SPDR Portfolio Short Term Treasury ETF (SPTS)

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SPDR Portfolio Short Term Treasury ETF (SPTS) is up 0.4% since the beginning of the year. SPTS is currently trading at $29 per share. Investors who bought $1,000 worth of SPTS shares 5 years ago would now be looking at an investment worth $1,096.

SPDR Portfolio Short Term Treasury ETF (SPTS) has returned 0.41% so far this year and 3.10% over the past 12 months. Over the last ten years, SPTS has returned 1.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Dec 1, 2011, SPTS's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Aug 2014 with a return of +6.1%, while the worst month was Sep 2014 at -5.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.

On a daily basis, SPTS closed higher 44% of trading days. The best single day was Aug 29, 2014 with a return of +5.6%, while the worst single day was Sep 2, 2014 at -5.5%.

SPDR Portfolio Short Term Treasury ETF has an annualized alpha of 1.69%, beta of -0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 01, 2011.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (4.69%) than losses (0.34%) - typical of diversified or defensive assets.
• Beta of -0.02 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SPTS has an expense ratio of 0.03%, which is considered low.

SPTS ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

SPDR Portfolio Short Term Treasury ETF provided a 3.91% dividend yield over the last twelve months, with an annual payout of $1.13 per share.

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

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.

The table below displays the maximum drawdowns of the SPDR Portfolio Short 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 Short Term Treasury ETF was 5.83%, occurring on Sep 12, 2014. Recovery took 1186 trading sessions.

The current SPDR Portfolio Short Term Treasury ETF drawdown is 0.31%.

The chart below shows the rolling one-month volatility.