Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPHQ (Invesco S&P 500 Quality ETF) | 4.94% | 10.64% | 19.24% | 16.49% | 13.46% | 14.73% | NA | 9.72% |
Data as of 06/25/2025, AR inception is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPHQ (Invesco S&P 500 Quality ETF) | 12/06/2005 | 06/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.21 | 10.64 | 19.24 | 16.49 | 13.46 | 14.73 | NA | 9.72 | 4.94 | 25.44 | 24.83 | -15.76 | 28.03 | 17.39 | 33.63 | -7.07 | 19.10 | 14.30 | 1.67 | 16.08 | 32.73 | 14.32 | 6.27 | 20.50 | 12.58 | -46.35 | 16.77 | 4.58 | -2.05 |
| Sharpe Ratio | NA | 0.24 | 1.06 | 0.82 | 0.65 | NA | NA | 0.42 | 0.19 | 1.53 | 1.66 | -0.71 | 2.07 | 0.51 | 2.36 | -0.47 | 2.80 | 1.21 | 0.12 | 1.58 | 3.18 | 1.26 | 0.31 | 1.05 | 0.61 | -1.17 | 0.61 | 0.06 | -2.42 |
| Standard Deviation(%) | NA | 17.59 | 16.31 | 17.00 | 17.99 | NA | NA | 19.51 | 21.86 | 12.36 | 12.47 | 24.08 | 13.54 | 33.73 | 13.67 | 17.76 | 6.61 | 11.66 | 13.47 | 10.17 | 10.30 | 11.42 | 20.11 | 19.41 | 20.43 | 40.35 | 22.85 | 20.71 | 12.04 |
| Draw Down(%) | NA | 16.82 | 16.82 | 25.04 | 31.58 | NA | NA | 57.83 | 16.82 | 6.17 | 8.47 | 25.04 | 5.78 | 31.58 | 6.82 | 20.74 | 2.43 | 6.83 | 8.30 | 6.32 | 5.41 | 7.56 | 16.82 | 13.97 | 20.23 | 56.27 | 11.83 | 22.33 | 3.35 |
| Yield(%) | 0.24 | 1.17 | 1.82 | 2.10 | 2.71 | 4.60 | 2.56 | 2.70 | 0.55 | 1.43 | 1.77 | 1.53 | 1.52 | 1.78 | 1.98 | 1.69 | 1.84 | 1.91 | 2.28 | 1.91 | 2.53 | 2.20 | 1.81 | 0.70 | 0.32 | 0.06 | 0.00 | 0.00 | 0.00 |
Data as of 06/25/2025, AR inception is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPHQ (Invesco S&P 500 Quality ETF) |
-18.07%
Mar 2006 - Mar 2009 |
-3.86%
Jan 2006 - Jan 2011 |
4.30%
Jan 2006 - Jan 2016 |
6.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPHQ (Invesco S&P 500 Quality ETF) |
26.17%
Dec 2018 - Dec 2021 |
19.90%
Feb 2009 - Feb 2014 |
16.59%
Sep 2011 - Sep 2021 |
15.28%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison Chart