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SPHY vs TLH

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF) and ISHARES 10-20 YEAR TREASURY BOND ETF (TLH, ETF).

5-Year PerformanceSPHY has outperformed TLH, delivering a return of +4.3% compared to -5.0%

SPHY vs TLH - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPHY
$11B
TLH
$11B
Expense Ratio
Winner
SPHY
0.05%
TLH
0.15%
Max Drawdown
Winner
SPHY
23.35%
TLH
45.97%
Sharpe Ratio
Winner
SPHY
0.54
TLH
-0.03
5Y Beta
SPHY
0.23
Winner
TLH
0.04
5Y Dividends CAGR
Winner
SPHY
3.24%
TLH
3.08%

SPHY vs TLH - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPHY
+0.16%
TLH
-1.69%
3M
Winner
SPHY
+0.78%
TLH
-1.79%
6M
Winner
SPHY
+1.37%
TLH
-1.56%
1Y
Winner
SPHY
+5.73%
TLH
+2.55%
5Y(CAGR)
Winner
SPHY
+4.26%
TLH
-4.95%
10Y(CAGR)
Winner
SPHY
+4.91%
TLH
-1.15%
Max(CAGR)
Winner
SPHY
+4.94%
TLH
+2.82%

SPHY vs TLH - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSPHYTLH
2026+1.97%-1.49%
2025+8.31%+6.28%
2024+8.81%-3.73%
2023+12.80%+2.39%
2022-10.48%-23.85%
2021+5.74%-5.33%
2020+6.44%+12.93%
2019+13.55%+9.81%
2018-2.69%+0.83%
2017+6.73%+4.08%
2016+11.15%+0.35%
2015-3.64%+0.59%
2014+6.53%+13.85%
2013-1.34%-7.64%
2012+7.21%+4.58%
2011N/A+22.09%
2010N/A+9.59%
2009N/A-7.01%
2008N/A+19.24%
2007N/A+9.49%

SPHY vs TLH Drawdown Comparison

The maximum drawdown for SPHY was -21.97%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The maximum drawdown for TLH was -41.13%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current SPHY drawdown is -0.21%. The current TLH drawdown is -30.62%.

RankSPHYTLH
#1-21.97%
Feb 14, 2020 - Oct 8, 2020
-41.13%
Aug 4, 2020 - Oct 19, 2023
#2-15.29%
Dec 28, 2021 - Dec 14, 2023
-14.27%
Dec 30, 2008 - Jun 30, 2010
#3-8.30%
Apr 16, 2015 - Apr 25, 2016
-11.83%
Mar 9, 2020 - Jul 23, 2020
#4-7.23%
May 2, 2013 - Feb 24, 2014
-11.81%
Jul 24, 2012 - Oct 13, 2014
#5-4.86%
Feb 26, 2025 - May 12, 2025
-11.56%
Jul 8, 2016 - May 30, 2019
#6-4.21%
Dec 29, 2017 - Feb 15, 2019
-10.72%
Aug 31, 2010 - Aug 2, 2011
#7-4.17%
Oct 24, 2016 - Jan 18, 2017
-7.30%
Sep 17, 2008 - Nov 20, 2008
#8-2.48%
Aug 21, 2014 - Jan 14, 2015
-6.63%
Sep 22, 2011 - Dec 19, 2011
#9-2.41%
Feb 20, 2026 - Apr 8, 2026
-6.59%
Jan 30, 2015 - Jan 29, 2016
#10-2.36%
Nov 9, 2021 - Dec 23, 2021
-6.19%
Mar 20, 2008 - Sep 4, 2008
#11-2.29%
Mar 27, 2024 - May 3, 2024
-5.64%
Dec 19, 2011 - May 9, 2012
#12-2.28%
Jan 29, 2013 - Apr 16, 2013
-5.62%
Sep 4, 2019 - Jan 31, 2020
#13-2.07%
Sep 17, 2012 - Oct 11, 2012
-5.52%
Mar 7, 2007 - Aug 21, 2007
#14-1.99%
Mar 1, 2017 - Apr 10, 2017
-3.87%
Nov 26, 2007 - Jan 8, 2008
#15-1.84%
Feb 27, 2015 - Apr 15, 2015
-3.47%
Jan 22, 2008 - Mar 12, 2008

Correlation

Correlation between SPHY and TLH is 0.14 which considered as a very weak or no correlation - the stocks move independently of each other.

0.14
-101

Dividend Comparison (2007 - 2026)

SPHY vs TLH dividend yield comparison.

YearSPHYTLH
20263.55%2.29%
20257.38%4.17%
20247.80%4.28%
20237.30%3.83%
20226.47%2.78%
20215.13%1.50%
20205.63%2.65%
20195.73%2.31%
20184.09%2.17%
20174.41%1.83%
20164.27%1.91%
20154.29%2.13%
20143.98%2.12%
20134.41%2.41%
20122.17%2.22%
20110.00%2.78%
20100.00%3.61%
20090.00%3.90%
20080.00%3.57%
20070.00%4.41%

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