SPLV vs JNK

Comparison between INVESCO S&P 500 LOW VOLATILITY ETF (SPLV, ETF) and SPDR(R) BLOOMBERG HIGH YIELD BOND ETF (JNK, ETF).

5-Year PerformanceSPLV has outperformed JNK, delivering a return of +5.7% compared to +3.8%

SPLV vs JNK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPLV(ETF)	JNK(ETF)
Net Assets	$7.20B	$7.30B
Expense Ratio	0.25%	0.40%
Max Drawdown	36.56%	46.21%
Sharpe Ratio	-0.10	0.93
5Y Beta	0.35	0.24
P/E Ratio	22.01	N/A
Forward P/E	20.53	N/A
PEG Ratio	0.89	N/A
5Y Dividends CAGR	7.67%	5.24%
5Y EPS CAGR	11.39%	N/A
Debt to Equity	59.46%	N/A
P/S Ratio	2.41	N/A
P/B Ratio	2.96	N/A

Net Assets

SPLV

$7.20B

Winner

JNK

$7.30B

Expense Ratio

Winner

SPLV

0.25%

JNK

0.40%

Max Drawdown

Winner

SPLV

36.56%

JNK

46.21%

Sharpe Ratio

SPLV

-0.10

Winner

JNK

0.93

5Y Beta

SPLV

0.35

Winner

JNK

0.24

P/E Ratio

SPLV

22.01

JNK

N/A

Forward P/E

SPLV

20.53

JNK

N/A

PEG Ratio

SPLV

0.89

JNK

N/A

5Y Dividends CAGR

Winner

SPLV

7.67%

JNK

5.24%

5Y EPS CAGR

SPLV

11.39%

JNK

N/A

Debt to Equity

SPLV

59.46%

JNK

N/A

P/S Ratio

SPLV

2.41

JNK

N/A

P/B Ratio

SPLV

2.96

JNK

N/A

SPLV vs JNK - Historical Returns

Returns include dividend reinvestment.

Period	SPLV	JNK
1 month	-1.76%	+0.13%
3 months	-3.60%	+0.29%
6 months	+1.88%	+2.86%
1 year	+3.13%	+7.22%
5 years(CAGR)	+5.74%	+3.78%
10 years(CAGR)	+8.27%	+5.12%
Max(CAGR)	+9.94%	+4.96%

SPLV

-1.76%

Winner

JNK

+0.13%

SPLV

-3.60%

Winner

JNK

+0.29%

SPLV

+1.88%

Winner

JNK

+2.86%

SPLV

+3.13%

Winner

JNK

+7.22%

5Y(CAGR)

Winner

SPLV

+5.74%

JNK

+3.78%

10Y(CAGR)

Winner

SPLV

+8.27%

JNK

+5.12%

Max(CAGR)

Winner

SPLV

+9.94%

JNK

+4.96%

SPLV vs JNK - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	SPLV	JNK
2026	+2.87%	+1.12%
2025	+4.53%	+8.44%
2024	+12.93%	+8.04%
2023	+0.57%	+12.19%
2022	-3.95%	-12.15%
2021	+25.59%	+4.25%
2020	-0.65%	+4.53%
2019	+29.84%	+15.02%
2018	+0.54%	-3.38%
2017	+17.18%	+5.96%
2016	+11.86%	+15.00%
2015	+3.90%	-6.94%
2014	+18.78%	+0.85%
2013	+20.63%	+5.04%
2012	+10.55%	+12.84%
2011	+6.95%	+4.70%
2010	N/A	+12.72%
2009	N/A	+39.70%
2008	N/A	-24.89%
2007	N/A	+0.69%

SPLV vs JNK Drawdown Comparison

The maximum drawdown for SPLV was -36.25%, occurring on Mar 23, 2020. Recovery took 297 trading sessions.

The maximum drawdown for JNK was -38.51%, occurring on Nov 21, 2008. Recovery took 456 trading sessions.

The current SPLV drawdown is -5.76%. The current JNK drawdown is -0.39%.

Rank	SPLV	JNK
#1	-36.25% Feb 14, 2020 - Apr 21, 2021	-38.51% Jan 2, 2008 - Oct 22, 2009
#2	-17.26% Apr 20, 2022 - Jun 24, 2024	-22.90% Feb 20, 2020 - Nov 4, 2020
#3	-12.49% Jul 7, 2011 - Oct 27, 2011	-16.95% Sep 2, 2014 - Aug 29, 2016
#4	-11.51% Dec 3, 2018 - Feb 8, 2019	-16.68% Dec 27, 2021 - Mar 20, 2024
#5	-11.30% Aug 18, 2015 - Oct 28, 2015	-10.93% Jul 21, 2011 - Jan 18, 2012
#6	-9.10% Mar 3, 2025 - Aug 20, 2025	-8.74% May 3, 2010 - Jul 23, 2010
#7	-9.02% Dec 31, 2021 - Apr 6, 2022	-7.26% May 8, 2013 - Nov 29, 2013
#8	-8.91% Jan 26, 2018 - Jul 26, 2018	-7.10% Oct 1, 2018 - Feb 5, 2019
#9	-8.59% Nov 29, 2024 - Mar 3, 2025	-6.48% Jan 8, 2010 - Mar 9, 2010
#10	-7.72% Jul 22, 2016 - Feb 16, 2017	-5.02% Feb 28, 2025 - May 12, 2025
#11	-7.52% Dec 29, 2015 - Mar 11, 2016	-4.60% May 2, 2012 - Jun 29, 2012
#12	-7.13% May 17, 2013 - Jul 18, 2013	-4.55% May 31, 2011 - Jul 7, 2011
#13	-6.64% Mar 2, 2026 - Mar 27, 2026	-4.23% Oct 24, 2016 - Dec 13, 2016
#14	-6.02% Sep 13, 2018 - Nov 30, 2018	-3.90% Nov 4, 2010 - Jan 5, 2011
#15	-6.02% Oct 27, 2011 - Dec 20, 2011	-3.22% Jan 5, 2018 - Aug 6, 2018

Correlation

Correlation between SPLV and JNK is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2007 - 2026)

SPLV vs JNK dividend yield comparison.

Year	SPLV	JNK
2026	0.74%	2.22%
2025	2.04%	6.54%
2024	1.88%	6.63%
2023	2.45%	6.38%
2022	2.11%	6.06%
2021	1.51%	4.27%
2020	2.12%	5.12%
2019	2.08%	5.44%
2018	2.18%	5.90%
2017	2.03%	5.60%
2016	2.03%	6.06%
2015	2.28%	6.59%
2014	2.20%	5.99%
2013	2.60%	6.05%
2012	3.01%	6.75%
2011	2.11%	8.39%
2010	0.00%	10.89%
2009	0.00%	12.15%
2008	0.00%	12.89%
2007	0.00%	0.74%