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GOVT vs SPYG

Comparison between ISHARES U.S. TREASURY BOND ETF (GOVT, ETF) and SPDR(R) PORTFOLIO S&P 500 GROWTH ETF (SPYG, ETF).

5-Year PerformanceSPYG has outperformed GOVT, delivering a return of +15.3% compared to -0.3%

GOVT vs SPYG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
GOVT
$41B
Winner
SPYG
$42B
Expense Ratio
GOVT
0.05%
Winner
SPYG
0.04%
Max Drawdown
Winner
GOVT
23.67%
SPYG
69.53%
Sharpe Ratio
GOVT
-0.04
Winner
SPYG
1.97
5Y Beta
Winner
GOVT
-0.00
SPYG
1.21
P/E Ratio
GOVT
N/A
SPYG
31.78
Forward P/E
GOVT
N/A
SPYG
25.79
PEG Ratio
GOVT
N/A
SPYG
0.62
5Y Dividends CAGR
Winner
GOVT
10.36%
SPYG
2.19%
5Y EPS CAGR
GOVT
N/A
SPYG
33.79%
Debt to Equity
GOVT
N/A
SPYG
30.76%
P/S Ratio
GOVT
N/A
SPYG
6.31
P/B Ratio
GOVT
N/A
SPYG
8.81

GOVT vs SPYG - Historical Returns

Returns include dividend reinvestment.

1M
GOVT
-0.09%
Winner
SPYG
+13.93%
3M
GOVT
-0.15%
Winner
SPYG
+10.95%
6M
GOVT
+0.35%
Winner
SPYG
+12.03%
1Y
GOVT
+4.02%
Winner
SPYG
+40.40%
5Y(CAGR)
GOVT
-0.35%
Winner
SPYG
+15.30%
10Y(CAGR)
GOVT
+0.94%
Winner
SPYG
+18.10%
Max(CAGR)
GOVT
+1.28%
Winner
SPYG
+7.53%

GOVT vs SPYG - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

YearGOVTSPYG
2026+0.31%+10.27%
2025+6.15%+22.14%
2024+3.27%+38.20%
2023+3.62%+31.60%
2022-11.87%-29.96%
2021-1.60%+33.93%
2020+7.08%+31.62%
2019+6.49%+31.17%
2018+0.54%-0.94%
2017+2.19%+26.39%
2016+0.60%+9.02%
2015+0.32%+5.36%
2014+4.75%+16.12%
2013-2.37%+29.29%
2012+2.23%+12.92%
2011N/A+3.55%
2010N/A+14.41%
2009N/A+32.10%
2008N/A-36.63%
2007N/A+11.12%
2006N/A+7.47%
2005N/A+3.63%
2004N/A+5.84%
2003N/A+25.42%
2002N/A-31.07%
2001N/A-19.84%
2000N/A-24.10%

GOVT vs SPYG Drawdown Comparison

The maximum drawdown for GOVT was -19.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SPYG was -67.63%, occurring on Mar 9, 2009. Recovery took 3326 trading sessions.

The current GOVT drawdown is -6.83%.

RankGOVTSPYG
#1-19.07%
Aug 4, 2020 - Oct 19, 2023
-67.63%
Oct 2, 2000 - Dec 23, 2013
#2-5.87%
Jul 8, 2016 - May 13, 2019
-32.67%
Dec 27, 2021 - Mar 1, 2024
#3-4.56%
Mar 9, 2020 - Apr 21, 2020
-31.26%
Feb 19, 2020 - Jun 10, 2020
#4-4.55%
May 1, 2013 - Oct 8, 2014
-22.15%
Feb 19, 2025 - Jun 24, 2025
#5-3.54%
Jan 30, 2015 - Jan 29, 2016
-20.60%
Oct 1, 2018 - Apr 23, 2019
#6-2.63%
Sep 4, 2019 - Jan 29, 2020
-13.76%
Oct 29, 2025 - Apr 15, 2026
#7-2.14%
Apr 21, 2020 - Jul 23, 2020
-13.33%
Nov 3, 2015 - Jul 8, 2016
#8-1.93%
Jul 25, 2012 - May 1, 2013
-12.75%
Jul 10, 2024 - Oct 14, 2024
#9-1.93%
Mar 8, 2012 - Apr 23, 2012
-11.79%
Jul 20, 2015 - Oct 29, 2015
#10-1.74%
Feb 11, 2016 - Apr 7, 2016
-11.02%
Sep 2, 2020 - Dec 1, 2020
#11-1.27%
Apr 7, 2016 - May 13, 2016
-9.87%
Jan 26, 2018 - Jun 4, 2018
#12-1.25%
Jun 1, 2012 - Jul 16, 2012
-8.70%
Feb 12, 2021 - Apr 5, 2021
#13-1.16%
Oct 15, 2014 - Dec 12, 2014
-7.39%
Sep 19, 2014 - Oct 31, 2014
#14-1.07%
Dec 16, 2014 - Jan 5, 2015
-7.24%
Sep 3, 2021 - Oct 26, 2021
#15-0.97%
Jul 3, 2019 - Aug 1, 2019
-6.81%
Mar 22, 2024 - May 14, 2024

Correlation

Correlation between GOVT and SPYG is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63
-101

Dividend Comparison (2000 - 2026)

GOVT vs SPYG dividend yield comparison.

YearGOVTSPYG
20261.19%0.11%
20253.49%0.52%
20243.14%0.60%
20232.65%1.15%
20221.77%1.03%
20210.95%0.62%
20202.17%0.90%
20191.98%1.37%
20181.97%1.51%
20171.57%1.41%
20161.40%1.55%
20151.25%1.57%
20141.17%1.37%
20130.93%1.42%
20120.85%1.81%
20110.00%1.64%
20100.00%0.71%
20090.00%0.90%
20080.00%1.35%
20070.00%0.82%
20060.00%0.74%
20050.00%0.73%
20040.00%1.33%
20030.00%0.50%
20020.00%0.47%
20010.00%0.22%
20000.00%0.03%

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