SPHB ETF Analysis: SP500 High Beta | NYSE

Mid-Cap Blend | NYSE, USA | Market Cap: 971m USD | 12M Return: 42.6% | Charts, Fundamentals & Technical Analysis

High Beta Stocks, S&P 500 Constituents, US Equities, Cyclical Securities
Total Rating 72
Safety 50
Buy Signal -0.03
Mid-Cap Blend
Category Rotation: -8.0
TER: 0.25%
AUM: 971M
Avg Turnover: 52.4M
Risk 3d forecast
Volatility29.6%
VaR 5th Pctl5.52%
VaR vs Median3.54%
Reward TTM
Sharpe Ratio1.35
Rel. Str. IBD74.1
Rel. Str. Peer Group97.7
Character TTM
Beta1.681
Beta Downside1.663
Hurst Exponent0.442
Drawdowns 3y
Max DD29.20%
CAGR/Max DD0.81
CAGR/Mean DD4.83

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +0.0% 0
Feb -1.1% 26
Mar -1.9% 38
Apr -1.3% 27
May +1.9% 28
Jun +0.5% 13
Jul +1.0% 23
Aug -2.9% 53
Sep -2.4% 9
Oct +0.2% 8
Nov +2.1% 30
Dec +0.4% 19

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: SPHB SP500 High Beta

The Invesco S&P 500 High Beta ETF (SPHB) is a passively managed exchange-traded fund that seeks to track the performance of the 100 stocks within the S&P 500 Index exhibiting the highest sensitivity to market returns, known as beta, over the trailing 12-month period. The fund invests at least 90% of its total assets in the securities comprising this underlying index, which is compiled and maintained by S&P Dow Jones Indices LLC. The fund is classified as non-diversified, meaning it may concentrate its holdings in a smaller number of issuers compared to diversified funds.

Launched in 2011 and listed on the NYSE, SPHB follows an indexing strategy that tilts toward higher-volatility equities, which are typically found in cyclical sectors such as technology, consumer discretionary, financials, and energy. Because beta measures a stocks price movement relative to the broader market, the funds holdings tend to outperform during bullish market conditions and underperform during downturns, making it a tactical rather than core allocation for most portfolios.

Headlines to Watch Out For
  • High beta stocks amplify S&P 500 volatility swings
  • ETF competition intensifies among low-cost beta funds
  • Fund flows depend on risk-on investor sentiment
What is the price of SPHB shares?

As of July 23, 2026, the stock is trading at USD 144.71 with a total of 205,858 shares traded. Over the past week, the price has changed by -1.35%, over one month by -7.69%, over three months by +8.23% and over the past year by +42.58%.

Current recommended Stop Loss: 138.90 (which is 4% or 1.3 ATR below the current price).

Is SPHB a buy, sell or hold?

SP500 High Beta has no consensus analysts rating.