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EWY vs SPHQ

Comparison between ISHARES MSCI SOUTH KOREA ETF (EWY, ETF) and INVESCO S&P 500 QUALITY ETF (SPHQ, ETF).

5-Year PerformanceEWY has outperformed SPHQ, delivering a return of +17.7% compared to +13.8%

EWY vs SPHQ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EWY
$16B
SPHQ
$16B
Expense Ratio
EWY
0.59%
Winner
SPHQ
0.15%
Max Drawdown
EWY
74.59%
Winner
SPHQ
57.83%
Sharpe Ratio
Winner
EWY
3.26
SPHQ
1.46
5Y Beta
EWY
1.13
Winner
SPHQ
0.84
P/E Ratio
EWY
N/A
SPHQ
26.52
Forward P/E
EWY
N/A
SPHQ
23.09
PEG Ratio
EWY
N/A
SPHQ
0.19
5Y Dividends CAGR
Winner
EWY
11.47%
SPHQ
6.62%
5Y EPS CAGR
EWY
N/A
SPHQ
21.39%
Debt to Equity
EWY
N/A
SPHQ
112.69%
P/S Ratio
EWY
N/A
SPHQ
3.48
P/B Ratio
EWY
N/A
SPHQ
9.27

EWY vs SPHQ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EWY
+35.79%
SPHQ
+4.85%
3M
Winner
EWY
+50.89%
SPHQ
+3.72%
6M
Winner
EWY
+111.90%
SPHQ
+13.00%
1Y
Winner
EWY
+240.08%
SPHQ
+23.73%
5Y(CAGR)
Winner
EWY
+17.68%
SPHQ
+13.76%
10Y(CAGR)
Winner
EWY
+16.45%
SPHQ
+14.59%
Max(CAGR)
Winner
EWY
+10.52%
SPHQ
+9.93%

EWY vs SPHQ - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

YearEWYSPHQ
2026+86.07%+9.73%
2025+94.51%+13.53%
2024-19.49%+26.32%
2023+21.31%+25.85%
2022-26.59%-16.09%
2021-9.94%+29.54%
2020+39.48%+16.35%
2019+9.42%+33.63%
2018-21.37%-7.53%
2017+42.82%+18.59%
2016+11.04%+15.55%
2015-7.06%+1.80%
2014-9.22%+17.17%
2013+0.96%+29.38%
2012+17.42%+13.50%
2011-14.35%+5.34%
2010+25.06%+19.12%
2009+65.55%+10.06%
2008-54.47%-45.68%
2007+33.51%+16.62%
2006+7.16%+1.98%
2005+56.02%-2.05%
2004+14.22%N/A
2003+34.61%N/A
2002-0.43%N/A
2001+43.43%N/A
2000-37.79%N/A

EWY vs SPHQ Drawdown Comparison

The maximum drawdown for EWY was -74.15%, occurring on Nov 20, 2008. Recovery took 2400 trading sessions.

The maximum drawdown for SPHQ was -57.83%, occurring on Nov 20, 2008. Recovery took 1393 trading sessions.

The current SPHQ drawdown is -0.28%.

RankEWYSPHQ
#1-74.15%
Oct 31, 2007 - May 15, 2017
-57.83%
Oct 29, 2007 - May 14, 2013
#2-50.79%
Jun 9, 2000 - Mar 6, 2002
-31.58%
Feb 12, 2020 - Aug 4, 2020
#3-49.72%
Jan 8, 2021 - Oct 20, 2025
-25.05%
Jan 4, 2022 - Jul 31, 2023
#4-48.95%
Jan 26, 2018 - Nov 24, 2020
-22.35%
May 8, 2006 - May 4, 2007
#5-38.19%
Apr 23, 2002 - Oct 13, 2003
-20.74%
Oct 1, 2018 - Apr 5, 2019
#6-27.95%
Apr 12, 2004 - Jan 18, 2005
-16.57%
Feb 19, 2025 - Jun 4, 2025
#7-23.18%
May 8, 2006 - Apr 3, 2007
-11.71%
Jul 19, 2007 - Sep 25, 2007
#8-23.08%
Feb 27, 2026 - Apr 17, 2026
-9.77%
Jan 26, 2018 - Aug 29, 2018
#9-18.90%
Jul 23, 2007 - Oct 1, 2007
-8.90%
Feb 27, 2026 - Apr 24, 2026
#10-14.49%
May 16, 2000 - Jun 2, 2000
-8.76%
Sep 2, 2020 - Nov 16, 2020
#11-12.22%
Mar 1, 2005 - Jul 19, 2005
-8.51%
Dec 1, 2015 - Mar 1, 2016
#12-12.16%
Nov 3, 2025 - Dec 29, 2025
-8.47%
Sep 1, 2023 - Dec 11, 2023
#13-10.33%
Apr 5, 2002 - Apr 17, 2002
-8.30%
May 21, 2015 - Nov 2, 2015
#14-10.08%
Jan 31, 2006 - Apr 4, 2006
-6.82%
Apr 30, 2019 - Jun 19, 2019
#15-10.08%
Sep 29, 2005 - Nov 11, 2005
-6.68%
Jul 24, 2019 - Oct 25, 2019

Correlation

Correlation between EWY and SPHQ is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74
-101

Dividend Comparison (2001 - 2026)

EWY vs SPHQ dividend yield comparison.

YearEWYSPHQ
20260.00%0.35%
20252.10%1.09%
20242.55%1.15%
20232.52%1.42%
20221.23%1.85%
20212.16%1.19%
20200.73%1.55%
20192.10%1.51%
20181.34%1.85%
20172.90%1.57%
20161.21%1.67%
20152.42%2.29%
20141.20%1.66%
20131.39%1.70%
20120.58%1.97%
20111.34%1.76%
20100.72%0.59%
20090.66%0.30%
20082.86%0.11%
20070.57%0.00%
20060.68%0.00%
20050.58%0.00%
20040.34%0.00%
20030.94%0.00%
20010.59%0.00%

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