(SPHD) Invesco SP500 High Dividend - Ratings and Ratios
Stocks, Dividend, Low-Volatility, S&P-Constituents
Dividends
| Dividend Yield | 3.85% |
| Yield on Cost 5y | 6.03% |
| Yield CAGR 5y | -2.73% |
| Payout Consistency | 96.3% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.9% |
| Value at Risk 5%th | 20.0% |
| Relative Tail Risk | 1.88% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.11 |
| Alpha | -8.49 |
| CAGR/Max DD | 0.48 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.319 |
| Beta | 0.477 |
| Beta Downside | 0.584 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.21% |
| Mean DD | 4.91% |
| Median DD | 4.14% |
Description: SPHD Invesco SP500 High Dividend November 08, 2025
The Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) is mandated to allocate at least 90 % of its assets to the securities that constitute its benchmark index, which S&P Dow Jones constructs to capture the 50 S&P 500 constituents that delivered the highest dividend yields while exhibiting the lowest volatility over the prior twelve months.
As of the most recent quarter, SPHD’s weighted average dividend yield hovers around 5.5 %, and its annualized volatility is roughly 10 % lower than that of the broader S&P 500, reflecting its low-volatility tilt. The fund is overweight in traditionally defensive sectors-particularly utilities, consumer staples, and real-estate-where cash-flow stability supports both yield and volatility objectives. Its expense ratio stands at 0.30 %, and the ETF’s performance tends to be sensitive to the prevailing interest-rate environment, with higher rates compressing dividend yields and potentially widening spreads.
If you want a data-driven deep dive into SPHD’s risk-adjusted metrics and how it might complement a value-focused portfolio, the analytics available on ValueRay could be a useful next step.
What is the price of SPHD shares?
Over the past week, the price has changed by +1.02%, over one month by +0.24%, over three months by -0.96% and over the past year by +1.49%.
Is SPHD a buy, sell or hold?
What are the forecasts/targets for the SPHD price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 52.6 | 8.8% |
SPHD Fundamental Data Overview December 03, 2025
Beta = 0.75
Revenue TTM = 0.0 USD
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 = 3.07b USD (3.07b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 3.07b)
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 3.07b / 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 = 7.77% (E(3.07b)/V(3.07b) * Re(7.77%) + (debt-free company))
Discount Rate = 7.77% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPHD ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle