See what your fund actually adds
Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | XSHD | Replication |
|---|---|---|
| Annualized growth | -5.0% | 5.0% |
| Annualized volatility | 19.4% | 17.4% |
| Sharpe ratio | -0.17 | 0.37 |
| Maximum drawdown | 33.4% | 23.9% |
| Replication fit (R²) | 0.82 · Tracking error 8.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model XSHD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 54.8% |
| VNQ | Sector · Real Estate | 29.8% |
| SCHD | Factor · Dividend | 9.9% |
| XLU | Sector · Utilities | 4.9% |
| VBR | Small-Cap · Value | 0.6% |