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Invesco S&P International Developed High Dividend Low Volatility ETF (IDHD)

22.96
-0.17
(-0.71%)
As of March 30 at 4:00:00 PM EDT. Market Open.

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. The index provider compiles, maintains and calculates the underlying index, which is composed of 100 securities in the S&P EPAC Ex-Korea LargeMidCap Index that historically have provided high dividend yields with lower volatility.

Risk Overview

Performance & Risk

YTD Return 0.23%
5y Average Return 0.53%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.78
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
IDHDCategory AverageIDHDCategory AverageIDHDCategory Average
Alpha -1.06 3.08 -1.32 2.7 0 0.25
BETA 0.78 0.98 0.83 0.99 0 1.01
Mean Annual Return 0.76 0.73 0.18 1.18 0 0.52
R-squared 88.82 88.25 88.86 85.92 0 88.6
Standard Deviation 14.34 16.87 15.23 16.49 0 16.16
Sharpe Ratio 0.55 0.25 0.05 0.69 0 0.27
Treynor Ratio 9.25 3.15 -0.57 11.05 0 3.11

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