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SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) Sharpe Ratio: 1.12

ETF · Currency in GBP · Last updated Jun 26, 2026

The SPDR Bloomberg US Treasury Bond UCITS ETF aims to track the performance of the Bloomberg US Treasury Index, providing exposure to US dollar-denominated government bonds issued by the US Treasury across all maturities.

USTY.L's Sharpe Ratio of 1.12 indicates that for each unit of volatility, it generates 1.12 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 26, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

USTY.L Sharpe Ratio Rank

USTY.L Sharpe Ratio Rank: 33.634
Below Average

USTY.L ranks above 33.6% 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

USTY.L Sharpe Ratio Market Positioning

The chart shows USTY.L'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.87+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Bloomberg US Treasury Bond UCITS ETF's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how USTY.L'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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.85
PR1T.LAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)9.70
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating9.21
IBTU.LiShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)3.41
XUT3.LXtrackers II US Treasuries 1-3 UCITS ETF 1D2.75
TFRN.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc2.09
IBTA.LiShares USD Treasury Bond 1-3yr UCITS ETF (Acc)1.97
USFR.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF USD1.41
VUTY.LVanguard USD Treasury Bond UCITS ETF Distributing1.12
USTY.LSPDR Bloomberg US Treasury Bond UCITS ETF1.12

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows USTY.L'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 USTY.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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