Invesco S&P 500 Quality ETF
Ticker
SPHQ
ISIN
IE00BDZCKK1
Price
USD 67.77
Change Today
+0.60 / 0.893 %
Price 1 year ago
51.11 / 32.595 %
Morningstar
5
52 Week Low
50.89
52 Week High
68.57
200 Day Moving Average 62.84
62.84
50-day Moving Average
67.17
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.16 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -1.9% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -17.18 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.32 |
| Volatility | 3.517% |
| Alpha | -0.03 |
| Beta | None |
| R Squared | +94.86 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.052% |
| Average Annual Volatility | 19.486% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 0.54 |
| Maximum Drawdown | -57.99999999999999% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.19 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the S&P 500® Quality Index. The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. In selecting constituent securities for the underlying index, the index provider calculates the quality score of each security in the S&P 500® Index, then selects the 100 stocks with the highest quality score for inclusion in the underlying index.
Market
US
Category
Large Blend
Expense Ratio
0.15%
Fund family
Invesco
Morningstar
5
Yield
0.0184
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 23.52% |
| Financial services | 21.20% |
| Consumer defensive | 15.19% |
| Energy | 11.50% |
| Industrials | 8.19% |
| Healthcare | 7.76% |
| Communication services | 5.12% |
| Basic materials | 5.03% |
| Consumer cyclical | 1.62% |
| Realestate | 0.34% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 97.46 |
| United Kingdom | 2.09 |
| Netherlands | 0.46 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 5.68% |
| MSFT | Microsoft Corp | 5.66% |
| JPM | JPMorgan Chase & Co | 4.67% |
| PG | Procter & Gamble Co | 4.52% |
| V | Visa Inc Class A | 4.34% |
| BAC | Bank of America Corp | 4.06% |
| MA | Mastercard Inc Class A | 3.92% |
| ADBE | Adobe Inc | 3.55% |
| CSCO | Cisco Systems Inc | 3.18% |
| PFE | Pfizer Inc | 3.04% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IJR | iShares Core S&P Small-Cap ETF | US4642878049 | PCX | 0.06% | 4 | +8.82 | |
| IJS | iShares S&P Small-Cap 600 Value ETF | US4642878791 | PCX | 0.18% | 4 | +14.11 | |
| IUSG | iShares Core S&P U.S. Growth ETF | US464287671 | NGM | 0.04% | 4 | -9.32 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVE | iShares S&P 500 Value ETF | US4642874089 | PCX | 0.18% | 4 | +10.14 | |
| IVV | iShares Core S&P 500 ETF | IE00B5BMR087 | PCX | 0.03% | 4 | -0.03 | |
| IVW | iShares S&P 500 Growth ETF | US4642873099 | PCX | 0.18% | 4 | -10.40 | |
| KIE | SPDR S&P Insurance ETF | US78464A789 | PCX | 0.35% | 5 | +15.82 | |
| MDYV | SPDR S&P 400 Mid Cap Value ETF | US78464A839 | PCX | 0.15% | 4 | +17.25 | |
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SDY | SPDR S&P Dividend ETF | US78464A763 | PCX | 0.35% | 5 | +11.26 | |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| SPLG | SPDR Portfolio S&P 500 ETF | US78462F103 | PCX | 0.03% | 4 | -0.03 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| SPY | SPDR S&P 500 ETF Trust | US78462F103 | PCX | 0.09% | 4 | -0.06 | |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | US78464A870 | PCX | 0.04% | 4 | -10.27 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.