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Invesco S&P 500 High Dividend Low Volatility ETF SPHD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPHD | Replication |
|---|---|---|
| Annualized growth | 6.6% | 7.2% |
| Annualized volatility | 14.2% | 13.6% |
| Sharpe ratio | 0.52 | 0.58 |
| Maximum drawdown | 18.1% | 17.3% |
| Replication fit (R²) | 0.88 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPHD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 40.5% |
| VNQ | Sector · Real Estate | 18.5% |
| XLU | Sector · Utilities | 15.8% |
| XLP | Sector · Cons Staples | 14.9% |
| VOE | Mid-Cap · Value | 10.2% |