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EMNT vs. SPTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMNT vs. SPTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMNT achieves a 1.64% return, which is significantly higher than SPTU's 1.48% return.


EMNT

1D
-0.02%
1M
0.39%
YTD
1.64%
6M
1.97%
1Y
4.38%
3Y*
5.24%
5Y*
3.43%
10Y*

SPTU

1D
0.00%
1M
0.31%
YTD
1.48%
6M
1.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMNT vs. SPTU - Yearly Performance Comparison


Correlation

The correlation between EMNT and SPTU is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.20

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Return for Risk

EMNT vs. SPTU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMNT
EMNT Risk / Return Rank: 9999
Overall Rank
EMNT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EMNT Sortino Ratio Rank: 9999
Sortino Ratio Rank
EMNT Omega Ratio Rank: 9999
Omega Ratio Rank
EMNT Calmar Ratio Rank: 9999
Calmar Ratio Rank
EMNT Martin Ratio Rank: 9999
Martin Ratio Rank

SPTU
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.

EMNT vs. SPTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU). 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.


EMNTSPTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

5.63

Calmar ratioReturn relative to maximum drawdown

33.45

Martin ratioReturn relative to average drawdown

235.99

EMNT vs. SPTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMNTSPTUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.18

Sharpe Ratio (All Time)

Calculated using the full available price history

3.51

11.82

-8.31

Drawdowns

EMNT vs. SPTU - Drawdown Comparison

The maximum EMNT drawdown since its inception was -2.28%, which is greater than SPTU's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for EMNT and SPTU.


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Drawdown Indicators


EMNTSPTUDifference

Max Drawdown

Largest peak-to-trough decline

-2.28%

-0.04%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-1.70%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.00%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

EMNT vs. SPTU - Volatility Comparison


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Volatility by Period


EMNTSPTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

0.32%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

0.32%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

0.32%

+0.54%

EMNT vs. SPTU - Expense Ratio Comparison

EMNT has a 0.24% expense ratio, which is higher than SPTU's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMNT vs. SPTU - Dividend Comparison

EMNT's dividend yield for the trailing twelve months is around 4.00%, more than SPTU's 2.36% yield.


PositionTTM202520242023202220212020
EMNT
PIMCO Enhanced Short Maturity Active ESG ETF
4.00%4.46%5.14%4.62%2.79%0.66%1.44%
SPTU
State Street SPDR Portfolio Ultra Short T-Bill ETF
2.36%0.89%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMNT and SPTU have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPTU is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPTU is cheaper with a 0.05% expense ratio, compared with 0.24% for EMNT.

EMNT has the higher dividend yield at 4.00%, compared with 2.36% for SPTU.

They also come from different issuers: PIMCO and State Street. Their fees differ too: 0.24% for EMNT and 0.05% for SPTU.

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