INVESCO S&P 500 HIGH DIVIDEND LOW VOLATILITY ETF

Symbol: SPHD

Exchange: NYSE ARCA

Sector: Consumer_Defensive

Category: Large Value

Inception Date: 18/10/2012

Latest Date: 02/04/2026

Current Price: $49.60

Expense Ratio: 0.30%

Assets Under Management
$3.4B
0.38% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

-5.56%

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
Return

3.68%

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
Return

2.31%

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
Return

3.13%

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
Return

21.00%

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
Return

32.46%

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

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

0.016%

Best Day

4.778%

09/04/2025
Worst Day

-5.258%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $49.41 $49.65 $49.24 $49.60 590,200
01/04/2026 $49.43 $49.59 $49.11 $49.43 1,055,200
31/03/2026 $49.72 $49.83 $49.25 $49.61 1,170,000
30/03/2026 $49.54 $49.77 $49.17 $49.34 675,700
27/03/2026 $49.21 $49.59 $49.00 $49.09 784,200
26/03/2026 $48.96 $49.49 $48.96 $49.20 593,000
25/03/2026 $49.16 $49.28 $48.82 $49.06 733,600
24/03/2026 $48.69 $49.41 $48.56 $48.95 873,400
23/03/2026 $48.86 $49.20 $48.53 $48.87 1,189,800
20/03/2026 $49.29 $49.45 $48.49 $48.67 1,262,500