INVESCO S&P 500 DOWNSIDE HEDGED ETF

Symbol: PHDG

Exchange: NYSE ARCA

Sector: Technology

Category: Equity Hedged

Inception Date: 06/12/2012

Latest Date: 02/04/2026

Current Price: $37.91

Expense Ratio: 0.39%

Assets Under Management
$64.9M
0.13% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-0.81%

Volatility

9.37%

Sharpe Ratio

-1.299

VaR 95%

-0.77%

CVaR 95%: -0.82%
Max Drawdown: -3.36%
Sortino Ratio: -3.066
Calmar Ratio: -2.54
Return

1.47%

Volatility

8.28%

Sharpe Ratio

0.301

VaR 95%

-0.67%

CVaR 95%: -1.06%
Max Drawdown: -3.36%
Sortino Ratio: 0.429
Calmar Ratio: 1.82
Return

1.57%

Volatility

8.98%

Sharpe Ratio

-0.050

VaR 95%

-0.81%

CVaR 95%: -1.19%
Max Drawdown: -3.52%
Sortino Ratio: -0.076
Calmar Ratio: 0.90
Return

6.01%

Volatility

10.70%

Sharpe Ratio

0.225

VaR 95%

-0.82%

CVaR 95%: -1.54%
Max Drawdown: -7.66%
Sortino Ratio: 0.253
Calmar Ratio: 0.79
Return

7.90%

Volatility

10.63%

Sharpe Ratio

0.025

VaR 95%

-0.91%

CVaR 95%: -1.53%
Max Drawdown: -14.79%
Sortino Ratio: 0.031
Calmar Ratio: 0.26
Return

21.91%

Volatility

10.48%

Sharpe Ratio

0.308

VaR 95%

-0.91%

CVaR 95%: -1.46%
Max Drawdown: -14.79%
Sortino Ratio: 0.418
Calmar Ratio: 0.46

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.026%

Best Day

1.867%

18/12/2025
Worst Day

-5.571%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $37.86 $37.99 $37.86 $37.91 4,700
01/04/2026 $37.78 $37.94 $37.78 $37.92 1,000
31/03/2026 $37.45 $37.79 $37.45 $37.79 1,700
30/03/2026 $37.41 $37.50 $37.32 $37.33 10,300
27/03/2026 $37.63 $37.63 $37.53 $37.55 10,400
26/03/2026 $37.84 $37.87 $37.67 $37.69 2,200
25/03/2026 $37.89 $37.93 $37.85 $37.85 2,600
24/03/2026 $37.78 $37.78 $37.78 $37.78 600
23/03/2026 $37.85 $37.89 $37.80 $37.82 6,700
20/03/2026 $37.83 $37.88 $37.83 $37.86 1,900