SPHQ

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

SPHQ Fund Description

SPHQ tracks an index of US large-cap stocks selected by return on equity, changes in net operating assets and financial leverage. Stocks are weighted by these quality factors, scaled by market cap.

SPHQ Factset Analytics Insight

SPHQ aims to provide exposure to S&P 500 firms with sound fundamentals. To get there, the fund focuses on three quality metrics: ROE (TTM EPS/book value) that measures profitability, lower accruals (change in net operating assets scaled by average of NOA over past 2 years) that could signal higher earnings quality, and financial leverage (debt/book value of equity) which is a measure of risk and earning stability. These metrics are equally weighted to produce a quality score. SPHQ takes only the top quintile and scale them based on the quality score. Single sector exposure is capped at 40%. Note: The fund switched to its current index on March 21, 2016. Prior to that, it tracked an S&P quality index that used different metrics but pulled from the same S&P 500 universe. The index is rebalanced semi-annually.

SPHQ MSCI ESG Analytics Insight

Invesco S&P 500 Quality ETF has an MSCI ESG Fund Rating of A based on a score of 6.65 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 Quality ETF ranks in the 69th percentile within its peer group and in the 85th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPHQ 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 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPHQ 3.05% 10.29% 13.38% 36.14% 17.70% 15.83% 14.82%
SPHQ (NAV) 3.64% 9.62% 13.96% 36.05% 17.92% 16.00% 14.96%
S&P 500 Quality Index 3.98% 10.01% 14.39% 37.23% 18.36% 16.41% 15.41%
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.

SPHQ Summary Data

Invesco
12/06/05
Open-Ended Fund
0.15%
$2.84B
$20.33M
0.02%

SPHQ Portfolio Data

$367.09B
32.08
7.21
0.67%
06/21/21
97

SPHQ Index Data

S&P 500 Quality Index
Fundamental
Fundamental
MSCI USA Large Cap Index

SPHQ Portfolio Management

0.15%
-0.58%
-0.12%
-1.19%

SPHQ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPHQ Fund Structure

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

SPHQ 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 SPHQ. SPHQ is rated a 5 out of 5.

SPHQ Tradability

437,841
$20.33M
411,902
$19.19M
0.02%
$0.01
0.00%
0.13% / -0.12%
None
100.00%
50,000
8.24
0.04%
0.01%
216
$47.84
5

SPHQ Sector/Industry Breakdown


SPHQ
Segment Benchmark
41.96%
36.00%
24.92%
13.33%
11.09%
8.82%
8.72%
6.20%
5.12%
12.38%
4.33%
15.04%
3.65%
1.78%
0.11%
2.29%
0.10%
2.41%

SPHQ Top 10 Holdings[View All]

Apple Inc. 5.24%
Adobe Inc. 3.21%
41.88%

SPHQ Countries


SPHQ
Segment Benchmark
100.00%
99.90%
--
0.10%

SPHQ Regions


SPHQ
Segment Benchmark
100.00%
100.00%

SPHQ Economic Development


SPHQ
Segment Benchmark
100.00%
100.00%

SPHQ Performance Statistics

0.94
0.96
0.93
0.92
0.25%
MSCI USA Large Cap Index

SPHQ MSCI ESG Ratings

6.65 / 10
84.70
68.97
6.37%
7.79%
69.34

SPHQ Benchmark Comparison Holdings

97
290
65
30.30%

SPHQ Benchmark Comparison Summary


SPHQ
Segment Benchmark
97
290
$367.09B
$559.64B
32.08
35.27
7.21
4.94
1.32%
1.36%
Medium
Low

SPHQ Benchmark Comparison Market Cap Size


SPHQ
Segment Benchmark
98.84%
100.00%
1.16%
0.00%
0.00%
0.00%
0.00%
0.00%