SPTL vs ESGD

Comparison between SPDR(R) PORTFOLIO LONG TERM TREASURY ETF (SPTL, ETF) and ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF).

5-Year PerformanceESGD has outperformed SPTL, delivering a return of +8.2% compared to -5.1%

SPTL vs ESGD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPTL(ETF)	ESGD(ETF)
Net Assets	$11B	$11B
Expense Ratio	0.03%	0.20%
Max Drawdown	50.17%	36.32%
Sharpe Ratio	-0.03	1.27
5Y Beta	0.05	0.74
5Y Dividends CAGR	10.44%	19.87%

Net Assets

SPTL

$11B

Winner

ESGD

$11B

Expense Ratio

Winner

SPTL

0.03%

ESGD

0.20%

Max Drawdown

SPTL

50.17%

Winner

ESGD

36.32%

Sharpe Ratio

SPTL

-0.03

Winner

ESGD

1.27

5Y Beta

Winner

SPTL

0.05

ESGD

0.74

5Y Dividends CAGR

SPTL

10.44%

Winner

ESGD

19.87%

SPTL vs ESGD - Historical Returns

Returns include dividend reinvestment.

Period	SPTL	ESGD
1 month	-0.45%	+1.76%
3 months	-0.51%	-0.37%
6 months	-1.19%	+11.44%
1 year	+4.09%	+24.66%
5 years(CAGR)	-5.13%	+8.21%
10 years(CAGR)	-0.88%	+9.71%
Max(CAGR)	+3.31%	+9.71%

SPTL

-0.45%

Winner

ESGD

+1.76%

SPTL

-0.51%

Winner

ESGD

-0.37%

SPTL

-1.19%

Winner

ESGD

+11.44%

SPTL

+4.09%

Winner

ESGD

+24.66%

5Y(CAGR)

SPTL

-5.13%

Winner

ESGD

+8.21%

10Y(CAGR)

SPTL

-0.88%

Winner

ESGD

+9.71%

Max(CAGR)

SPTL

+3.31%

Winner

ESGD

+9.71%

SPTL vs ESGD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	SPTL	ESGD
2026	+0.30%	+6.76%
2025	+5.24%	+30.15%
2024	-5.65%	+5.27%
2023	+1.56%	+17.62%
2022	-27.72%	-15.64%
2021	-4.85%	+11.04%
2020	+16.63%	+7.27%
2019	+13.32%	+24.28%
2018	-0.37%	-13.80%
2017	+8.59%	+24.81%
2016	+0.30%	+5.46%
2015	-2.28%	N/A
2014	+24.75%	N/A
2013	-11.41%	N/A
2012	+4.22%	N/A
2011	+30.74%	N/A
2010	+8.86%	N/A
2009	-11.11%	N/A
2008	+22.95%	N/A
2007	+9.65%	N/A

SPTL vs ESGD Drawdown Comparison

The maximum drawdown for SPTL was -46.19%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The current SPTL drawdown is -36.56%. The current ESGD drawdown is -1.73%.

Rank	SPTL	ESGD
#1	-46.19% Aug 4, 2020 - Oct 19, 2023	-33.70% Jan 17, 2020 - Nov 11, 2020
#2	-18.61% Dec 18, 2008 - Aug 16, 2010	-29.99% Sep 7, 2021 - Feb 22, 2024
#3	-18.34% Jul 25, 2012 - Dec 8, 2014	-21.96% Jan 26, 2018 - Dec 27, 2019
#4	-17.07% Jul 8, 2016 - Jun 20, 2019	-13.86% Mar 19, 2025 - Apr 29, 2025
#5	-14.98% Mar 9, 2020 - Aug 4, 2020	-11.68% Feb 25, 2026 - Mar 27, 2026
#6	-14.50% Jan 30, 2015 - Feb 11, 2016	-10.13% Sep 26, 2024 - Mar 5, 2025
#7	-14.11% Aug 31, 2010 - Aug 4, 2011	-7.72% Jul 12, 2024 - Aug 21, 2024
#8	-9.52% Oct 3, 2011 - Dec 19, 2011	-5.79% Nov 12, 2025 - Dec 11, 2025
#9	-8.87% Dec 19, 2011 - May 15, 2012	-5.66% Sep 28, 2016 - Jan 5, 2017
#10	-8.02% Aug 28, 2019 - Feb 20, 2020	-5.42% Jun 15, 2021 - Aug 13, 2021
#11	-7.07% Sep 16, 2008 - Nov 19, 2008	-4.94% Mar 27, 2024 - May 9, 2024
#12	-6.73% Mar 20, 2008 - Sep 5, 2008	-4.61% Jul 23, 2025 - Aug 15, 2025
#13	-4.57% Nov 26, 2007 - Jan 15, 2008	-4.54% Jan 8, 2021 - Feb 11, 2021
#14	-4.45% Feb 11, 2016 - Jun 3, 2016	-3.74% Aug 30, 2024 - Sep 19, 2024
#15	-4.31% Sep 22, 2011 - Oct 3, 2011	-3.70% Feb 16, 2021 - Apr 5, 2021

Correlation

Correlation between SPTL and ESGD is -0.32 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.32

-101

Dividend Comparison (2007 - 2026)

SPTL vs ESGD dividend yield comparison.

Year	SPTL	ESGD
2026	1.38%	0.00%
2025	4.12%	3.60%
2024	4.04%	3.23%
2023	3.24%	3.02%
2022	2.75%	2.59%
2021	1.68%	2.75%
2020	1.71%	1.63%
2019	2.45%	2.57%
2018	2.69%	2.69%
2017	2.53%	2.65%
2016	2.56%	0.09%
2015	2.60%	0.00%
2014	2.64%	0.00%
2013	2.98%	0.00%
2012	2.59%	0.00%
2011	3.01%	0.00%
2010	3.92%	0.00%
2009	4.27%	0.00%
2008	3.86%	0.00%
2007	2.65%	0.00%