SPYG vs. SPGI
SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index, while SPGI (S&P Global Inc.) is a stock. Over the past 10 years, SPYG returned 17.52%/yr vs 14.21%/yr for SPGI. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
SPYG vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, SPYG achieves a 12.43% return, which is significantly higher than SPGI's -19.98% return. Over the past 10 years, SPYG has outperformed SPGI with an annualized return of 17.52%, while SPGI has yielded a comparatively lower 14.21% annualized return.
SPYG
- 1D
- 2.15%
- 1M
- 2.10%
- 6M
- 11.46%
- YTD
- 12.43%
- 1Y
- 24.33%
- 3Y*
- 25.98%
- 5Y*
- 13.61%
- 10Y*
- 17.52%
- ALL TIME*
- 7.54%
SPGI
- 1D
- 1.05%
- 1M
- -5.37%
- 6M
- -20.75%
- YTD
- -19.98%
- 1Y
- -23.08%
- 3Y*
- 3.30%
- 5Y*
- -0.25%
- 10Y*
- 14.21%
- ALL TIME*
- 12.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SPGI S&P Global Inc. | $992.98M | $885.49M | $958.92M |
| $323.67M | $273.71M | $308.17M |
SPYG vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 12.43% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
SPGI S&P Global Inc. | -19.98% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between SPYG and SPGI is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.57 |
Over the past year, the correlation between SPYG and SPGI has dropped to 0.07 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
SPYG vs. SPGI — Risk / Return Rank
SPYG
SPGI
SPYG vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) and S&P Global Inc. (SPGI). 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.
| SPYG | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.87 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.76 | +2.54 |
| Martin ratioReturn relative to average drawdown | 6.45 | -1.26 | +7.71 |
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Drawdowns
SPYG vs. SPGI - Drawdown Comparison
The maximum SPYG drawdown since its inception was -67.63%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for SPYG and SPGI.
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Drawdown Indicators
| SPYG | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.63% | -74.67% | +7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -30.48% | +16.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.14% | -30.48% | +8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -32.67% | -39.76% | +7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.67% | -39.76% | +7.09% |
Current DrawdownCurrent decline from peak | -2.28% | -25.60% | +23.32% |
Average DrawdownAverage peak-to-trough decline | -24.20% | -15.27% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 18.35% | -14.57% |
Volatility
SPYG vs. SPGI - Volatility Comparison
The current volatility for State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) is 6.35%, while S&P Global Inc. (SPGI) has a volatility of 8.86%. This indicates that SPYG experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYG | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 8.86% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 25.70% | -10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 29.60% | -11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 24.97% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 26.11% | -5.30% |
Dividends
SPYG vs. SPGI - Dividend Comparison
SPYG's dividend yield for the trailing twelve months is around 0.48%, less than SPGI's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.93% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.48% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
SPYG and SPGI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (8.86%) compared to SPYG (6.35%). In terms of maximum drawdown, SPYG dropped -67.63% vs SPGI's -74.67%.
SPYG currently has the higher Sharpe Ratio (1.34 vs -0.78), 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.
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