SPHD

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

SPHD Fund Description

SPHD tracks a dividend-yield-weighted index comprising the least volatile, highest dividend-yielding S&P 500 stocks.

SPHD Factset Analytics Insight

SPHD cherry-picks the US equity market, rather than delivering the whole basket. It includes the 50 least volatile names chosen from a shortlist of the S&P 500's 75 highest dividend-yielding securities. The fund then weights selected stocks based on trailing12-month dividend yield, with sector weights capped at 25%. Looking little like the broad large-cap market, SPHD tilts small and tends to overweight traditionally defensive industries like utilities and basic materials. The fund might also underweight the more volatile technology and consumer cyclical companies. The index is rebalanced semi-annually.

SPHD MSCI ESG Analytics Insight

Invesco S&P 500 High Dividend Low Volatility ETF has an MSCI ESG Fund Rating of A based on a score of 7.03 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 Dividend Low Volatility ETF ranks in the 75th percentile within its peer group and in the 78th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPHD MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPHD -4.73% 2.21% 17.53% 38.14% 6.02% 6.26% --
SPHD (NAV) -3.88% 2.20% 17.82% -4.25% 1.18% 7.43% --
S&P 500 Low Volatility High Dividend Index -3.87% 2.26% 19.30% 39.57% 6.96% 6.94% 11.52%
MSCI USA Large Cap Index 3.40% 6.80% 16.91% 38.87% 19.28% 18.16% 15.59%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPHD Summary Data

Invesco
10/18/12
Open-Ended Fund
0.30%
$3.03B
$34.13M
0.02%

SPHD Portfolio Data

$67.69B
36.83
2.50
2.54%
05/24/21
49

SPHD Index Data

Dividends
Multi-Factor
MSCI USA Large Cap Index

SPHD Portfolio Management

0.30%
-0.62%
-0.16%
-3.20%

SPHD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPHD Fund Structure

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

SPHD Factset Analytics Block Liquidity

As of 07/15/21
5
4
3
2
1

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

SPHD Tradability

757,783
$34.13M
669,389
$30.46M
0.02%
$0.01
0.01%
0.16% / -0.12%
None
94.00%
50,000
13.39
0.02%
0.03%
8,501
$43.94
5

SPHD Sector/Industry Breakdown


SPHD
Segment Benchmark
18.32%
2.16%
17.16%
6.22%
13.10%
12.96%
10.00%
14.48%
9.25%
2.52%
8.59%
35.75%
7.51%
2.07%
5.16%
13.20%
4.25%
1.64%
3.33%
8.91%

SPHD Countries


SPHD
Segment Benchmark
100.00%
99.90%
--
0.10%

SPHD Regions


SPHD
Segment Benchmark
100.00%
100.00%

SPHD Economic Development


SPHD
Segment Benchmark
100.00%
100.00%

SPHD Performance Statistics

0.24
0.57
0.41
0.51
1.03%
MSCI USA Large Cap Index

SPHD MSCI ESG Ratings

7.03 / 10
78.15
74.80
17.11%
6.36%
665.75

SPHD Benchmark Comparison Holdings

49
291
26
8.76%

SPHD Benchmark Comparison Summary


SPHD
Segment Benchmark
49
291
$67.69B
$529.51B
36.83
32.61
2.50
4.89
4.24%
1.35%
Medium
Low

SPHD Benchmark Comparison Market Cap Size


SPHD
Segment Benchmark
82.86%
100.00%
17.14%
0.00%
0.00%
0.00%
0.00%
0.00%