(SPHQ) Invesco SP500 Quality - Ratings and Ratios
Technology, Financials, Healthcare, Consumer Discretionary, Industrial
| Risk via 10d forecast | |
|---|---|
| Volatility | 15.1% |
| Value at Risk 5%th | 25.8% |
| Relative Tail Risk | 3.98% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.28 |
| Alpha | -3.20 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.395 |
| Beta | 0.811 |
| Beta Downside | 0.809 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.57% |
| Mean DD | 1.86% |
| Median DD | 1.11% |
Description: SPHQ Invesco SP500 Quality October 30, 2025
The Invesco S&P 500® Quality ETF (SPHQ) seeks to track an index that selects the 100 highest-quality stocks from the S&P 500, allocating at least 90% of its assets to those constituents. Quality is measured by a proprietary score that weighs factors such as return on equity, debt-to-equity, earnings variability, and dividend growth.
As of the latest quarter, SPHQ’s top-five holdings are concentrated in the Information Technology, Health Care, and Consumer Staples sectors, reflecting the “quality” tilt toward stable cash-generating businesses. The fund’s expense ratio stands at 0.35%, and its 12-month trailing total return has outperformed the broader S&P 500 by roughly 1.8 percentage points, driven in part by lower volatility (standard deviation ~13% vs. 15% for the benchmark). Recent macro-economic data-namely a tightening labor market and moderate inflation-have favored high-margin, cash-rich firms, which are over-represented in SPHQ’s portfolio.
If you want a deeper dive into SPHQ’s risk-adjusted performance and how its quality-screened exposure may behave in different economic cycles, ValueRay offers a free, interactive analysis tool worth exploring.
SPHQ ETF Overview
| Market Cap in USD | 14,689m |
| Category | Large Blend |
| TER | 0.15% |
| IPO / Inception | 2005-12-06 |
| Return 12m vs S&P 500 | -3.56% |
| Analyst Rating | - |
SPHQ Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.09% |
| Yield on Cost 5y | 2.09% |
| Yield CAGR 5y | 4.13% |
| Payout Consistency | 97.1% |
| Payout Ratio | - |
SPHQ Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.65% |
| CAGR/Max DD Calmar Ratio | 1.07 |
| CAGR/Mean DD Pain Ratio | 9.50 |
| Current Volume | 3250.3k |
| Average Volume | 1217.6k |
What is the price of SPHQ shares?
Over the past week, the price has changed by -2.72%, over one month by -3.49%, over three months by -0.77% and over the past year by +7.87%.
Is SPHQ a buy, sell or hold?
What are the forecasts/targets for the SPHQ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 82.1 | 14.6% |
SPHQ Fundamental Data Overview November 21, 2025
Beta = 0.91
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 = 14.69b USD (14.69b + (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 14.69b)
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 14.69b / 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 = 9.0% (E(14.69b)/V(14.69b) * Re(9.0%) + (debt-free company))
Discount Rate = 9.0% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPHQ ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle