BSV vs. SPTS
Compare and contrast key facts about Vanguard Short-Term Bond ETF (BSV) and SPDR Portfolio Short Term Treasury ETF (SPTS).
BSV and SPTS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. SPTS is a passively managed fund by State Street that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Nov 30, 2011. Both BSV and SPTS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSV or SPTS.
Key characteristics
| BSV | SPTS | |
|---|---|---|
| YTD Return | 3.87% | 3.73% |
| 1Y Return | 7.88% | 6.31% |
| 3Y Return (Ann) | 0.87% | 1.19% |
| 5Y Return (Ann) | 1.35% | 1.34% |
| 10Y Return (Ann) | 1.60% | 1.27% |
| Sharpe Ratio | 2.99 | 3.24 |
| Sortino Ratio | 4.75 | 5.25 |
| Omega Ratio | 1.62 | 1.69 |
| Calmar Ratio | 1.40 | 2.18 |
| Martin Ratio | 16.37 | 23.52 |
| Ulcer Index | 0.49% | 0.27% |
| Daily Std Dev | 2.67% | 1.99% |
| Max Drawdown | -8.54% | -5.83% |
| Current Drawdown | -0.77% | -0.53% |
Correlation
The correlation between BSV and SPTS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BSV vs. SPTS - Performance Comparison
The year-to-date returns for both stocks are quite close, with BSV having a 3.87% return and SPTS slightly lower at 3.73%. Over the past 10 years, BSV has outperformed SPTS with an annualized return of 1.60%, while SPTS has yielded a comparatively lower 1.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSV vs. SPTS - Expense Ratio Comparison
BSV has a 0.04% expense ratio, which is lower than SPTS's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BSV vs. SPTS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) and SPDR Portfolio Short Term Treasury ETF (SPTS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BSV vs. SPTS - Dividend Comparison
BSV's dividend yield for the trailing twelve months is around 3.17%, less than SPTS's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond ETF | 3.17% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
SPTS SPDR Portfolio Short Term Treasury ETF | 4.17% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% | 0.68% | 0.43% |
Drawdowns
BSV vs. SPTS - Drawdown Comparison
The maximum BSV drawdown since its inception was -8.54%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for BSV and SPTS. For additional features, visit the drawdowns tool.
Volatility
BSV vs. SPTS - Volatility Comparison
Vanguard Short-Term Bond ETF (BSV) has a higher volatility of 0.70% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.53%. This indicates that BSV's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.