SPHB

Invesco S&P 500 High Beta ETF
*Unless otherwise stated, data provided by FactSet.

SPHB Fund Description

SPHB tracks a beta-weighted index of the 100 highest-beta stocks in the S&P 500.

SPHB Factset Analytics Insight

SPHB is the S&P 500 ETF for extreme market bulls — almost akin to a leveraged fund. In selecting constituents for the underlying index, trailing daily price changes over the past 12 months is used to calculate the S&P 500 constituents’ betas. Such constituents are then ranked in descending order of their betas wherein the top 100 securities finally form the index. Its weighting methodology is also designed so each constituent is set proportional to its beta — all these in an attempt to magnify market movements. While SPHB doesn't look much like the broad US large-cap space, it fulfills its high-beta mandate.

SPHB MSCI ESG Analytics Insight

Invesco S&P 500 High Beta ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Invesco S&P 500 High Beta ETF ranks in the 53th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPHB 0.79% 7.01% 32.29% 85.03% 21.47% 22.06% 14.63%
SPHB (NAV) 0.91% 8.46% 32.41% 85.48% 21.53% 22.17% 14.40%
S&P 500 High Beta Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 2.91% 8.58% 13.15% 38.70% 18.77% 18.31% 15.44%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPHB Summary Data

Invesco
05/05/11
Open-Ended Fund
0.25%
$2.06B
$49.13M
0.03%

SPHB Portfolio Data

$41.41B
-19.41
2.08
0.79%
06/21/21
101

SPHB Index Data

S&P 500 High Beta Index
Beta
Beta
MSCI USA Large Cap Index

SPHB Portfolio Management

0.25%
--
--
--

SPHB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPHB Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

SPHB Factset Analytics Block Liquidity

As of 06/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPHB. SPHB is rated a 5 out of 5.

SPHB Tradability

660,976
$49.13M
614,716
$46.10M
0.03%
$0.02
0.02%
0.17% / -0.13%
None
98.00%
50,000
12.29
0.00%
0.02%
5,835
$74.77
5

SPHB Sector/Industry Breakdown


SPHB
Segment Benchmark
34.51%
12.38%
19.15%
15.04%
17.53%
2.41%
11.60%
8.82%
8.32%
36.00%
3.99%
1.78%
1.69%
13.33%
0.86%
6.20%

SPHB Countries


SPHB
Segment Benchmark
100.00%
99.90%
--
0.10%

SPHB Regions


SPHB
Segment Benchmark
100.00%
100.00%

SPHB Economic Development


SPHB
Segment Benchmark
100.00%
100.00%

SPHB Performance Statistics

0.32
1.08
0.81
1.06
1.39%
MSCI USA Large Cap Index

SPHB MSCI ESG Ratings

6.10 / 10
66.77
52.81
4.41%
2.40%
214.83

SPHB Benchmark Comparison Holdings

101
290
37
8.73%

SPHB Benchmark Comparison Summary


SPHB
Segment Benchmark
101
290
$41.41B
$559.64B
-19.41
35.27
2.08
4.94
1.61%
1.36%
Low
Low

SPHB Benchmark Comparison Market Cap Size


SPHB
Segment Benchmark
81.79%
100.00%
18.21%
0.00%
0.00%
0.00%
0.00%
0.00%