INVESCO S&P 500 HIGH BETA ETF

Symbol: SPHB

Exchange: NYSE ARCA

Sector: Technology

Category: Mid-Cap Blend

Inception Date: 05/05/2011

Latest Date: 02/04/2026

Current Price: $116.89

Expense Ratio: 0.25%

Assets Under Management
$641.5M
2.19% 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

-4.76%

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
Return

-1.80%

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
Return

4.38%

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
Return

46.56%

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
Return

38.22%

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
Return

70.72%

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

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

0.17%

Best Day

14.135%

09/04/2025
Worst Day

-9.043%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $114.39 $118.00 $113.78 $116.89 301,700
01/04/2026 $117.19 $118.34 $116.79 $117.18 573,300
31/03/2026 $112.93 $116.23 $112.60 $115.95 1,142,100
30/03/2026 $114.68 $115.01 $110.59 $111.36 456,600
27/03/2026 $115.06 $115.06 $113.09 $113.49 506,900
26/03/2026 $117.54 $118.46 $115.79 $115.94 332,300
25/03/2026 $119.57 $120.33 $118.37 $119.18 340,100
24/03/2026 $116.61 $118.63 $116.27 $118.23 259,000
23/03/2026 $117.80 $119.90 $117.36 $117.74 611,800
20/03/2026 $118.03 $118.22 $114.57 $115.62 430,000