SPDR Portfolio High Yield Bond ETF (SPHY)

Description

The investment seeks to track the performance of the ICE BofAML US High Yield. The SPHY ETF contains 2022 constituents. It is focused on holdings in the region.

Price $21.84 as of 2022-10-20

Cost/Risk/Yield

Dividend yield6.3%
Expense ratio0.1%
Average spread0.092%
1Y roundtrip cost0.192%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-2.5%-0.9%-1.5%-3.7%1.1%-6.9%6.5%-3.5%-3.9%0.7%-14.5%
20210.1%0.4%0.7%0.9%0.2%1.5%0.3%0.5%-0.0%-0.0%-1.3%2.3%5.5%
2020-0.3%-1.1%-12.4%5.4%3.9%0.8%4.8%0.6%-0.8%0.7%3.7%2.2%7.7%
20193.4%0.6%2.0%1.1%-1.7%2.5%0.6%0.3%0.8%-0.0%0.6%2.3%12.5%
2018-0.8%-1.5%-0.5%-0.2%0.2%-0.5%1.2%0.7%-0.0%-1.6%-0.3%0.0%-3.4%
20171.4%0.7%-0.2%1.4%1.1%0.2%0.4%0.9%0.5%-0.0%-0.1%0.9%7.1%
2016-0.2%2.0%3.3%1.8%0.4%1.8%2.4%1.1%1.0%-0.8%-3.2%2.6%12.1%
20151.9%1.1%-0.6%-0.3%-0.2%-1.5%-0.3%-0.2%-1.6%2.4%-1.0%-3.1%-3.5%
20142.5%1.1%0.8%1.0%1.6%0.3%-1.0%2.4%-1.9%1.5%-0.5%-0.5%7.3%
20130.1%-0.1%-0.2%1.8%-1.3%-3.1%1.4%-2.4%1.7%2.3%-1.0%-0.4%-1.2%
20122.1%-0.2%1.2%1.6%-0.4%1.0%5.4%
5.6%2.4%-8.6%9.1%5.3%-4.8%18.4%0.1%-3.0%6.7%-3.5%7.4%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.110.110.100.120.120.120.120.130.131.05
20210.120.120.120.120.120.110.110.110.110.110.111.26
20200.130.130.120.130.120.120.130.120.130.120.121.38
20190.090.100.100.130.140.140.140.130.140.130.131.36
20180.080.070.070.070.070.060.090.090.090.090.090.88
20170.090.090.080.090.090.090.090.090.090.090.090.99
20160.090.090.090.090.090.090.090.090.090.090.091.01
20150.070.070.090.080.090.090.090.090.090.090.090.93
20140.100.090.070.090.090.090.100.090.070.080.080.93
20130.080.090.080.090.090.090.080.090.090.090.090.93
20120.030.090.090.090.100.41
0.000.960.960.941.001.001.041.131.111.110.901.00

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

SPHY FLHY GHYB HYDB PHYL WINC
Product nameSPDR Portfolio High Yield Bond ETFFranklin Liberty High Yield Corporate ETFGoldman Sachs Access High Yield Corporate Bond ETFiShares Edge High Yield Defensive Bond ETFPGIM Active High Yield Bond ETFWestern Asset Short Duration Income ETF
IssuerSPDRFranklinGoldman SachsiSharesPGIMWestern Asset
Price$21.84$21.747$40.9106$42.67$32.96$22.8
Expense Ratio0.1%worse0.4%worse0.34%worse0.35%worse0.53%worse0.29%
Average Spread0.092%0.230%0.171%0.211%0.121%0.219%
AUM$460,801,000$266,646,000$157,633,000$133,997,000$54,382,000$18,212,000
Shares21,098,94312,261,2683,853,1013,140,3031,649,939798,771
Average Daily Volume313,86370,02018,29515,9407,6676,297
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-06-182018-05-302017-09-052017-07-112018-09-242019-02-07
Index TrackedICE BofAML US High YieldNo Underlying IndexFTSE Goldman Sachs High Yield Corporate Bond IndexBlackRock High Yield Defensive Bond IndexNo Underlying IndexNo Underlying Index
CategoryHigh Yield BondsHigh Yield BondsHigh Yield BondsHigh Yield BondsHigh Yield BondsTotal Bond Market
Asset ClassBondBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.BroadU.S.BroadBroad
Annual Dividend Rate$1.377$1.46$2.311$2.619$2.451$0.528
Annual Dividend Yield0.063%0.067%0.056%0.061%0.074%0.023%
Number of Holdings20220546241505246
YTD Return-14.09%-13.21%-14.36%-13.34%-15.15%-10.42%
Beta-0.050.100.020.070.030.07
Upside Beta0.030.03-0.050.000.010.03
Downside Beta-0.02-0.17-0.17-0.11-0.29-0.22
Volatility 1Y11.03%10.24%11.52%10.00%7.93%4.06%
Sharpe Ratio 3Y-0.27-0.30-0.44-0.28-0.31-0.69
Treynor Ratio 3Y0.04-0.02-0.16-0.02-0.06-0.04

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew