See what your fund actually adds
Invesco S&P 500 High Beta ETF SPHB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPHB | Replication |
|---|---|---|
| Annualized growth | 15.8% | 11.5% |
| Annualized volatility | 25.9% | 21.4% |
| Sharpe ratio | 0.70 | 0.62 |
| Maximum drawdown | 31.4% | 32.8% |
| Replication fit (R²) | 0.90 · Tracking error 8.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPHB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 50.0% |
| XLK | Sector · Technology | 40.7% |
| IJR | US Small Cap | 5.4% |
| IWC | Micro Cap | 3.9% |