Invesco S&P 500 High Beta ETF (SPHB)

Key Metrics

TER 0.25% per year

Distribution policy Distributing

Fund size USD 1,028 M

Inception date May 5, 2011

Holdings 103

Fund currency USD

Fund domicile US

Provider Invesco

For full official fund details, factsheets, and holdings, visit invesco.com (opens in new tab).

Historical Return

Last updated: Aug 01, 2026

1 Year +38.6% +0.6% Div

3 Years (avg.) +20.4% +0.6% Div

5 Years (avg.) +14.1% +0.6% Div

Risk & Analysis Metrics

Last updated: Aug 01, 2026

Volatility

24.39% 1 Year

25.18% 3 Years

27.30% 5 Years

28.32% 10 Years

Max Drawdown

-14.11% 1 Year

-29.34% 3 Years

-31.98% 5 Years

-47.78% 10 Years

Sharpe Ratio

1.15 1 Year

0.66 3 Years

0.45 5 Years

0.52 10 Years

Return Triangle (Heatmap)

Last updated: Aug 01, 2026

	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2011	-22.7%	-6.5%	5.9%	7.6%	2.9%	6.4%	7.5%	3.9%	6.7%	7.9%	10.6%	7.4%	9.1%	9.2%	10.6%
2012		13.2%	23.9%	20.1%	10.5%	13.5%	13.6%	8.4%	11.0%	12.0%	14.6%	10.7%	12.3%	12.1%	13.4%
2013			35.7%	23.7%	9.6%	13.5%	13.7%	7.6%	10.7%	11.8%	14.8%	10.4%	12.3%	12.0%	13.4%
2014				12.8%	-1.5%	7.0%	8.8%	2.8%	7.0%	8.8%	12.4%	7.9%	10.1%	10.1%	11.7%
2015					-14.0%	4.2%	7.4%	0.4%	5.9%	8.1%	12.3%	7.3%	9.9%	9.8%	11.7%
2016						26.2%	20.1%	5.7%	11.6%	13.2%	17.5%	10.8%	13.3%	12.8%	14.6%
2017							14.3%	-3.2%	7.1%	10.2%	15.8%	8.4%	11.5%	11.3%	13.4%
2018								-18.0%	3.7%	8.9%	16.2%	7.2%	11.1%	10.8%	13.3%
2019									31.2%	25.5%	30.5%	14.7%	18.1%	16.5%	18.6%
2020										20.0%	30.2%	9.7%	15.0%	13.8%	16.7%
2021											41.2%	4.8%	13.4%	12.3%	16.0%
2022												-22.2%	1.6%	4.1%	10.4%
2023													32.6%	20.4%	24.1%
2024														9.3%	20.1%
2025															32.0%

Distributions

*by ETF Portfolio Weight Last updated: Aug 01, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

12%

1y 3y N/A N/A

5 - 10%

21%

1y 3y N/A N/A

10 - 15%

17%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

15%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

11%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

12%

1y 3y N/A N/A

15 - 20

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

17%

1y 3y N/A N/A

35 - 50

14%

1y 3y N/A N/A

> 50

32%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.0%

1y 3y N/A N/A

Mid Cap

3.0%

1y 3y N/A N/A

Large Cap

74.2%

1y 3y N/A N/A

Mega Cap

22.8%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Aug 02, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$281B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.80%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.53	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	49.93	30.76
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-38.63	-
Profitable Companies	89%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	31.72	9.33
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	9.05	7.93
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	11.81	10.19

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	32.02	18.56
Enterprise Value to Revenue Enterprise value divided by revenue	9.06	7.93
Total Debt to Enterprise Value Total debt divided by enterprise value	0.17	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	1.35	0.29
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	14.29%	21.90%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+23.4%	-116.0%
Return on Equity Equity divided by market cap.	31.00%	2.81%
Return on Assets Indicates a company's profitability in relation to its total assets.	10.18%	4.15%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	17.77%	3.82%

Sectors

Manufacturing	52.7%
Information	10.7%
Finance and Insurance	9.5%
Transportation and Warehousing	6.3%
Retail Trade	4.3%
Professional, Scientific, and Technical Services	2.1%
Administrative and Support and Waste Management and Remediation Services	2.0%
Construction	1.8%
Utilities	1.7%
Mining, Quarrying, and Oil and Gas Extraction	1.7%
Financial Services	1.6%
Wholesale Trade	0.8%
Other	4.8%

Countries

United States	94.8%
Ireland	1.6%
Singapore	1.2%
Switzerland	0.9%
Canada	0.8%
Netherlands	0.7%
Other	0.0%
Other	0.0%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Super Micro Computer Inc

SMCI - Manufacturing

Market Cap $18.37B

P/E Ratio 13.6

Dividends 0.0%

Total Investment $20.17M

Weight 1.96%

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Robinhood Markets Inc - Ordinary Shares - Class A

HOOD - Finance and Insurance

Market Cap $77.82B

P/E Ratio 37.5

Dividends 0.0%

Total Investment $20.04M

Weight 1.95%

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Micron Technology Inc.

