SPHY vs ESGD
Comparison between STATE STREET(R) SPDR(R) PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF) and ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF).
5-Year PerformanceESGD has outperformed SPHY, delivering a return of +9.3% compared to +4.4%
SPHY vs ESGD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
SPHY vs ESGD - Historical Returns
Returns include dividend reinvestment.
SPHY vs ESGD - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | SPHY | ESGD |
|---|---|---|
| 2026 | +2.39% | +13.82% |
| 2025 | +8.31% | +30.15% |
| 2024 | +8.81% | +5.27% |
| 2023 | +12.80% | +17.62% |
| 2022 | -10.48% | -15.64% |
| 2021 | +5.74% | +11.04% |
| 2020 | +6.44% | +7.27% |
| 2019 | +13.55% | +24.28% |
| 2018 | -2.69% | -13.80% |
| 2017 | +6.73% | +24.81% |
| 2016 | +11.15% | +5.46% |
| 2015 | -3.64% | N/A |
| 2014 | +6.53% | N/A |
| 2013 | -1.34% | N/A |
| 2012 | +7.21% | N/A |
SPHY vs ESGD Drawdown Comparison
The maximum drawdown for SPHY was -21.97%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.
| Rank | SPHY | ESGD |
|---|---|---|
| #1 | -21.97% Feb 14, 2020 - Oct 8, 2020 | -33.70% Jan 17, 2020 - Nov 11, 2020 |
| #2 | -15.29% Dec 28, 2021 - Dec 14, 2023 | -29.99% Sep 7, 2021 - Feb 22, 2024 |
| #3 | -8.30% Apr 16, 2015 - Apr 25, 2016 | -21.96% Jan 26, 2018 - Dec 27, 2019 |
| #4 | -7.23% May 2, 2013 - Feb 24, 2014 | -13.86% Mar 19, 2025 - Apr 29, 2025 |
| #5 | -4.86% Feb 26, 2025 - May 12, 2025 | -11.68% Feb 25, 2026 - Jun 15, 2026 |
| #6 | -4.21% Dec 29, 2017 - Feb 15, 2019 | -10.13% Sep 26, 2024 - Mar 5, 2025 |
| #7 | -4.17% Oct 24, 2016 - Jan 18, 2017 | -7.72% Jul 12, 2024 - Aug 21, 2024 |
| #8 | -2.48% Aug 21, 2014 - Jan 14, 2015 | -5.79% Nov 12, 2025 - Dec 11, 2025 |
| #9 | -2.41% Feb 20, 2026 - Apr 8, 2026 | -5.66% Sep 28, 2016 - Jan 5, 2017 |
| #10 | -2.36% Nov 9, 2021 - Dec 23, 2021 | -5.42% Jun 15, 2021 - Aug 13, 2021 |
| #11 | -2.29% Mar 27, 2024 - May 3, 2024 | -4.94% Mar 27, 2024 - May 9, 2024 |
| #12 | -2.28% Jan 29, 2013 - Apr 16, 2013 | -4.61% Jul 23, 2025 - Aug 15, 2025 |
| #13 | -2.07% Sep 17, 2012 - Oct 11, 2012 | -4.54% Jan 8, 2021 - Feb 11, 2021 |
| #14 | -1.99% Mar 1, 2017 - Apr 10, 2017 | -3.74% Aug 30, 2024 - Sep 19, 2024 |
| #15 | -1.84% Feb 27, 2015 - Apr 15, 2015 | -3.70% Feb 16, 2021 - Apr 5, 2021 |
Correlation
Correlation between SPHY and ESGD is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (2012 - 2026)
SPHY vs ESGD dividend yield comparison.
| Year | SPHY | ESGD |
|---|---|---|
| 2026 | 4.14% | 1.51% |
| 2025 | 7.38% | 3.60% |
| 2024 | 7.80% | 3.23% |
| 2023 | 7.30% | 3.02% |
| 2022 | 6.47% | 2.59% |
| 2021 | 5.13% | 2.75% |
| 2020 | 5.63% | 1.63% |
| 2019 | 5.73% | 2.57% |
| 2018 | 4.09% | 2.69% |
| 2017 | 4.41% | 2.65% |
| 2016 | 4.27% | 0.09% |
| 2015 | 4.29% | 0.00% |
| 2014 | 3.98% | 0.00% |
| 2013 | 4.41% | 0.00% |
| 2012 | 2.17% | 0.00% |
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