - SPDR Portfolio S&P 500 High Dividend ETF
CDL
Victory Portfolios II - VictoryShares US Large Cap High Div Volatility Wtd ETF
DVY
BlackRock Institutional Trust Company N.A. - iShares Select Dividend ETF
SDOG
ALPS Advisors Inc - ALPS Sector Dividend Dogs ETF
SDY
SPDR Series Trust - SPDR Dividend ETF
VOE
Vanguard Group, Inc. - Vanguard Mid-Cap Value ETF
LVHD
Legg Mason ETF Investment Trust - Franklin U.S. Low Volatility High Dividend Index ETF
ONEY
SPDR Series Trust - SPDR Russell 1000 Yield Focus ETF
SCHV
Schwab Strategic Trust - Schwab U.S. Large-Cap Value ETF
DHS
WisdomTree Trust - WisdomTree U.S. High Dividend Fund

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toSPHD

Neo Pops - SPHD

Category

Tactical allocation, momentum/mean‑reversion, tech tilt, leveraged ETFs, volatility hedges, bond signals, cash/T‑bills, dividend low‑vol

OOS Cumulative Return

234.66%

C-DTMS (Longer Backtest Mod) - 24May2019

Category

Multi-asset, sector rotation, trend + mean reversion, volatility filter, leveraged ETFs, bonds, commodities, hedged equity

OOS Cumulative Return

187%

Create your own algorithmic trading strategy with SPHD using Composer

FAQ

SPHD is a US Equities ETF. The Invesco S&P 500 High Dividend Low Volatility ETF (Fund) seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S&P 500 Low Volatility High Dividend Index (Index). The Fund generally will invest at least 90% of its total assets in common stocks that comprise the Index. Standard & Poors compiles, maintains and calculates the Index, which is composed of 50 securities traded on the S&P 500 Index that historically have provided high dividend yields and low volatility. The Fund and the Index are rebalanced and reconstituted semi-annually, in January and July.

SPHD tracks the S&P 500 Low Volatility High Dividend Index.

SPHD dividend information: Dividend - High Yield. Dividend payouts may vary in terms of frequency of payouts.

No, SPHD is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, SPHD is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on SPHD is -0.0142%. This is the percent change in the value of SPHD over the most recent 1-month period. The 3-month return on SPHD is -0.0112%. This is the percent change in the value of SPHD over the most recent 3-month period.

The standard deviation of SPHD for the past year is 0.1654%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to SPHD include VYM, DFAS, and DFAT.

ETFs correlated to SPHD include SPYD, CDL, and DVY.

ETFs that are inversely correlated to SPHD include SDOW, DXD, and DOG.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.