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SPHY vs. HYGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPHY achieves a 1.89% return, which is significantly higher than HYGV's 1.78% return.


SPHY

1D
0.09%
1M
0.33%
YTD
1.89%
6M
1.89%
1Y
6.35%
3Y*
9.12%
5Y*
4.29%
10Y*
5.23%

HYGV

1D
0.07%
1M
0.34%
YTD
1.78%
6M
1.72%
1Y
6.07%
3Y*
8.60%
5Y*
3.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. HYGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPHY
SPDR Portfolio High Yield Bond ETF
1.89%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-0.79%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.78%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%

Correlation

The correlation between SPHY and HYGV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.88

The correlation between SPHY and HYGV has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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Return for Risk

SPHY vs. HYGV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPHY
SPHY Risk / Return Rank: 6565
Overall Rank
SPHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6565
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7373
Martin Ratio Rank

HYGV
HYGV Risk / Return Rank: 5656
Overall Rank
HYGV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5555
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPHY vs. HYGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPHYHYGVDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

2.64

2.27

+0.37

Martin ratioReturn relative to average drawdown

11.91

9.76

+2.15

SPHY vs. HYGV - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.72, which is comparable to the HYGV Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SPHY and HYGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPHY vs. HYGV - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for SPHY and HYGV.


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Drawdown Indicators


SPHYHYGVDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-23.47%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-2.68%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-5.56%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-17.12%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-0.13%

-0.17%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.30%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.62%

-0.09%

Volatility

SPHY vs. HYGV - Volatility Comparison

The current volatility for SPDR Portfolio High Yield Bond ETF (SPHY) is 0.92%, while FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a volatility of 0.99%. This indicates that SPHY experiences smaller price fluctuations and is considered to be less risky than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHYHYGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.99%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

3.09%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.87%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

7.60%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.86%

9.17%

-1.31%

SPHY vs. HYGV - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Dividends

SPHY vs. HYGV - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.24%, less than HYGV's 7.38% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.38%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


With a correlation of 0.96, SPHY and HYGV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYGV has higher volatility (0.99%) compared to SPHY (0.92%). In terms of maximum drawdown, SPHY dropped -21.97% vs HYGV's -23.47%.

On 5-year performance, SPHY leads with 4.29% vs 3.37% for HYGV. On fees, SPHY is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPHY has performed better with a 4.29% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.38%, compared with 7.24% for SPHY.

SPHY tracks ICE BofA US High Yield Index, while HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index. They also come from different issuers: State Street and Northern Trust. Their fees differ too: 0.05% for SPHY and 0.37% for HYGV.

SPHY currently has the higher Sharpe Ratio (1.72 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPHY and HYGV

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