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ISIN
US74933W4942
Inception Date
Mar 27, 2023
Leveraged
1x (No leverage)
Index Tracked
ICE BofA Current 3-Year US Treasury Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$10M

Share Price Chart


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Performance

UTRE Performance Chart

US Treasury 3 Year Note ETF (UTRE) is down 0.2% since the beginning of the year. UTRE is currently trading at $49 per share.


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S&P 500 Index

Returns By Period

US Treasury 3 Year Note ETF (UTRE) has returned -0.21% so far this year and 2.49% over the past 12 months.


US Treasury 3 Year Note ETF

1D
-0.14%
1M
0.06%
YTD
-0.21%
6M
-0.08%
1Y
2.49%
3Y*
3.74%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTRE Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2023, UTRE's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jul 2024 with a return of +1.5%, while the worst month was Oct 2024 at -1.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, UTRE closed higher 52% of trading days. The best single day was Aug 2, 2024 with a return of +0.8%, while the worst single day was Apr 10, 2024 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.15%0.84%-0.85%0.00%-0.05%-0.29%-0.21%
20250.39%1.09%0.53%1.21%-0.50%0.74%-0.23%1.17%0.07%0.38%0.55%0.15%5.68%
20240.24%-0.79%0.30%-0.92%0.93%0.67%1.54%1.05%0.85%-1.23%0.35%-0.04%2.96%
20230.35%0.44%-0.60%-1.04%0.24%0.29%-0.48%0.12%1.51%1.50%2.34%

Benchmark Metrics

US Treasury 3 Year Note ETF has an annualized alpha of 3.55%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 28, 2023.

  • This ETF captured 8.73% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.38%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 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 0.00 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.

Alpha
3.55%
Beta
-0.01
0.00
Upside Capture
8.73%
Downside Capture
-1.38%

Expense Ratio

UTRE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

UTRE ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


UTRE Risk / Return Rank: 3535
Overall Rank
UTRE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UTRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UTRE Omega Ratio Rank: 3333
Omega Ratio Rank
UTRE Calmar Ratio Rank: 3535
Calmar Ratio Rank
UTRE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for US Treasury 3 Year Note ETF (UTRE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UTREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.74

2.78

-1.04

Martin ratioReturn relative to average drawdown

4.68

12.44

-7.76

Dividends

Dividend History

US Treasury 3 Year Note ETF provided a 3.50% dividend yield over the last twelve months, with an annual payout of $1.72 per share.


3.20%3.40%3.60%3.80%4.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.72$1.80$1.96$1.55

Dividend yield

3.50%3.60%4.01%3.14%

Monthly Dividends

The table displays the monthly dividend distributions for US Treasury 3 Year Note ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.15$0.14$0.14$0.14$0.15$0.00$0.72
2025$0.00$0.16$0.17$0.16$0.15$0.15$0.16$0.15$0.15$0.13$0.14$0.28$1.80
2024$0.00$0.17$0.16$0.16$0.17$0.18$0.18$0.18$0.16$0.14$0.14$0.32$1.96
2023$0.19$0.15$0.15$0.17$0.17$0.18$0.18$0.36$1.55

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the US Treasury 3 Year Note 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 US Treasury 3 Year Note ETF was 2.80%, occurring on Jul 6, 2023. Recovery took 112 trading sessions.

The current US Treasury 3 Year Note ETF drawdown is 1.19%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-2.80%Jul 2023
2mo 2d5mo 10d
7mo 12dMay 2023 - Dec 2023
2024 pullback2024
-1.86%Nov 2024
1mo 26d3mo 16d
5mo 12dSep 2024 - Feb 2025
2024 pullback2024
-1.63%Apr 2024
2mo 14d1mo 28d
4mo 12dFeb 2024 - Jun 2024
2026 pullback2026
-1.44%Mar 2026
24d
3mo 23dMar 2026 - now
2025 selloff2025
-1.21%May 2025
13d1mo 12d
1mo 25dMay 2025 - Jun 2025

Drawdown Indicators


UTREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-2.80%

-56.78%

+53.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-9.10%

+7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-1.86%

-18.90%

+17.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.19%

-1.80%

+0.61%

Average Drawdown

Average peak-to-trough decline

-0.78%

-10.71%

+9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.03%

-1.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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