Performance analysis of SPHB (INVESCO S&P 500 HIGH BETA ETF)
Annual Return
Over the past 3 years, SPHB has had an average annual return of +23.65%, outperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, SPHB has had an average annual return of +15.97%, outperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, SPHB has had an average annual return of +18.16%, outperforming the benchmark SPY, which returned +15.04% annual.
Since May 5, 2011, SPHB has had an average annual return of +13.83%, underperforming the benchmark SPY, which returned +13.99% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +24.36% | +32.86% | +8.48% | +33.28% | -20.58% | +40.59% | +25.63% | +33.96% | -15.53% | +17.86% | +26.22% | -12.83% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +12.68% | +40.69% | +17.94% | -21.89% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.57% | +1.61% | -5.62% | +16.05% | +11.50% | +3.83% | -6.81% | +24.36% | |||||
| 2025 | +3% | -4.86% | -9.75% | +1.16% | +11.03% | +11.15% | +5.40% | +2.01% | +4.89% | +4.83% | -1.66% | +3.50% | +32.86% |
| 2024 | -2.45% | +4.91% | +4.37% | -6.57% | +1.46% | +1.74% | +2.95% | -1.36% | +4.21% | -2.94% | +7.49% | -4.65% | +8.48% |
| 2023 | +16.16% | -2.32% | -0.89% | -3.90% | +2.43% | +11.13% | +5.52% | -5.68% | -7.58% | -8.36% | +13.95% | +12.80% | +33.28% |
| 2022 | -5.86% | +1.59% | +0.74% | -11.48% | +1.37% | -13.87% | +15.72% | -4.93% | -10.90% | +8.70% | +9.46% | -8.55% | -20.58% |
| 2021 | -0.63% | +18.45% | +4.28% | +4.90% | +5.18% | -1.20% | -3.69% | +2.72% | -1.96% | +7.51% | -2.63% | +3.49% | +40.59% |
| 2020 | -4.07% | -9.21% | -26.77% | +19.31% | +9.15% | +5.63% | +2.22% | +6.92% | -4.55% | +1.76% | +25.90% | +7.14% | +25.63% |
| 2019 | +12.95% | +3.86% | +0.52% | +6.23% | -11.68% | +10.27% | +0.37% | -5.89% | +2.64% | +2.39% | +4.70% | +5.64% | +33.96% |
| 2018 | +5.88% | -3.78% | -1.57% | -1.30% | +4.72% | -1.60% | +2.91% | +2.33% | -0.36% | -12.88% | +1.97% | -11.16% | -15.53% |
| 2017 | +1.98% | +1.23% | -0.36% | -1.38% | -1.60% | +2.51% | +2.62% | -2.83% | +6.83% | +1.75% | +3.56% | +2.61% | +17.86% |
Drawdown analysis of SPHB (INVESCO S&P 500 HIGH BETA ETF)
The maximum drawdown for the SPHB was -46.82%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current SPHB drawdown is -7.50%.
Since May 5, 2011 SPHB has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 4 times
- 20% or more: 7 times
- 10% or more: 13 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.82% | Jan 17, 2020 | 44 | Mar 23, 2020 | 53 | Jun 8, 2020 | 97 |
| -38.30% | May 10, 2011 | 101 | Oct 3, 2011 | 362 | Mar 14, 2013 | 463 |
| -34.48% | Apr 23, 2015 | 203 | Feb 11, 2016 | 193 | Nov 15, 2016 | 396 |
| -31.49% | Nov 8, 2021 | 235 | Oct 14, 2022 | 293 | Dec 14, 2023 | 528 |
| -29.21% | Jan 23, 2025 | 52 | Apr 8, 2025 | 52 | Jun 24, 2025 | 104 |
| -27.72% | Sep 20, 2018 | 65 | Dec 24, 2018 | 244 | Dec 12, 2019 | 309 |
| -21.44% | Jun 8, 2020 | 22 | Jul 9, 2020 | 86 | Nov 9, 2020 | 108 |
| -14.05% | Jul 16, 2024 | 16 | Aug 7, 2024 | 44 | Oct 9, 2024 | 60 |
| -13.10% | Jun 2, 2021 | 32 | Jul 19, 2021 | 69 | Oct 25, 2021 | 101 |
| -11.40% | Sep 18, 2014 | 17 | Oct 13, 2014 | 20 | Nov 10, 2014 | 37 |
| -11.32% | Jan 26, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
| -10.71% | Feb 25, 2026 | 23 | Mar 30, 2026 | 9 | Apr 13, 2026 | 32 |
| -10.30% | Jun 22, 2026 | 19 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -9.69% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -9.61% | Jan 14, 2021 | 10 | Jan 29, 2021 | 6 | Feb 8, 2021 | 16 |
| -8.89% | Mar 28, 2024 | 15 | Apr 19, 2024 | 57 | Jul 12, 2024 | 72 |
| -8.81% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -8.43% | Mar 14, 2013 | 24 | Apr 18, 2013 | 12 | May 6, 2013 | 36 |
| -8.24% | Nov 24, 2014 | 35 | Jan 15, 2015 | 20 | Feb 13, 2015 | 55 |
| -7.76% | May 20, 2013 | 24 | Jun 24, 2013 | 12 | Jul 11, 2013 | 36 |
| -7.75% | Mar 15, 2021 | 6 | Mar 23, 2021 | 25 | Apr 28, 2021 | 31 |
| -7.01% | Dec 4, 2024 | 11 | Dec 19, 2024 | 21 | Jan 23, 2025 | 32 |
| -6.60% | Jan 10, 2014 | 15 | Feb 3, 2014 | 10 | Feb 18, 2014 | 25 |
| -6.47% | Apr 2, 2014 | 7 | Apr 11, 2014 | 30 | May 27, 2014 | 37 |
| -6.33% | Mar 1, 2017 | 54 | May 17, 2017 | 43 | Jul 19, 2017 | 97 |