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SPHB vs PML

Comparison between INVESCO S&P 500 HIGH BETA ETF (SPHB, ETF) and Pimco Municipal Income Fund II (PML, ETF).

5-Year PerformanceSPHB has outperformed PML, delivering a return of +16.8% compared to -8.3%

SPHB vs PML - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPHB
$976M
Winner
PML
$982M
Expense Ratio
SPHB
0.25%
PML
N/A
Max Drawdown
Winner
SPHB
47.78%
PML
67.38%
Sharpe Ratio
Winner
SPHB
1.43
PML
0.47
5Y Beta
SPHB
1.55
Winner
PML
0.23
P/E Ratio
SPHB
33.73
PML
N/A
Forward P/E
SPHB
19.57
PML
N/A
PEG Ratio
SPHB
0.24
PML
N/A
5Y Dividends CAGR
Winner
SPHB
-0.20%
PML
-7.69%
5Y EPS CAGR
SPHB
17.46%
PML
N/A
Debt to Equity
SPHB
-124.82%
PML
N/A
P/S Ratio
SPHB
2.86
PML
N/A
P/B Ratio
SPHB
4.58
PML
N/A

SPHB vs PML - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPHB
+2.42%
PML
-1.50%
3M
Winner
SPHB
+6.21%
PML
+0.22%
6M
Winner
SPHB
+19.78%
PML
-4.06%
1Y
Winner
SPHB
+47.31%
PML
+8.93%
5Y(CAGR)
Winner
SPHB
+16.82%
PML
-8.29%
10Y(CAGR)
Winner
SPHB
+18.01%
PML
-0.75%
Max(CAGR)
Winner
SPHB
+13.93%
PML
+3.27%

SPHB vs PML - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearSPHBPML
2026+25.17%-0.02%
2025+32.89%-1.99%
2024+10.20%+2.72%
2023+33.64%-5.88%
2022-21.66%-33.61%
2021+42.64%+7.94%
2020+23.83%-5.76%
2019+32.98%+23.77%
2018-16.63%+6.86%
2017+15.98%+13.95%
2016+27.43%+2.85%
2015-12.63%+11.28%
2014+13.98%+19.36%
2013+36.75%-15.76%
2012+14.22%+23.74%
2011-21.89%+21.22%
2010N/A+1.97%
2009N/A+58.75%
2008N/A-48.93%
2007N/A-3.51%
2006N/A+8.14%
2005N/A+16.67%
2004N/A+10.86%
2003N/A+3.77%
2002N/A-1.37%

SPHB vs PML Drawdown Comparison

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

The maximum drawdown for PML was -64.33%, occurring on Dec 15, 2008. Recovery took 999 trading sessions.

The current SPHB drawdown is -5.26%. The current PML drawdown is -35.87%.

RankSPHBPML
#1-46.82%
Jan 17, 2020 - Jun 8, 2020
-64.33%
Jan 23, 2008 - Jan 9, 2012
#2-38.30%
May 10, 2011 - Mar 14, 2013
-47.94%
Aug 2, 2021 - Oct 27, 2023
#3-34.48%
Apr 23, 2015 - Nov 15, 2016
-36.00%
Jan 2, 2020 - Feb 9, 2021
#4-31.49%
Nov 8, 2021 - Dec 14, 2023
-20.60%
Jan 22, 2013 - Jan 7, 2015
#5-29.21%
Jan 23, 2025 - Jun 24, 2025
-14.66%
Jul 7, 2016 - Jul 11, 2017
#6-27.72%
Sep 20, 2018 - Dec 12, 2019
-13.21%
May 15, 2007 - Jan 8, 2008
#7-21.44%
Jun 8, 2020 - Nov 9, 2020
-12.24%
Mar 24, 2004 - Aug 26, 2004
#8-14.11%
Jun 22, 2026 - Jul 29, 2026
-9.80%
Feb 3, 2012 - Jun 11, 2012
#9-14.05%
Jul 16, 2024 - Oct 9, 2024
-9.37%
Dec 29, 2005 - Sep 13, 2006
#10-13.10%
Jun 2, 2021 - Oct 25, 2021
-9.10%
Jul 2, 2003 - Jan 9, 2004
#11-11.40%
Sep 18, 2014 - Nov 10, 2014
-8.72%
Dec 7, 2017 - May 30, 2018
#12-11.32%
Jan 26, 2018 - Aug 29, 2018
-8.11%
Apr 30, 2015 - Oct 20, 2015
#13-10.71%
Feb 25, 2026 - Apr 13, 2026
-6.86%
Aug 6, 2019 - Oct 2, 2019
#14-9.69%
Oct 27, 2025 - Dec 3, 2025
-6.61%
Feb 2, 2015 - Apr 30, 2015
#15-9.61%
Jan 14, 2021 - Feb 8, 2021
-6.49%
Oct 10, 2002 - Apr 17, 2003

Correlation

Correlation between SPHB and PML is 0.31 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.31
-101

Dividend Comparison (2002 - 2026)

SPHB vs PML dividend yield comparison.

YearSPHBPML
20260.29%4.35%
20250.60%6.29%
20240.80%5.86%
20230.73%5.71%
20220.72%7.83%
20210.91%4.85%
20201.90%4.95%
20191.26%4.91%
20181.97%5.86%
20171.34%5.92%
20160.93%6.38%
20151.69%6.24%
20140.98%6.57%
20130.69%7.32%
20120.88%5.97%
20110.70%6.94%
20100.00%7.76%
20090.00%7.46%
20080.00%10.58%
20070.00%5.70%
20060.00%5.33%
20050.00%6.40%
20040.00%7.01%
20030.00%6.96%
20020.00%3.61%

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