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SPHQ vs EWY

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

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

SPHQ vs EWY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

SPHQ vs EWY - Historical Returns

Returns include dividend reinvestment.

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

SPHQ vs EWY - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

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

SPHQ vs EWY Drawdown Comparison

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

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

The current SPHQ drawdown is -0.28%.

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

Correlation

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

0.74
-101

Dividend Comparison (2001 - 2026)

SPHQ vs EWY dividend yield comparison.

YearSPHQEWY
20260.35%0.00%
20251.09%2.10%
20241.15%2.55%
20231.42%2.52%
20221.85%1.23%
20211.19%2.16%
20201.55%0.73%
20191.51%2.10%
20181.85%1.34%
20171.57%2.90%
20161.67%1.21%
20152.29%2.42%
20141.66%1.20%
20131.70%1.39%
20121.97%0.58%
20111.76%1.34%
20100.59%0.72%
20090.30%0.66%
20080.11%2.86%
20070.00%0.57%
20060.00%0.68%
20050.00%0.58%
20040.00%0.34%
20030.00%0.94%
20010.00%0.59%

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