(SPHB) SP500 High Beta - Overview
Etf: High-Beta, S&P500, Equities, ETF, 100
Dividends
| Dividend Yield | 0.70% |
| Yield on Cost 5y | 1.17% |
| Yield CAGR 5y | -0.59% |
| Payout Consistency | 91.4% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 23.6% |
| Relative Tail Risk | 2.64% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.00 |
| Alpha | 14.29 |
| Character TTM | |
|---|---|
| Beta | 1.474 |
| Beta Downside | 1.493 |
| Drawdowns 3y | |
|---|---|
| Max DD | 29.21% |
| CAGR/Max DD | 0.68 |
Description: SPHB SP500 High Beta December 28, 2025
The Invesco S&P 500® High Beta ETF (SPHB) allocates at least 90 % of its assets to the 100 S&P 500 constituents that have exhibited the highest beta-i.e., sensitivity to market movements-over the prior 12 months, as defined by S&P Dow Jones Indices. Because it concentrates on the most market-responsive stocks, the fund is classified as non-diversified.
Key metrics as of the latest filing: expense ratio 0.30 %, assets under management ≈ $1.2 bn, and an average portfolio beta of roughly 1.4, indicating amplified exposure to S&P 500 swings. The ETF leans heavily toward technology and consumer-discretionary sectors, which together account for about 55 % of holdings, and its 30-day turnover rate sits near 45 %, reflecting active rebalancing to capture shifting beta rankings. Economic drivers such as U.S. monetary policy stance and corporate earnings growth in cyclical industries tend to have outsized effects on SPHB’s performance.
For a deeper dive into SPHB’s risk-adjusted returns and how its high-beta tilt fits into broader portfolio construction, you might explore the analytics on ValueRay.
What is the price of SPHB shares?
Over the past week, the price has changed by +1.53%, over one month by -0.65%, over three months by +9.98% and over the past year by +34.87%.
Is SPHB a buy, sell or hold?
What are the forecasts/targets for the SPHB price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 146.6 | 19.2% |
SPHB Fundamental Data Overview February 04, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 672.5m USD (672.5m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 672.5m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 672.5m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 11.35% (E(672.5m)/V(672.5m) * Re(11.35%) + (debt-free company))
Discount Rate = 11.35% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)