ESGD vs SPTL

Comparison between ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF) and SPDR(R) PORTFOLIO LONG TERM TREASURY ETF (SPTL, ETF).

5-Year PerformanceESGD has outperformed SPTL, delivering a return of +8.2% compared to -5.1%

ESGD vs SPTL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGD(ETF)	SPTL(ETF)
Net Assets	$11B	$11B
Expense Ratio	0.20%	0.03%
Max Drawdown	36.32%	50.17%
Sharpe Ratio	1.27	-0.03
5Y Beta	0.74	0.05
5Y Dividends CAGR	19.87%	10.44%

Net Assets

Winner

ESGD

$11B

SPTL

$11B

Expense Ratio

ESGD

0.20%

Winner

SPTL

0.03%

Max Drawdown

Winner

ESGD

36.32%

SPTL

50.17%

Sharpe Ratio

Winner

ESGD

1.27

SPTL

-0.03

5Y Beta

ESGD

0.74

Winner

SPTL

0.05

5Y Dividends CAGR

Winner

ESGD

19.87%

SPTL

10.44%

ESGD vs SPTL - Historical Returns

Returns include dividend reinvestment.

Period	ESGD	SPTL
1 month	+1.76%	-0.45%
3 months	-0.37%	-0.51%
6 months	+11.44%	-1.19%
1 year	+24.66%	+4.09%
5 years(CAGR)	+8.21%	-5.13%
10 years(CAGR)	+9.71%	-0.88%
Max(CAGR)	+9.71%	+3.31%

Winner

ESGD

+1.76%

SPTL

-0.45%

Winner

ESGD

-0.37%

SPTL

-0.51%

Winner

ESGD

+11.44%

SPTL

-1.19%

Winner

ESGD

+24.66%

SPTL

+4.09%

5Y(CAGR)

Winner

ESGD

+8.21%

SPTL

-5.13%

10Y(CAGR)

Winner

ESGD

+9.71%

SPTL

-0.88%

Max(CAGR)

Winner

ESGD

+9.71%

SPTL

+3.31%

ESGD vs SPTL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	ESGD	SPTL
2026	+6.76%	+0.30%
2025	+30.15%	+5.24%
2024	+5.27%	-5.65%
2023	+17.62%	+1.56%
2022	-15.64%	-27.72%
2021	+11.04%	-4.85%
2020	+7.27%	+16.63%
2019	+24.28%	+13.32%
2018	-13.80%	-0.37%
2017	+24.81%	+8.59%
2016	+5.46%	+0.30%
2015	N/A	-2.28%
2014	N/A	+24.75%
2013	N/A	-11.41%
2012	N/A	+4.22%
2011	N/A	+30.74%
2010	N/A	+8.86%
2009	N/A	-11.11%
2008	N/A	+22.95%
2007	N/A	+9.65%

ESGD vs SPTL Drawdown Comparison

The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The maximum drawdown for SPTL was -46.19%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current ESGD drawdown is -1.73%. The current SPTL drawdown is -36.56%.

Rank	ESGD	SPTL
#1	-33.70% Jan 17, 2020 - Nov 11, 2020	-46.19% Aug 4, 2020 - Oct 19, 2023
#2	-29.99% Sep 7, 2021 - Feb 22, 2024	-18.61% Dec 18, 2008 - Aug 16, 2010
#3	-21.96% Jan 26, 2018 - Dec 27, 2019	-18.34% Jul 25, 2012 - Dec 8, 2014
#4	-13.86% Mar 19, 2025 - Apr 29, 2025	-17.07% Jul 8, 2016 - Jun 20, 2019
#5	-11.68% Feb 25, 2026 - Mar 27, 2026	-14.98% Mar 9, 2020 - Aug 4, 2020
#6	-10.13% Sep 26, 2024 - Mar 5, 2025	-14.50% Jan 30, 2015 - Feb 11, 2016
#7	-7.72% Jul 12, 2024 - Aug 21, 2024	-14.11% Aug 31, 2010 - Aug 4, 2011
#8	-5.79% Nov 12, 2025 - Dec 11, 2025	-9.52% Oct 3, 2011 - Dec 19, 2011
#9	-5.66% Sep 28, 2016 - Jan 5, 2017	-8.87% Dec 19, 2011 - May 15, 2012
#10	-5.42% Jun 15, 2021 - Aug 13, 2021	-8.02% Aug 28, 2019 - Feb 20, 2020
#11	-4.94% Mar 27, 2024 - May 9, 2024	-7.07% Sep 16, 2008 - Nov 19, 2008
#12	-4.61% Jul 23, 2025 - Aug 15, 2025	-6.73% Mar 20, 2008 - Sep 5, 2008
#13	-4.54% Jan 8, 2021 - Feb 11, 2021	-4.57% Nov 26, 2007 - Jan 15, 2008
#14	-3.74% Aug 30, 2024 - Sep 19, 2024	-4.45% Feb 11, 2016 - Jun 3, 2016
#15	-3.70% Feb 16, 2021 - Apr 5, 2021	-4.31% Sep 22, 2011 - Oct 3, 2011

Correlation

Correlation between ESGD and SPTL is -0.32 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.32

-101

Dividend Comparison (2007 - 2026)

ESGD vs SPTL dividend yield comparison.

Year	ESGD	SPTL
2026	0.00%	1.38%
2025	3.60%	4.12%
2024	3.23%	4.04%
2023	3.02%	3.24%
2022	2.59%	2.75%
2021	2.75%	1.68%
2020	1.63%	1.71%
2019	2.57%	2.45%
2018	2.69%	2.69%
2017	2.65%	2.53%
2016	0.09%	2.56%
2015	0.00%	2.60%
2014	0.00%	2.64%
2013	0.00%	2.98%
2012	0.00%	2.59%
2011	0.00%	3.01%
2010	0.00%	3.92%
2009	0.00%	4.27%
2008	0.00%	3.86%
2007	0.00%	2.65%