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SPYG vs GOVT

Comparison between SPDR(R) PORTFOLIO S&P 500 GROWTH ETF (SPYG, ETF) and ISHARES U.S. TREASURY BOND ETF (GOVT, ETF).

5-Year PerformanceSPYG has outperformed GOVT, delivering a return of +15.3% compared to -0.3%

SPYG vs GOVT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SPYG
$42B
GOVT
$41B
Expense Ratio
Winner
SPYG
0.04%
GOVT
0.05%
Max Drawdown
SPYG
69.53%
Winner
GOVT
23.67%
Sharpe Ratio
Winner
SPYG
1.97
GOVT
-0.04
5Y Beta
SPYG
1.21
Winner
GOVT
-0.00
P/E Ratio
SPYG
31.78
GOVT
N/A
Forward P/E
SPYG
25.79
GOVT
N/A
PEG Ratio
SPYG
0.62
GOVT
N/A
5Y Dividends CAGR
SPYG
2.19%
Winner
GOVT
10.36%
5Y EPS CAGR
SPYG
33.79%
GOVT
N/A
Debt to Equity
SPYG
30.76%
GOVT
N/A
P/S Ratio
SPYG
6.31
GOVT
N/A
P/B Ratio
SPYG
8.81
GOVT
N/A

SPYG vs GOVT - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPYG
+13.93%
GOVT
-0.09%
3M
Winner
SPYG
+10.95%
GOVT
-0.15%
6M
Winner
SPYG
+12.03%
GOVT
+0.35%
1Y
Winner
SPYG
+40.40%
GOVT
+4.02%
5Y(CAGR)
Winner
SPYG
+15.30%
GOVT
-0.35%
10Y(CAGR)
Winner
SPYG
+18.10%
GOVT
+0.94%
Max(CAGR)
Winner
SPYG
+7.53%
GOVT
+1.28%

SPYG vs GOVT - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

YearSPYGGOVT
2026+10.27%+0.31%
2025+22.14%+6.15%
2024+38.20%+3.27%
2023+31.60%+3.62%
2022-29.96%-11.87%
2021+33.93%-1.60%
2020+31.62%+7.08%
2019+31.17%+6.49%
2018-0.94%+0.54%
2017+26.39%+2.19%
2016+9.02%+0.60%
2015+5.36%+0.32%
2014+16.12%+4.75%
2013+29.29%-2.37%
2012+12.92%+2.23%
2011+3.55%N/A
2010+14.41%N/A
2009+32.10%N/A
2008-36.63%N/A
2007+11.12%N/A
2006+7.47%N/A
2005+3.63%N/A
2004+5.84%N/A
2003+25.42%N/A
2002-31.07%N/A
2001-19.84%N/A
2000-24.10%N/A

SPYG vs GOVT Drawdown Comparison

The maximum drawdown for SPYG was -67.63%, occurring on Mar 9, 2009. Recovery took 3326 trading sessions.

The maximum drawdown for GOVT was -19.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current GOVT drawdown is -6.83%.

RankSPYGGOVT
#1-67.63%
Oct 2, 2000 - Dec 23, 2013
-19.07%
Aug 4, 2020 - Oct 19, 2023
#2-32.67%
Dec 27, 2021 - Mar 1, 2024
-5.87%
Jul 8, 2016 - May 13, 2019
#3-31.26%
Feb 19, 2020 - Jun 10, 2020
-4.56%
Mar 9, 2020 - Apr 21, 2020
#4-22.15%
Feb 19, 2025 - Jun 24, 2025
-4.55%
May 1, 2013 - Oct 8, 2014
#5-20.60%
Oct 1, 2018 - Apr 23, 2019
-3.54%
Jan 30, 2015 - Jan 29, 2016
#6-13.76%
Oct 29, 2025 - Apr 15, 2026
-2.63%
Sep 4, 2019 - Jan 29, 2020
#7-13.33%
Nov 3, 2015 - Jul 8, 2016
-2.14%
Apr 21, 2020 - Jul 23, 2020
#8-12.75%
Jul 10, 2024 - Oct 14, 2024
-1.93%
Jul 25, 2012 - May 1, 2013
#9-11.79%
Jul 20, 2015 - Oct 29, 2015
-1.93%
Mar 8, 2012 - Apr 23, 2012
#10-11.02%
Sep 2, 2020 - Dec 1, 2020
-1.74%
Feb 11, 2016 - Apr 7, 2016
#11-9.87%
Jan 26, 2018 - Jun 4, 2018
-1.27%
Apr 7, 2016 - May 13, 2016
#12-8.70%
Feb 12, 2021 - Apr 5, 2021
-1.25%
Jun 1, 2012 - Jul 16, 2012
#13-7.39%
Sep 19, 2014 - Oct 31, 2014
-1.16%
Oct 15, 2014 - Dec 12, 2014
#14-7.24%
Sep 3, 2021 - Oct 26, 2021
-1.07%
Dec 16, 2014 - Jan 5, 2015
#15-6.81%
Mar 22, 2024 - May 14, 2024
-0.97%
Jul 3, 2019 - Aug 1, 2019

Correlation

Correlation between SPYG and GOVT is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63
-101

Dividend Comparison (2000 - 2026)

SPYG vs GOVT dividend yield comparison.

YearSPYGGOVT
20260.11%1.19%
20250.52%3.49%
20240.60%3.14%
20231.15%2.65%
20221.03%1.77%
20210.62%0.95%
20200.90%2.17%
20191.37%1.98%
20181.51%1.97%
20171.41%1.57%
20161.55%1.40%
20151.57%1.25%
20141.37%1.17%
20131.42%0.93%
20121.81%0.85%
20111.64%0.00%
20100.71%0.00%
20090.90%0.00%
20081.35%0.00%
20070.82%0.00%
20060.74%0.00%
20050.73%0.00%
20041.33%0.00%
20030.50%0.00%
20020.47%0.00%
20010.22%0.00%
20000.03%0.00%

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