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FTSM vs. ULST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTSM vs. ULST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Enhanced Short Maturity ETF (FTSM) and State Street Ultra Short Term Bond ETF (ULST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTSM achieves a 1.47% return, which is significantly higher than ULST's 1.25% return. Both investments have delivered pretty close results over the past 10 years, with FTSM having a 2.54% annualized return and ULST not far ahead at 2.65%.


FTSM

1D
0.01%
1M
0.25%
YTD
1.47%
6M
1.81%
1Y
4.17%
3Y*
4.84%
5Y*
3.46%
10Y*
2.54%

ULST

1D
0.00%
1M
0.15%
YTD
1.25%
6M
1.58%
1Y
3.95%
3Y*
4.91%
5Y*
3.52%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTSM vs. ULST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSM
First Trust Enhanced Short Maturity ETF
1.47%4.66%5.22%5.12%1.02%-0.01%1.12%2.82%1.94%1.57%
ULST
State Street Ultra Short Term Bond ETF
1.25%4.80%5.23%5.60%0.87%0.25%1.45%3.23%2.04%1.19%

Correlation

The correlation between FTSM and ULST is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2014

0.22

Over the past year, FTSM and ULST have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

FTSM vs. ULST — Risk / Return Rank

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

FTSM
FTSM Risk / Return Rank: 9999
Overall Rank
FTSM Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FTSM Sortino Ratio Rank: 9999
Sortino Ratio Rank
FTSM Omega Ratio Rank: 9999
Omega Ratio Rank
FTSM Calmar Ratio Rank: 9999
Calmar Ratio Rank
FTSM Martin Ratio Rank: 9999
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: 9898
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.

FTSM vs. ULST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) 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.


FTSMULSTDifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+8.59

Omega ratioGain probability vs. loss probability

4.42

2.76

+1.66

Calmar ratioReturn relative to maximum drawdown

35.88

16.75

+19.13

Martin ratioReturn relative to average drawdown

178.84

87.10

+91.74

FTSM vs. ULST - Sharpe Ratio Comparison

The current FTSM Sharpe Ratio is 8.82, which is higher than the ULST Sharpe Ratio of 6.08. The chart below compares the historical Sharpe Ratios of FTSM and ULST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTSMULSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.82

6.08

+2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.03

3.67

+3.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.90

1.85

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

1.50

+0.46

Drawdowns

FTSM vs. ULST - Drawdown Comparison

The maximum FTSM drawdown since its inception was -4.12%, smaller than the maximum ULST drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for FTSM and ULST.


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Drawdown Indicators


FTSMULSTDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-6.20%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-0.24%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.15%

-0.54%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-0.65%

-1.22%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

-6.20%

+2.08%

Current Drawdown

Current decline from peak

-0.02%

-0.05%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.22%

-0.16%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.05%

-0.03%

Volatility

FTSM vs. ULST - Volatility Comparison

The current volatility for First Trust Enhanced Short Maturity ETF (FTSM) is 0.14%, while State Street Ultra Short Term Bond ETF (ULST) has a volatility of 0.17%. This indicates that FTSM experiences smaller price fluctuations and is considered to be less risky 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


FTSMULSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

0.17%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

0.43%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.48%

0.65%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.49%

0.96%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.88%

1.44%

-0.56%

FTSM vs. ULST - Expense Ratio Comparison

FTSM has a 0.44% expense ratio, which is higher than ULST's 0.20% expense ratio.


Dividends

FTSM vs. ULST - Dividend Comparison

FTSM's dividend yield for the trailing twelve months is around 4.16%, less than ULST's 4.29% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSM
First Trust Enhanced Short Maturity ETF
4.16%4.28%4.91%4.62%1.62%0.39%1.20%2.38%2.14%1.49%1.03%0.48%
ULST
State Street Ultra Short Term Bond ETF
4.29%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%

Frequently Asked Questions


FTSM and ULST have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULST has higher volatility (0.17%) compared to FTSM (0.14%). In terms of maximum drawdown, FTSM dropped -4.12% vs ULST's -6.20%.

On 10-year performance, ULST leads with 2.65% vs 2.54% for FTSM. On fees, ULST is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ULST has performed better with a 2.65% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULST is cheaper with a 0.20% expense ratio, compared with 0.44% for FTSM.

ULST has the higher dividend yield at 4.29%, compared with 4.16% for FTSM.

They also come from different issuers: First Trust and State Street. Their fees differ too: 0.44% for FTSM and 0.20% for ULST.

FTSM currently has the higher Sharpe Ratio (8.82 vs 6.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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