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HYG vs SPHQ

Comparison between ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF (HYG, ETF) and INVESCO S&P 500 QUALITY ETF (SPHQ, ETF).

5-Year PerformanceSPHQ has outperformed HYG, delivering a return of +13.8% compared to +3.8%

HYG vs SPHQ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
HYG
$16B
SPHQ
$16B
Expense Ratio
HYG
0.49%
Winner
SPHQ
0.15%
Max Drawdown
Winner
HYG
41.90%
SPHQ
57.83%
Sharpe Ratio
HYG
1.10
Winner
SPHQ
1.46
5Y Beta
Winner
HYG
0.24
SPHQ
0.84
P/E Ratio
HYG
N/A
SPHQ
26.52
Forward P/E
HYG
N/A
SPHQ
23.09
PEG Ratio
HYG
N/A
SPHQ
0.19
5Y Dividends CAGR
HYG
4.66%
Winner
SPHQ
6.62%
5Y EPS CAGR
HYG
N/A
SPHQ
21.39%
Debt to Equity
HYG
N/A
SPHQ
112.69%
P/S Ratio
HYG
N/A
SPHQ
3.48
P/B Ratio
HYG
N/A
SPHQ
9.27

HYG vs SPHQ - Historical Returns

Returns include dividend reinvestment.

1M
HYG
+0.46%
Winner
SPHQ
+4.85%
3M
HYG
+0.53%
Winner
SPHQ
+3.72%
6M
HYG
+2.72%
Winner
SPHQ
+13.00%
1Y
HYG
+8.22%
Winner
SPHQ
+23.73%
5Y(CAGR)
HYG
+3.83%
Winner
SPHQ
+13.76%
10Y(CAGR)
HYG
+5.14%
Winner
SPHQ
+14.59%
Max(CAGR)
HYG
+4.98%
Winner
SPHQ
+9.93%

HYG vs SPHQ - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

YearHYGSPHQ
2026+1.34%+9.73%
2025+8.34%+13.53%
2024+8.33%+26.32%
2023+11.32%+25.85%
2022-10.95%-16.09%
2021+3.96%+29.54%
2020+4.04%+16.35%
2019+14.24%+33.63%
2018-2.11%-7.53%
2017+5.63%+18.59%
2016+14.09%+15.55%
2015-5.03%+1.80%
2014+1.72%+17.17%
2013+4.77%+29.38%
2012+11.30%+13.50%
2011+6.68%+5.34%
2010+11.02%+19.12%
2009+28.98%+10.06%
2008-16.57%-45.68%
2007+1.62%+16.62%
2006N/A+1.98%
2005N/A-2.05%

HYG vs SPHQ Drawdown Comparison

The maximum drawdown for HYG was -34.28%, occurring on Nov 20, 2008. Recovery took 556 trading sessions.

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

The current HYG drawdown is -0.11%. The current SPHQ drawdown is -0.28%.

RankHYGSPHQ
#1-34.28%
Sep 19, 2007 - Dec 2, 2009
-57.83%
Oct 29, 2007 - May 14, 2013
#2-22.03%
Feb 13, 2020 - Nov 4, 2020
-31.58%
Feb 12, 2020 - Aug 4, 2020
#3-15.79%
Dec 27, 2021 - Mar 7, 2024
-25.05%
Jan 4, 2022 - Jul 31, 2023
#4-13.44%
Apr 15, 2015 - Jul 8, 2016
-22.35%
May 8, 2006 - May 4, 2007
#5-10.05%
Jul 22, 2011 - Oct 24, 2011
-20.74%
Oct 1, 2018 - Apr 5, 2019
#6-8.38%
May 25, 2007 - Sep 18, 2007
-16.57%
Feb 19, 2025 - Jun 4, 2025
#7-7.90%
Oct 27, 2011 - Dec 23, 2011
-11.71%
Jul 19, 2007 - Sep 25, 2007
#8-7.07%
Apr 23, 2010 - Jul 20, 2010
-9.77%
Jan 26, 2018 - Aug 29, 2018
#9-7.05%
May 8, 2013 - Nov 29, 2013
-8.90%
Feb 27, 2026 - Apr 24, 2026
#10-6.42%
Jun 25, 2014 - Apr 15, 2015
-8.76%
Sep 2, 2020 - Nov 16, 2020
#11-6.41%
Oct 1, 2018 - Jan 31, 2019
-8.51%
Dec 1, 2015 - Mar 1, 2016
#12-6.05%
Jan 8, 2010 - Mar 16, 2010
-8.47%
Sep 1, 2023 - Dec 11, 2023
#13-4.56%
May 18, 2011 - Jul 7, 2011
-8.30%
May 21, 2015 - Nov 2, 2015
#14-4.56%
Feb 28, 2025 - May 12, 2025
-6.82%
Apr 30, 2019 - Jun 19, 2019
#15-4.50%
May 2, 2012 - Jun 29, 2012
-6.68%
Jul 24, 2019 - Oct 25, 2019

Correlation

Correlation between HYG and SPHQ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92
-101

Dividend Comparison (2007 - 2026)

HYG vs SPHQ dividend yield comparison.

YearHYGSPHQ
20261.99%0.35%
20255.71%1.09%
20246.01%1.15%
20235.74%1.42%
20225.30%1.85%
20214.02%1.19%
20204.88%1.55%
20194.99%1.51%
20185.54%1.85%
20175.12%1.57%
20165.27%1.67%
20155.90%2.29%
20145.69%1.66%
20136.10%1.70%
20126.60%1.97%
20117.51%1.76%
20108.25%0.59%
20099.48%0.30%
200810.08%0.11%
20075.23%0.00%

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