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SPEM vs HYG

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO EMERGING MARKETS ETF (SPEM, ETF) and ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF (HYG, ETF).

5-Year PerformanceSPEM has outperformed HYG, delivering a return of +8.0% compared to +3.8%

SPEM vs HYG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SPEM
$17B
HYG
$17B
Expense Ratio
Winner
SPEM
0.07%
HYG
0.49%
Max Drawdown
SPEM
65.07%
Winner
HYG
41.90%
Sharpe Ratio
Winner
SPEM
0.96
HYG
0.31
5Y Beta
SPEM
0.74
Winner
HYG
0.23
5Y Dividends CAGR
Winner
SPEM
9.39%
HYG
2.33%

SPEM vs HYG - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPEM
+2.48%
HYG
+0.43%
3M
Winner
SPEM
+3.54%
HYG
+1.10%
6M
Winner
SPEM
+3.99%
HYG
+1.23%
1Y
Winner
SPEM
+21.39%
HYG
+5.23%
5Y(CAGR)
Winner
SPEM
+8.00%
HYG
+3.80%
10Y(CAGR)
Winner
SPEM
+8.45%
HYG
+4.57%
Max(CAGR)
Winner
SPEM
+5.67%
HYG
+4.95%

SPEM vs HYG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSPEMHYG
2026+10.69%+2.14%
2025+26.06%+8.34%
2024+12.77%+8.33%
2023+9.34%+11.32%
2022-18.38%-10.95%
2021+0.94%+3.96%
2020+12.23%+4.04%
2019+19.24%+14.24%
2018-15.13%-2.11%
2017+33.44%+5.63%
2016+14.74%+14.09%
2015-14.68%-5.03%
2014+1.97%+1.72%
2013-3.47%+4.77%
2012+14.83%+11.30%
2011-19.79%+6.68%
2010+15.47%+11.02%
2009+65.42%+28.98%
2008-48.76%-16.57%
2007+36.13%+1.62%

SPEM vs HYG Drawdown Comparison

The maximum drawdown for SPEM was -64.42%, occurring on Nov 20, 2008. Recovery took 1721 trading sessions.

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

The current SPEM drawdown is -1.41%. The current HYG drawdown is -0.23%.

RankSPEMHYG
#1-64.42%
Oct 31, 2007 - Sep 3, 2014
-34.28%
Sep 19, 2007 - Dec 2, 2009
#2-36.05%
Jan 26, 2018 - Nov 9, 2020
-22.03%
Feb 13, 2020 - Nov 4, 2020
#3-34.89%
Sep 5, 2014 - Jul 12, 2017
-15.79%
Dec 27, 2021 - Mar 7, 2024
#4-33.40%
Feb 17, 2021 - Oct 7, 2024
-13.44%
Apr 15, 2015 - Jul 8, 2016
#5-17.89%
Jul 23, 2007 - Sep 19, 2007
-10.05%
Jul 22, 2011 - Oct 24, 2011
#6-17.63%
Oct 7, 2024 - Jun 9, 2025
-8.38%
May 25, 2007 - Sep 18, 2007
#7-11.36%
Feb 25, 2026 - Apr 17, 2026
-7.90%
Oct 27, 2011 - Dec 23, 2011
#8-7.02%
Jun 22, 2026 - Jul 29, 2026
-7.07%
Apr 23, 2010 - Jul 20, 2010
#9-5.47%
Jun 2, 2026 - Jun 22, 2026
-7.05%
May 8, 2013 - Nov 29, 2013
#10-5.02%
Jan 20, 2021 - Feb 5, 2021
-6.42%
Jun 25, 2014 - Apr 15, 2015
#11-4.86%
Oct 29, 2025 - Jan 2, 2026
-6.41%
Oct 1, 2018 - Jan 31, 2019
#12-4.56%
May 6, 2026 - Jun 2, 2026
-6.05%
Jan 8, 2010 - Mar 16, 2010
#13-4.38%
Oct 8, 2025 - Oct 20, 2025
-4.56%
May 18, 2011 - Jul 7, 2011
#14-4.30%
Nov 22, 2017 - Dec 28, 2017
-4.56%
Feb 28, 2025 - May 12, 2025
#15-4.11%
Oct 18, 2007 - Oct 26, 2007
-4.50%
May 2, 2012 - Jun 29, 2012

Correlation

Correlation between SPEM and HYG is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90
-101

Dividend Comparison (2007 - 2026)

SPEM vs HYG dividend yield comparison.

YearSPEMHYG
20261.01%3.46%
20252.77%5.71%
20242.78%6.01%
20232.80%5.74%
20223.38%5.30%
20213.14%4.02%
20201.92%4.88%
20192.94%4.99%
20182.34%5.54%
20171.12%5.12%
20161.52%5.27%
20152.40%5.90%
20142.26%5.69%
20131.91%6.10%
20121.99%6.60%
20113.64%7.51%
20102.32%8.25%
20090.71%9.48%
20083.69%10.08%
20071.82%5.23%

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