Invesco S&P 500 High Dividend Low Volatility UCITS ETF

ISINIE00BWTN6Y99
TickerHDLG
Backtest this ETF
Category
ETF
Data available from
May 31, 2015
Underlying assets
50

Metrics at a glance

CAGR
+7.16%
Volatility
14.63%
Sharpe
0.35
Sortino
0.35
Calmar
0.18
Ulcer Index
9.40
Max Drawdown
28.42%
VaR 95%
5.53%
VaR 99%
9.82%
% Positive Months
56.72%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

Invesco S&P 500 High Dividend Low Volatility UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

98.0%
2.0%
0.0%
0.0%
0.0%

Top holdings

Top 10 Weight

28.3%

Total Assets

50

HHI

0.000

  1. Verizon Communications
    3.5%
  2. Altria Group
    3.2%
  3. Pfizer
    3.2%
  4. The Kraft Heinz
    2.8%
  5. ONEOK
    2.7%
  6. Healthpeak Properties
    2.7%
  7. Conagra Brands
    2.7%
  8. VICI Properties Inc Ordinary Shares
    2.6%
  9. Amcor PLC Ordinary Shares
    2.4%
  10. Realty Income
    2.4%

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