FAN vs. SPTU
FAN (First Trust Global Wind Energy ETF) and SPTU (State Street SPDR Portfolio Ultra Short T-Bill ETF) are both exchange-traded funds - FAN is a Alternative Energy Equities fund tracking the ISE Clean Edge Global Wind Energy Index, while SPTU is a Ultrashort Bond fund tracking the ICE BofA US Treasury Bill Index. Both are passively managed. At a correlation of -0.08, they often move in opposite directions. FAN charges 0.62%/yr vs 0.05%/yr for SPTU.
Performance
FAN vs. SPTU - Performance Comparison
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Returns By Period
In the year-to-date period, FAN achieves a 20.47% return, which is significantly higher than SPTU's 1.66% return.
FAN
- 1D
- -2.65%
- 1M
- -5.81%
- YTD
- 20.47%
- 6M
- 20.15%
- 1Y
- 38.86%
- 3Y*
- 14.67%
- 5Y*
- 4.21%
- 10Y*
- 9.88%
SPTU
- 1D
- 0.03%
- 1M
- 0.29%
- YTD
- 1.66%
- 6M
- 1.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FAN vs. SPTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FAN First Trust Global Wind Energy ETF | 20.47% | 3.35% |
SPTU State Street SPDR Portfolio Ultra Short T-Bill ETF | 1.66% | 0.87% |
Correlation
The correlation between FAN and SPTU is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 8, 2025 | -0.08 |
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Return for Risk
FAN vs. SPTU — Risk / Return Rank
FAN
SPTU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FAN vs. SPTU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) 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.
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.
| FAN | SPTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | — | — |
| Martin ratioReturn relative to average drawdown | 11.64 | — | — |
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Drawdowns
FAN vs. SPTU - Drawdown Comparison
The maximum FAN drawdown since its inception was -79.94%, which is greater than SPTU's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for FAN and SPTU.
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Drawdown Indicators
| FAN | SPTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.94% | -0.04% | -79.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | — | — |
Current DrawdownCurrent decline from peak | -9.44% | 0.00% | -9.44% |
Average DrawdownAverage peak-to-trough decline | -45.08% | -0.00% | -45.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | — | — |
Volatility
FAN vs. SPTU - Volatility Comparison
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Volatility by Period
| FAN | SPTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 0.33% | +20.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 0.33% | +21.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 0.33% | +20.63% |
FAN vs. SPTU - Expense Ratio Comparison
FAN has a 0.62% expense ratio, which is higher than SPTU's 0.05% expense ratio.
Dividends
FAN vs. SPTU - Dividend Comparison
FAN's dividend yield for the trailing twelve months is around 1.03%, less than SPTU's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAN First Trust Global Wind Energy ETF | 1.03% | 1.35% | 1.52% | 1.71% | 1.50% | 1.79% | 0.84% | 2.42% | 2.67% | 2.59% | 6.04% | 2.35% |
SPTU State Street SPDR Portfolio Ultra Short T-Bill ETF | 2.36% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAN and SPTU have a correlation of -0.08, 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 0.62% for FAN.
SPTU has the higher dividend yield at 2.36%, compared with 1.03% for FAN.
FAN is categorized as Alternative Energy Equities, while SPTU is Ultrashort Bond. FAN tracks ISE Clean Edge Global Wind Energy Index, while SPTU tracks ICE BofA US Treasury Bill Index. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.62% for FAN and 0.05% for SPTU.
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