Summary
SPHB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 42.99% Volatility 29.76% Sharpe 1.45
Official loaded data — not a live quote.

INVESCO S&P 500 HIGH BETA ETF

Symbol: SPHB

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 05/05/2011

Latest date: 16/07/2026

Current price: $142.92

Expense ratio: 0.25%

Assets under management
$1.1B
-1.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-5.80%

Ann. -41.38% (Sharpe / Sortino numerator)

Volatility

30.02%

Sharpe ratio

-1.499

VaR 95%

-2.76%

CVaR 95%: -2.88%
Max drawdown: -8.75%
Sortino ratio: -2.743
Calmar ratio: -4.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.46%

Ann. -7.11% (Sharpe / Sortino numerator)

Volatility

26.27%

Sharpe ratio

-0.409

VaR 95%

-2.76%

CVaR 95%: -2.88%
Max drawdown: -10.88%
Sortino ratio: -0.659
Calmar ratio: -0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.76%

Ann. 9.04% (Sharpe / Sortino numerator)

Volatility

25.01%

Sharpe ratio

0.216

VaR 95%

-2.79%

CVaR 95%: -3.30%
Max drawdown: -10.88%
Sortino ratio: 0.307
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.99%

Ann. 46.78% (Sharpe / Sortino numerator)

Volatility

29.76%

Sharpe ratio

1.450

VaR 95%

-2.72%

CVaR 95%: -4.15%
Max drawdown: -10.88%
Sortino ratio: 1.862
Calmar ratio: 4.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

60.34%

Ann. 17.64% (Sharpe / Sortino numerator)

Volatility

26.77%

Sharpe ratio

0.524

VaR 95%

-2.76%

CVaR 95%: -3.95%
Max drawdown: -29.20%
Sortino ratio: 0.690
Calmar ratio: 0.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

84.08%

Ann. 19.60% (Sharpe / Sortino numerator)

Volatility

24.64%

Sharpe ratio

0.648

VaR 95%

-2.46%

CVaR 95%: -3.58%
Max drawdown: -29.20%
Sortino ratio: 0.891
Calmar ratio: 0.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.155%

Best day

4.896%

11/06/2026
Worst day

-5.67%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $144.48 $145.14 $142.02 $142.92 729,000
15/07/2026 $149.10 $149.10 $143.95 $146.69 445,100
14/07/2026 $148.56 $148.91 $147.02 $147.80 487,900
13/07/2026 $147.57 $148.11 $145.07 $145.69 469,600
10/07/2026 $149.49 $150.27 $147.84 $149.45 178,300
09/07/2026 $148.67 $150.92 $148.38 $149.63 376,800
08/07/2026 $143.99 $145.85 $142.35 $145.54 629,700
07/07/2026 $147.55 $147.91 $143.69 $145.83 371,600
06/07/2026 $149.23 $151.32 $149.23 $150.29 222,300
02/07/2026 $152.85 $154.00 $146.09 $147.85 243,400