Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPHB (Invesco S&P 500 High Beta ETF) | 22.70% | 60.24% | 27.20% | 13.83% | 17.97% | 14.32% | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPHB (Invesco S&P 500 High Beta ETF) | 05/06/2011 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.54 | 60.24 | 27.20 | 13.83 | 17.97 | 14.32 | NA | … | … | 22.70 | 32.88 | 8.48 | 33.28 | -20.59 | 40.58 | 25.60 | 33.96 | -15.54 | 17.86 | 26.21 | -12.83 | 12.68 | 40.68 | 17.93 | -22.18 |
| Sharpe Ratio | NA | 2.51 | 0.96 | 0.41 | 0.58 | NA | NA | … | … | 2.21 | 1.00 | 0.23 | 1.34 | -0.61 | 1.69 | 0.48 | 1.64 | -0.76 | 1.41 | 1.01 | -0.62 | 0.79 | 2.37 | 0.80 | -0.72 |
| Standard Deviation(%) | NA | 22.93 | 24.99 | 27.46 | 28.56 | NA | NA | … | … | 26.56 | 30.27 | 20.75 | 22.28 | 36.46 | 24.06 | 52.60 | 19.80 | 22.49 | 12.24 | 25.83 | 20.85 | 16.00 | 17.12 | 22.50 | 44.25 |
| Draw Down(%) | NA | 10.70 | 29.20 | 31.49 | 46.82 | NA | NA | … | … | 10.70 | 29.20 | 14.05 | 21.10 | 30.12 | 13.09 | 46.82 | 12.54 | 27.72 | 6.33 | 20.97 | 22.20 | 11.41 | 8.43 | 23.08 | 38.30 |
| Yield(%) | 0.00 | 0.88 | 0.99 | 0.84 | 2.14 | 2.34 | 1.66 | … | … | 0.20 | 0.80 | 0.87 | 0.97 | 0.56 | 1.29 | 2.28 | 1.65 | 1.61 | 1.53 | 1.18 | 1.45 | 1.11 | 0.94 | 1.00 | 0.54 |
Data as of 06/05/2026, Common starting date is 05/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPHB (Invesco S&P 500 High Beta ETF) |
-6.15%
Mar 2017 – Mar 2020 |
-1.44%
Mar 2015 – Mar 2020 |
9.92%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPHB (Invesco S&P 500 High Beta ETF) |
35.22%
Mar 2020 – Mar 2023 |
23.23%
Oct 2020 – Oct 2025 |
18.71%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart