GUSTX vs. SPTS
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and SPDR Portfolio Short Term Treasury ETF (SPTS).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or SPTS.
Correlation
The correlation between GUSTX and SPTS is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
GUSTX vs. SPTS - Performance Comparison
Key characteristics
GUSTX:
3.08
SPTS:
3.35
GUSTX:
9.19
SPTS:
5.47
GUSTX:
4.75
SPTS:
1.73
GUSTX:
22.89
SPTS:
6.06
GUSTX:
78.12
SPTS:
17.71
GUSTX:
0.06%
SPTS:
0.33%
GUSTX:
1.51%
SPTS:
1.71%
GUSTX:
-0.67%
SPTS:
-5.83%
GUSTX:
0.00%
SPTS:
-0.41%
Returns By Period
In the year-to-date period, GUSTX achieves a 1.24% return, which is significantly lower than SPTS's 1.89% return. Both investments have delivered pretty close results over the past 10 years, with GUSTX having a 1.42% annualized return and SPTS not far ahead at 1.49%.
GUSTX
1.24%
0.00%
1.99%
4.61%
2.39%
1.42%
SPTS
1.89%
0.30%
2.62%
5.69%
1.16%
1.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GUSTX vs. SPTS - Expense Ratio Comparison
GUSTX has a 0.01% 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
GUSTX vs. SPTS — Risk-Adjusted Performance Rank
GUSTX
SPTS
GUSTX vs. SPTS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) 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
GUSTX vs. SPTS - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 4.20%, which matches SPTS's 4.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 4.20% | 4.93% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% |
SPTS SPDR Portfolio Short Term Treasury ETF | 4.18% | 4.25% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% | 0.68% |
Drawdowns
GUSTX vs. SPTS - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.67%, smaller than the maximum SPTS drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for GUSTX and SPTS. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. SPTS - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while SPDR Portfolio Short Term Treasury ETF (SPTS) has a volatility of 0.56%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.