PortfoliosLab logo
SPDR Portfolio Long Term Treasury ETF (SPTL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A6644

CUSIP

78464A664

Inception Date

May 23, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg US Aggregate Government - Treasury - Long

Home Page

www.ssga.com

Asset Class

Bond

Expense Ratio

SPTL has an expense ratio of 0.06%, which is considered low.


Expense ratio chart for SPTL: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPTL: 0.06%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio Long Term Treasury ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
79.95%
258.34%
SPTL (SPDR Portfolio Long Term Treasury ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Portfolio Long Term Treasury ETF had a return of 2.31% year-to-date (YTD) and 5.16% in the last 12 months. Over the past 10 years, SPDR Portfolio Long Term Treasury ETF had an annualized return of -0.78%, while the S&P 500 had an annualized return of 10.05%, indicating that SPDR Portfolio Long Term Treasury ETF did not perform as well as the benchmark.


SPTL

YTD

2.31%

1M

-1.15%

6M

-1.82%

1Y

5.16%

5Y*

-9.08%

10Y*

-0.78%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of SPTL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.53%5.15%-0.90%-2.34%2.31%
2024-1.83%-2.33%1.02%-5.92%2.86%1.68%3.60%2.00%2.03%-5.22%1.79%-5.41%-6.23%
20237.13%-4.81%4.82%0.44%-2.87%-0.01%-2.19%-2.75%-7.30%-4.87%9.08%8.28%3.30%
2022-3.70%-1.45%-5.17%-9.07%-1.95%-1.38%2.62%-4.50%-7.98%-5.35%6.91%-2.28%-29.44%
2021-3.52%-5.57%-4.95%2.31%-0.08%4.11%3.64%-0.21%-2.91%1.96%2.62%-1.89%-4.99%
20207.59%6.38%6.54%1.13%-1.64%0.27%4.30%-4.85%0.80%-3.33%1.57%-1.18%18.07%
20190.29%-1.33%5.44%-1.86%6.67%0.86%0.39%10.83%-2.77%-1.01%-0.46%-3.14%13.74%
2018-3.39%-2.98%2.77%-2.03%1.94%0.60%-1.41%1.31%-2.73%-2.85%1.78%5.86%-1.57%
20170.75%1.62%-0.70%1.58%1.80%0.62%-0.51%3.24%-2.20%-0.01%0.61%1.99%9.01%
20165.24%2.73%0.17%-0.64%0.68%6.50%2.02%-1.04%-1.35%-4.22%-7.91%-0.43%0.92%
20158.69%-5.55%0.94%-2.97%-2.29%-3.59%4.14%-0.62%1.79%-0.33%-0.87%-0.25%-1.65%
20145.98%0.47%0.60%1.95%2.83%-0.13%0.38%4.32%-1.84%2.43%2.72%3.33%25.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPTL is 42, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPTL is 4242
Overall Rank
The Sharpe Ratio Rank of SPTL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SPTL is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SPTL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SPTL is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Portfolio Long Term Treasury ETF (SPTL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SPTL, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
SPTL: 0.35
^GSPC: 0.49
The chart of Sortino ratio for SPTL, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
SPTL: 0.57
^GSPC: 0.81
The chart of Omega ratio for SPTL, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
SPTL: 1.07
^GSPC: 1.12
The chart of Calmar ratio for SPTL, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
SPTL: 0.11
^GSPC: 0.50
The chart of Martin ratio for SPTL, currently valued at 0.69, compared to the broader market0.0020.0040.0060.00
SPTL: 0.69
^GSPC: 2.07

The current SPDR Portfolio Long Term Treasury ETF Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Portfolio Long Term Treasury ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.49
SPTL (SPDR Portfolio Long Term Treasury ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio Long Term Treasury ETF provided a 4.02% dividend yield over the last twelve months, with an annual payout of $1.07 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.07$1.06$0.94$0.80$0.71$0.77$0.95$0.94$0.93$0.88$0.91$0.96

Dividend yield

4.02%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%2.64%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio Long Term Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.09$0.08$0.09$0.27
2024$0.00$0.09$0.08$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.18$1.06
2023$0.00$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.16$0.94
2022$0.00$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.14$0.80
2021$0.00$0.06$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.71
2020$0.00$0.08$0.07$0.08$0.07$0.07$0.06$0.06$0.06$0.06$0.06$0.11$0.77
2019$0.00$0.08$0.08$0.09$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.15$0.95
2018$0.00$0.07$0.07$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.16$0.94
2017$0.00$0.07$0.07$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.17$0.93
2016$0.00$0.08$0.07$0.08$0.07$0.08$0.07$0.07$0.07$0.07$0.07$0.14$0.88
2015$0.00$0.08$0.07$0.08$0.07$0.08$0.08$0.08$0.07$0.07$0.08$0.15$0.91
2014$0.08$0.07$0.08$0.08$0.08$0.08$0.09$0.08$0.08$0.08$0.16$0.96

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.42%
-10.73%
SPTL (SPDR Portfolio Long Term Treasury ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio Long Term Treasury ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Portfolio Long Term Treasury ETF was 46.20%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current SPDR Portfolio Long Term Treasury ETF drawdown is 38.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.2%Aug 5, 2020808Oct 19, 2023
-18.62%Dec 19, 2008116Jun 10, 2009291Aug 16, 2010407
-18.34%Jul 26, 2012269Aug 21, 2013327Dec 8, 2014596
-17.07%Jul 11, 2016111Dec 14, 2016631Jun 20, 2019742
-14.98%Mar 10, 20207Mar 18, 202096Aug 4, 2020103

Volatility

Volatility Chart

The current SPDR Portfolio Long Term Treasury ETF volatility is 5.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
5.27%
14.23%
SPTL (SPDR Portfolio Long Term Treasury ETF)
Benchmark (^GSPC)