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FISR vs. ULST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISR vs. ULST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA Fixed Income Sector Rotation ETF (FISR) and State Street Ultra Short Term Bond ETF (ULST). The values are adjusted to include any dividend payments, if applicable.

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FISR vs. ULST - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
-0.06%6.32%1.01%5.28%-15.73%-1.70%5.86%6.81%
ULST
State Street Ultra Short Term Bond ETF
0.64%4.80%5.23%5.60%0.87%0.25%1.45%2.23%

Returns By Period

In the year-to-date period, FISR achieves a -0.06% return, which is significantly lower than ULST's 0.64% return.


FISR

1D
0.43%
1M
-1.91%
YTD
-0.06%
6M
0.84%
1Y
3.49%
3Y*
2.98%
5Y*
-0.58%
10Y*

ULST

1D
0.10%
1M
-0.01%
YTD
0.64%
6M
1.68%
1Y
4.08%
3Y*
4.98%
5Y*
3.42%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISR vs. ULST - Expense Ratio Comparison

FISR has a 0.50% expense ratio, which is higher than ULST's 0.20% expense ratio.


Return for Risk

FISR vs. ULST — Risk / Return Rank

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

FISR
FISR Risk / Return Rank: 3636
Overall Rank
FISR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FISR Sortino Ratio Rank: 3434
Sortino Ratio Rank
FISR Omega Ratio Rank: 3131
Omega Ratio Rank
FISR Calmar Ratio Rank: 4444
Calmar Ratio Rank
FISR Martin Ratio Rank: 3434
Martin Ratio Rank

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

FISR vs. ULST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) and State Street Ultra Short Term Bond ETF (ULST). 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.


FISRULSTDifference

Sharpe ratio

Return per unit of total volatility

0.70

5.05

-4.35

Sortino ratio

Return per unit of downside risk

0.98

9.61

-8.63

Omega ratio

Gain probability vs. loss probability

1.12

2.43

-1.31

Calmar ratio

Return relative to maximum drawdown

1.14

11.10

-9.96

Martin ratio

Return relative to average drawdown

3.09

68.31

-65.22

FISR vs. ULST - Sharpe Ratio Comparison

The current FISR Sharpe Ratio is 0.70, which is lower than the ULST Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of FISR and ULST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FISRULSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

5.05

-4.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

3.57

-3.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.48

-1.35

Correlation

The correlation between FISR and ULST is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FISR vs. ULST - Dividend Comparison

FISR's dividend yield for the trailing twelve months is around 4.08%, less than ULST's 4.38% yield.


TTM20252024202320222021202020192018201720162015
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.08%3.97%3.59%3.50%2.19%1.87%2.47%2.99%0.00%0.00%0.00%0.00%
ULST
State Street Ultra Short Term Bond ETF
4.38%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%

Drawdowns

FISR vs. ULST - Drawdown Comparison

The maximum FISR drawdown since its inception was -20.27%, which is greater than ULST's maximum drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for FISR and ULST.


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Drawdown Indicators


FISRULSTDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-6.20%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-0.37%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-1.22%

-18.88%

Max Drawdown (10Y)

Largest decline over 10 years

-6.20%

Current Drawdown

Current decline from peak

-6.42%

-0.01%

-6.41%

Average Drawdown

Average peak-to-trough decline

-7.74%

-0.16%

-7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.06%

+1.16%

Volatility

FISR vs. ULST - Volatility Comparison

SPDR SSGA Fixed Income Sector Rotation ETF (FISR) has a higher volatility of 1.97% compared to State Street Ultra Short Term Bond ETF (ULST) at 0.25%. This indicates that FISR's price experiences larger fluctuations and is considered to be riskier than ULST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISRULSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.25%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

0.42%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

0.81%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

0.96%

+5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.40%

1.47%

+4.93%