MU - Manufacturing

Market Cap $929.52B

P/E Ratio 18.4

Dividends 0.1%

Total Investment $19.71M

Weight 1.92%

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Applovin Corp - Ordinary Shares - Class A

APP - Information

Market Cap $133B

P/E Ratio 33.8

Dividends 0.0%

Total Investment $17.56M

Weight 1.71%

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Coinbase Global Inc - Ordinary Shares - Class A

COIN

Market Cap $38.59B

P/E Ratio -39.6

Dividends 0.0%

Total Investment $16.62M

Weight 1.62%

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Dell Technologies Inc - Ordinary Shares - Class C

DELL - Information

Market Cap $269.19B

P/E Ratio 31.7

Dividends 0.6%

Total Investment $16.13M

Weight 1.57%

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Coherent Corp - 6% PRF CONVERT 01/07/2023 USD 200 - Ser A

IIVI - Manufacturing

Market Cap $30.51B

P/E Ratio 114.8

Dividends 0.0%

Total Investment $15.77M

Weight 1.53%

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Advanced Micro Devices Inc.

AMD - Manufacturing

Market Cap $776.41B

P/E Ratio 154.6

Dividends 0.0%

Total Investment $15.45M

Weight 1.50%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $366.44B

P/E Ratio 50.6

Dividends 0.4%

Total Investment $14.93M

Weight 1.45%

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United Airlines Holdings Inc

UAL - Transportation and Warehousing

Market Cap $39.38B

P/E Ratio 11.3

Dividends 0.0%

Total Investment $14.23M

Weight 1.38%

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Teradyne, Inc.

TER - Manufacturing

Market Cap $57.56B

P/E Ratio 50.2

Dividends 0.1%

Total Investment $13.9M

Weight 1.35%

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Western Digital Corp.

WDC - Manufacturing

Market Cap $187.8B

P/E Ratio 29.2

Dividends 0.1%

Total Investment $13.69M

Weight 1.33%

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CIENA Corp.

CIEN - Manufacturing

Market Cap $53.37B

P/E Ratio 122.0

Dividends 0.0%

Total Investment $13.58M

Weight 1.32%

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Datadog Inc - Ordinary Shares - Class A

DDOG - Manufacturing

Market Cap $95.39B

P/E Ratio 696.4

Dividends 0.0%

Total Investment $13.18M

Weight 1.28%

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Lumentum Holdings Inc

LITE - Manufacturing

Market Cap $55.54B

P/E Ratio 115.0

Dividends 0.0%

Total Investment $13.08M

Weight 1.27%

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Arista Networks Inc

ANET - Professional, Scientific, and Technical Services

Market Cap $227.09B

P/E Ratio 60.9

Dividends 0.0%

Total Investment $12.92M

Weight 1.26%

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Norwegian Cruise Line Holdings Ltd

NCLH - Transportation and Warehousing

Market Cap $8.51B

P/E Ratio 11.1

Dividends 0.0%

Total Investment $12.79M

Weight 1.24%

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Hewlett Packard Enterprise Co

HPE - Manufacturing

Market Cap $63.4B

P/E Ratio 43.9

Dividends 1.2%

Total Investment $12.71M

Weight 1.24%

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Carnival Corp. - Ordinary Shares (Paired Stock)

CCL - Administrative and Support and Waste Management and Remediation Services

Market Cap $38.09B

P/E Ratio 12.0

Dividends 1.1%

Total Investment $12.7M

Weight 1.24%

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KLA Corp.

KLAC - Manufacturing

Market Cap $238.81B

P/E Ratio 49.6

Dividends 0.4%

Total Investment $12.69M

Weight 1.23%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Super Micro Computer Inc

Super Micro Computer Inc

Robinhood Markets Inc - Ordinary Shares - Class A

Robinhood Markets Inc - Ordinary Shares - Class A

Micron Technology Inc.

Micron Technology Inc.

Applovin Corp - Ordinary Shares - Class A

Applovin Corp - Ordinary Shares - Class A

Coinbase Global Inc - Ordinary Shares - Class A

Coinbase Global Inc - Ordinary Shares - Class A

Dell Technologies Inc - Ordinary Shares - Class C

Dell Technologies Inc - Ordinary Shares - Class C

Coherent Corp - 6% PRF CONVERT 01/07/2023 USD 200 - Ser A

Coherent Corp - 6% PRF CONVERT 01/07/2023 USD 200 - Ser A

Advanced Micro Devices Inc.

Advanced Micro Devices Inc.

Lam Research Corp.

Lam Research Corp.

United Airlines Holdings Inc

United Airlines Holdings Inc

Teradyne, Inc.

Teradyne, Inc.

Western Digital Corp.

Western Digital Corp.

CIENA Corp.

CIENA Corp.

Datadog Inc - Ordinary Shares - Class A

Datadog Inc - Ordinary Shares - Class A

Lumentum Holdings Inc

Lumentum Holdings Inc

Arista Networks Inc

Arista Networks Inc

Norwegian Cruise Line Holdings Ltd

Norwegian Cruise Line Holdings Ltd

Hewlett Packard Enterprise Co

Hewlett Packard Enterprise Co

Carnival Corp. - Ordinary Shares (Paired Stock)

Carnival Corp. - Ordinary Shares (Paired Stock)

KLA Corp.

KLA Corp.

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