ACWV vs SPHD

Comparison between ISHARES MSCI GLOBAL MIN VOL FACTOR ETF (ACWV, ETF) and INVESCO S&P 500 HIGH DIVIDEND LOW VOLATILITY ETF (SPHD, ETF).

5-Year PerformanceSPHD has outperformed ACWV, delivering a return of +5.7% compared to +5.5%

ACWV vs SPHD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ACWV(ETF)	SPHD(ETF)
Net Assets	$3.30B	$3.30B
Expense Ratio	0.20%	0.30%
Max Drawdown	28.82%	42.14%
Sharpe Ratio	0.19	0.55
5Y Beta	0.36	0.39
P/E Ratio	20.14	18.76
Forward P/E	17.10	13.41
PEG Ratio	0.18	0.34
5Y Dividends CAGR	5.63%	3.96%
5Y EPS CAGR	16.31%	5.08%
Debt to Equity	25.50%	-78.14%
P/S Ratio	1.42	1.86
P/B Ratio	3.50	1.81

Net Assets

ACWV

$3.30B

SPHD

$3.30B

Expense Ratio

Winner

ACWV

0.20%

SPHD

0.30%

Max Drawdown

Winner

ACWV

28.82%

SPHD

42.14%

Sharpe Ratio

ACWV

0.19

Winner

SPHD

0.55

5Y Beta

Winner

ACWV

0.36

SPHD

0.39

P/E Ratio

ACWV

20.14

Winner

SPHD

18.76

Forward P/E

ACWV

17.10

Winner

SPHD

13.41

PEG Ratio

Winner

ACWV

0.18

SPHD

0.34

5Y Dividends CAGR

Winner

ACWV

5.63%

SPHD

3.96%

5Y EPS CAGR

Winner

ACWV

16.31%

SPHD

5.08%

Debt to Equity

ACWV

25.50%

Winner

SPHD

-78.14%

P/S Ratio

Winner

ACWV

1.42

SPHD

1.86

P/B Ratio

ACWV

3.50

Winner

SPHD

1.81

ACWV vs SPHD - Holdings Comparison

ACWV and SPHD have 13 common holdings. Overlap is 4.60%

ACWV's top 25 holdings weight is 25.80%. SPHD's top 25 holdings weight is 58.83%.

Rank	ACWV	SPHD
#1	JOHNSON & JOHNSON (JNJ) - 1.51%	VERIZON COMMUNICATIONS INC (VZ) - 3.27%
#2	CISCO SYSTEMS INC (CSCO) - 1.48%	ALTRIA GROUP INC (MO) - 3.20%
#3	DUKE ENERGY CORP (DUK) - 1.30%	PFIZER INC (PFE) - 3.05%
#4	MOTOROLA SOLUTIONS INC (MSI) - 1.29%	HEALTHPEAK PROPERTIES INC (DOC) - 2.81%
#5	CENCORA INC (COR) - 1.27%	THE KRAFT HEINZ CO (KHC) - 2.75%
#6	SOUTHERN CO (SO) - 1.14%	VICI PROPERTIES INC ORDINARY SHARES (VICI) - 2.65%
#7	WASTE MANAGEMENT INC (WM) - 1.06%	ONEOK INC (OKE) - 2.64%
#8	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.04%	AMCOR PLC ORDINARY SHARES (AMCR) - 2.51%
#9	n/a (n/a) - 1.02%	REALTY INCOME CORP (O) - 2.49%
#10	KDDI CORP (n/a) - 1.01%	CONAGRA BRANDS INC (CAG) - 2.46%
#11	REPUBLIC SERVICES INC (RSG) - 1.00%	KIMCO REALTY CORP (KIM) - 2.37%
#12	MCDONALD'S CORP (MCD) - 0.99%	FRANKLIN RESOURCES INC (BEN) - 2.36%
#13	CHUBB LTD (CB) - 0.97%	CROWN CASTLE INC (CCI) - 2.23%
#14	PEPSICO INC (PEP) - 0.96%	CHEVRON CORP (CVX) - 2.12%
#15	AT&T INC (T) - 0.95%	BRISTOL-MYERS SQUIBB CO (BMY) - 2.07%
#16	EXXON MOBIL CORP (XOM) - 0.95%	KIMBERLY-CLARK CORP (KMB) - 2.05%
#17	MICROSOFT CORP (MSFT) - 0.94%	PUBLIC STORAGE (PSA) - 2.05%
#18	MCKESSON CORP (MCK) - 0.92%	AT&T INC (T) - 2.05%
#19	THE KROGER CO (KR) - 0.91%	EXTRA SPACE STORAGE INC (EXR) - 2.04%
#20	NOVARTIS AG REGISTERED SHARES (n/a) - 0.89%	DOMINION ENERGY INC (D) - 2.01%
#21	CONSOLIDATED EDISON INC (ED) - 0.87%	KINDER MORGAN INC CLASS P (KMI) - 1.98%
#22	VERIZON COMMUNICATIONS INC (VZ) - 0.84%	EOG RESOURCES INC (EOG) - 1.96%
#23	T-MOBILE US INC (TMUS) - 0.83%	CLOROX CO (CLX) - 1.94%
#24	SOFTBANK CORP (n/a) - 0.83%	T. ROWE PRICE GROUP INC (TROW) - 1.89%
#25	ORANGE SA (n/a) - 0.83%	PINNACLE WEST CAPITAL CORP (PNW) - 1.88%
Total Holdings	469	57

ACWV vs SPHD - Historical Returns

Returns include dividend reinvestment.

Period	ACWV	SPHD
1 month	-0.52%	-0.07%
3 months	-1.67%	-2.66%
6 months	+3.04%	+6.40%
1 year	+5.73%	+9.51%
5 years(CAGR)	+5.55%	+5.75%
10 years(CAGR)	+7.45%	+7.31%
Max(CAGR)	+8.33%	+9.48%

ACWV

-0.52%

Winner

SPHD

-0.07%

Winner

ACWV

-1.67%

SPHD

-2.66%

ACWV

+3.04%

Winner

SPHD

+6.40%

ACWV

+5.73%

Winner

SPHD

+9.51%

5Y(CAGR)

ACWV

+5.55%

Winner

SPHD

+5.75%

10Y(CAGR)

Winner

ACWV

+7.45%

SPHD

+7.31%

Max(CAGR)

ACWV

+8.33%

Winner

SPHD

+9.48%

ACWV vs SPHD - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	ACWV	SPHD
2026	+1.95%	+4.53%
2025	+11.32%	+3.29%
2024	+11.25%	+16.18%
2023	+7.77%	+0.93%
2022	-9.99%	+0.31%
2021	+14.56%	+26.77%
2020	+2.75%	-8.99%
2019	+21.70%	+20.89%
2018	-1.61%	-6.32%
2017	+18.27%	+10.79%
2016	+8.98%	+23.47%
2015	+3.19%	+4.85%
2014	+12.02%	+21.27%
2013	+15.87%	+18.33%
2012	+9.50%	-1.73%
2011	-0.92%	N/A

ACWV vs SPHD Drawdown Comparison

The maximum drawdown for ACWV was -28.82%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The maximum drawdown for SPHD was -41.36%, occurring on Mar 23, 2020. Recovery took 285 trading sessions.

The current ACWV drawdown is -3.35%. The current SPHD drawdown is -4.78%.

Rank	ACWV	SPHD
#1	-28.82% Feb 14, 2020 - Jan 8, 2021	-41.36% Jan 17, 2020 - Mar 8, 2021
#2	-18.13% Dec 31, 2021 - Feb 22, 2024	-19.51% Apr 20, 2022 - May 15, 2024
#3	-11.15% Apr 28, 2015 - Mar 17, 2016	-13.30% Nov 29, 2024 - Jan 22, 2026
#4	-10.06% Sep 21, 2018 - Feb 19, 2019	-12.52% Sep 21, 2018 - Feb 5, 2019
#5	-9.24% May 15, 2013 - Oct 18, 2013	-11.05% Jan 26, 2018 - Aug 17, 2018
#6	-8.40% Jan 26, 2018 - Sep 13, 2018	-8.88% Aug 17, 2015 - Oct 22, 2015
#7	-7.91% Aug 11, 2016 - Mar 15, 2017	-8.32% Jun 11, 2021 - Dec 29, 2021
#8	-7.80% Oct 27, 2011 - Jan 23, 2012	-7.39% Jul 29, 2016 - Dec 7, 2016
#9	-7.56% Apr 2, 2025 - Apr 30, 2025	-7.33% Mar 2, 2026 - Mar 20, 2026
#10	-6.37% Feb 27, 2026 - Mar 27, 2026	-7.24% Apr 12, 2019 - Sep 10, 2019
#11	-6.18% Nov 15, 2013 - Mar 6, 2014	-6.98% May 21, 2013 - Oct 25, 2013
#12	-5.78% Apr 2, 2012 - Jun 19, 2012	-6.67% Dec 29, 2015 - Feb 17, 2016
#13	-5.72% Nov 29, 2024 - Feb 13, 2025	-5.84% Nov 1, 2012 - Jan 2, 2013
#14	-5.30% Sep 3, 2021 - Dec 16, 2021	-5.76% Jan 22, 2015 - Aug 14, 2015
#15	-4.85% Sep 5, 2014 - Oct 30, 2014	-5.04% Jan 14, 2022 - Mar 22, 2022

Correlation

Correlation between ACWV and SPHD is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2011 - 2026)

ACWV vs SPHD dividend yield comparison.

Year	ACWV	SPHD
2026	0.00%	1.67%
2025	2.09%	4.02%
2024	2.33%	3.41%
2023	2.41%	4.48%
2022	2.18%	3.89%
2021	1.92%	3.45%
2020	1.77%	4.89%
2019	2.54%	4.07%
2018	2.32%	4.40%
2017	2.04%	3.14%
2016	2.56%	3.83%
2015	2.28%	3.49%
2014	2.22%	3.24%
2013	2.47%	3.68%
2012	1.94%	0.93%
2011	0.51%	0.00%