Summary
SPHD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.61% Volatility 14.54% Sharpe -0.03
Official loaded data — not a live quote.

INVESCO S&P 500 HIGH DIVIDEND LOW VOLATILITY ETF

Symbol: SPHD

Exchange: NYSE

Sector: Realestate

Category: Large Value

Inception date: 18/10/2012

Latest date: 16/07/2026

Current price: $53.18

Expense ratio: 0.30%

Assets under management
$3.3B
1.76% 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

4.57%

Ann. -46.57% (Sharpe / Sortino numerator)

Volatility

11.15%

Sharpe ratio

-4.503

VaR 95%

-1.32%

CVaR 95%: -1.52%
Max drawdown: -6.55%
Sortino ratio: -6.153
Calmar ratio: -7.11

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

8.19%

Ann. 15.81% (Sharpe / Sortino numerator)

Volatility

11.43%

Sharpe ratio

1.066

VaR 95%

-1.06%

CVaR 95%: -1.34%
Max drawdown: -7.72%
Sortino ratio: 1.733
Calmar ratio: 2.05

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

10.49%

Ann. 4.72% (Sharpe / Sortino numerator)

Volatility

11.20%

Sharpe ratio

0.097

VaR 95%

-1.07%

CVaR 95%: -1.36%
Max drawdown: -7.72%
Sortino ratio: 0.165
Calmar ratio: 0.61

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

15.61%

Ann. 3.15% (Sharpe / Sortino numerator)

Volatility

14.54%

Sharpe ratio

-0.033

VaR 95%

-1.31%

CVaR 95%: -2.07%
Max drawdown: -8.87%
Sortino ratio: -0.045
Calmar ratio: 0.35

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

25.21%

Ann. 10.04% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.492

VaR 95%

-1.21%

CVaR 95%: -1.87%
Max drawdown: -13.29%
Sortino ratio: 0.661
Calmar ratio: 0.76

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

45.17%

Ann. 9.87% (Sharpe / Sortino numerator)

Volatility

12.99%

Sharpe ratio

0.480

VaR 95%

-1.28%

CVaR 95%: -1.79%
Max drawdown: -13.29%
Sortino ratio: 0.691
Calmar ratio: 0.74

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

0.061%

Best day

2.112%

16/07/2026
Worst day

-1.782%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.26 $53.23 $52.25 $53.18 690,600
15/07/2026 $51.95 $52.55 $51.95 $52.08 727,700
14/07/2026 $52.18 $52.29 $51.85 $51.98 772,200
13/07/2026 $52.11 $52.47 $52.03 $52.18 925,200
10/07/2026 $51.70 $51.90 $51.55 $51.82 508,500
09/07/2026 $51.51 $51.75 $51.34 $51.43 2,581,000
08/07/2026 $52.25 $52.27 $51.54 $51.57 694,600
07/07/2026 $52.19 $52.81 $52.13 $52.31 593,100
06/07/2026 $51.96 $52.14 $51.44 $51.64 678,100
02/07/2026 $51.50 $52.13 $51.50 $52.10 654,300