INVESCO S&P 500 HIGH DIVIDEND LOW VOLATILITY ETF
Free full Seasonality data:
SPHD vs SPY 1 Year Daily ReturnsSPHD has a beta of 0.45. In the past year, SPHD has been less volatile than the S&P500.
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SPHD Historical BetaSince 2024-07-15, the beta for SPHD changed by -0.01 and had an average of 0.4.
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SPHD Sharpe RatioSPHD has a 1 year sharpe of 0.56 which is +0.22 compared to the S&P500.
Display:
1y
Timeframe:
1y
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SPHD Daily P/L Normal DistributionSPHD has a P/L mean of 0.06% and a std dev of 0.92%. A daily 1σ move is between $47.52 and $48.4.
Timeframe:
1y
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SPHD 1 Year Drawdown
1y
SPHD Yearly Drawdown Duration