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SPDR Portfolio Intermediate Term Treasury ETF (SPTI) Sharpe Ratio: 1.09

ETF · Currency in USD · Last updated Jun 3, 2026

The fund seeks to track the Bloomberg 3-10 Year U.S. Treasury Bond Index, providing low-cost intermediate-term exposure to U.S. government debt.

SPTI's Sharpe Ratio of 1.09 indicates that for each unit of volatility, it generates 1.09 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SPTI Sharpe Ratio Rank

SPTI Sharpe Ratio Rank: 30.030
Below Average

SPTI ranks above 30.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SPTI Sharpe Ratio Market Positioning

The chart shows SPTI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.80+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Portfolio Intermediate Term Treasury ETF's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how SPTI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BILSPDR Bloomberg 1-3 Month T-Bill ETF19.71
SHViShares 0-1 Year Treasury Bond ETF19.64
GBILGoldman Sachs Access Treasury 0-1 Year ETF16.76
USFRWisdomTree Floating Rate Treasury Fund14.83
TFLOiShares Treasury Floating Rate Bond ETF14.11
XHLFBondBloxx Bloomberg Six Month Target Duration US Treasury ETF12.43
TRSYXtrackers US 0-1 Year Treasury ETF10.47
IBTGiShares iBonds Dec 2026 Term Treasury ETF8.02
IBTFiShares iBonds Dec 2025 Term Treasury ETF7.08
OBILUS Treasury 12 Month Bill ETF7.07
SPTISPDR Portfolio Intermediate Term Treasury ETF1.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPTI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPTI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SPTI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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