SPHB vs FLBL

Comparison between INVESCO S&P 500 HIGH BETA ETF (SPHB, ETF) and FRANKLIN SENIOR LOAN ETF (FLBL, ETF).

5-Year PerformanceSPHB has outperformed FLBL, delivering a return of +13.8% compared to +5.2%

SPHB vs FLBL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPHB(ETF)	FLBL(ETF)
Net Assets	$831M	$829M
Expense Ratio	0.25%	0.45%
Max Drawdown	47.78%	20.64%
Sharpe Ratio	1.99	-0.50
5Y Beta	1.51	0.12
P/E Ratio	38.52	N/A
Forward P/E	21.92	N/A
5Y Dividends CAGR	-5.20%	21.14%
5Y EPS CAGR	15.38%	N/A
Debt to Equity	-19.57%	N/A
P/S Ratio	2.89	N/A
P/B Ratio	4.69	N/A

Net Assets

Winner

SPHB

$831M

FLBL

$829M

Expense Ratio

Winner

SPHB

0.25%

FLBL

0.45%

Max Drawdown

SPHB

47.78%

Winner

FLBL

20.64%

Sharpe Ratio

Winner

SPHB

1.99

FLBL

-0.50

5Y Beta

SPHB

1.51

Winner

FLBL

0.12

P/E Ratio

SPHB

38.52

FLBL

N/A

Forward P/E

SPHB

21.92

FLBL

N/A

5Y Dividends CAGR

SPHB

-5.20%

Winner

FLBL

21.14%

5Y EPS CAGR

SPHB

15.38%

FLBL

N/A

Debt to Equity

SPHB

-19.57%

FLBL

N/A

P/S Ratio

SPHB

2.89

FLBL

N/A

P/B Ratio

SPHB

4.69

FLBL

N/A

SPHB vs FLBL - Historical Returns

Returns include dividend reinvestment.

Period	SPHB	FLBL
1 month	+4.01%	+0.19%
3 months	+17.76%	+2.12%
6 months	+22.39%	+0.37%
1 year	+60.23%	+2.31%
5 years(CAGR)	+13.79%	+5.17%
10 years(CAGR)	+17.98%	+4.52%
Max(CAGR)	+13.86%	+4.52%

Winner

SPHB

+4.01%

FLBL

+0.19%

Winner

SPHB

+17.76%

FLBL

+2.12%

Winner

SPHB

+22.39%

FLBL

+0.37%

Winner

SPHB

+60.23%

FLBL

+2.31%

5Y(CAGR)

Winner

SPHB

+13.79%

FLBL

+5.17%

10Y(CAGR)

Winner

SPHB

+17.98%

FLBL

+4.52%

Max(CAGR)

Winner

SPHB

+13.86%

FLBL

+4.52%

SPHB vs FLBL - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	SPHB	FLBL
2026	+20.57%	+0.69%
2025	+32.89%	+3.52%
2024	+10.20%	+8.34%
2023	+33.64%	+14.69%
2022	-21.66%	-2.69%
2021	+42.64%	+4.70%
2020	+23.83%	+2.04%
2019	+32.98%	+7.54%
2018	-16.63%	-1.63%
2017	+15.98%	N/A
2016	+27.43%	N/A
2015	-12.63%	N/A
2014	+13.98%	N/A
2013	+36.75%	N/A
2012	+14.22%	N/A
2011	-21.89%	N/A

SPHB vs FLBL Drawdown Comparison

The maximum drawdown for SPHB was -46.82%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The maximum drawdown for FLBL was -19.52%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.

The current SPHB drawdown is -6.50%. The current FLBL drawdown is -0.27%.

Rank	SPHB	FLBL
#1	-46.82% Jan 17, 2020 - Jun 8, 2020	-19.52% Jan 22, 2020 - Nov 10, 2020
#2	-38.30% May 10, 2011 - Mar 14, 2013	-6.81% Jan 14, 2022 - Jan 20, 2023
#3	-34.48% Apr 23, 2015 - Nov 15, 2016	-3.91% Feb 18, 2025 - May 9, 2025
#4	-31.49% Nov 8, 2021 - Dec 14, 2023	-3.77% Nov 15, 2018 - Feb 19, 2019
#5	-29.21% Jan 23, 2025 - Jun 24, 2025	-3.18% Jan 23, 2026 - May 12, 2026
#6	-27.72% Sep 20, 2018 - Dec 12, 2019	-2.35% Feb 7, 2023 - Apr 5, 2023
#7	-21.44% Jun 8, 2020 - Nov 9, 2020	-2.14% Feb 26, 2021 - Jun 21, 2021
#8	-14.05% Jul 16, 2024 - Oct 9, 2024	-1.65% Sep 17, 2025 - Jan 23, 2026
#9	-13.10% Jun 2, 2021 - Oct 25, 2021	-1.36% Apr 13, 2023 - Jun 12, 2023
#10	-11.40% Sep 18, 2014 - Nov 10, 2014	-1.04% Nov 16, 2021 - Dec 30, 2021
#11	-11.32% Jan 26, 2018 - Aug 29, 2018	-1.00% Sep 18, 2023 - Oct 19, 2023
#12	-10.71% Feb 25, 2026 - Apr 13, 2026	-0.86% Jul 30, 2024 - Aug 15, 2024
#13	-9.69% Oct 27, 2025 - Dec 3, 2025	-0.80% Jun 21, 2021 - Aug 27, 2021
#14	-9.61% Jan 14, 2021 - Feb 8, 2021	-0.78% Feb 24, 2021 - Feb 26, 2021
#15	-8.89% Mar 28, 2024 - Jul 12, 2024	-0.72% Mar 21, 2019 - Apr 10, 2019

Correlation

Correlation between SPHB and FLBL is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2011 - 2026)

SPHB vs FLBL dividend yield comparison.

Year	SPHB	FLBL
2026	0.16%	3.08%
2025	0.60%	7.24%
2024	0.80%	8.05%
2023	0.73%	8.37%
2022	0.72%	5.53%
2021	0.91%	3.57%
2020	1.90%	3.22%
2019	1.26%	3.97%
2018	1.97%	2.21%
2017	1.34%	0.00%
2016	0.93%	0.00%
2015	1.69%	0.00%
2014	0.98%	0.00%
2013	0.69%	0.00%
2012	0.88%	0.00%
2011	0.70%	0.00%