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PLW vs. SPTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLW vs. SPTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco 1-30 Laddered Treasury ETF (PLW) and State Street SPDR Portfolio Treasury ETF (SPTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLW achieves a -0.55% return, which is significantly lower than SPTB's -0.07% return.


PLW

1D
-0.33%
1M
0.34%
YTD
-0.55%
6M
-1.32%
1Y
4.34%
3Y*
0.89%
5Y*
-2.77%
10Y*
-0.10%

SPTB

1D
-0.22%
1M
0.08%
YTD
-0.07%
6M
-0.37%
1Y
3.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLW vs. SPTB - Yearly Performance Comparison


2026 (YTD)20252024
PLW
Invesco 1-30 Laddered Treasury ETF
-0.55%5.84%0.36%
SPTB
State Street SPDR Portfolio Treasury ETF
-0.07%6.14%2.17%

Correlation

The correlation between PLW and SPTB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.96

The correlation between PLW and SPTB has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

PLW vs. SPTB — Risk / Return Rank

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

PLW
PLW Risk / Return Rank: 1919
Overall Rank
PLW Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PLW Sortino Ratio Rank: 1919
Sortino Ratio Rank
PLW Omega Ratio Rank: 1818
Omega Ratio Rank
PLW Calmar Ratio Rank: 1919
Calmar Ratio Rank
PLW Martin Ratio Rank: 2020
Martin Ratio Rank

SPTB
SPTB Risk / Return Rank: 2929
Overall Rank
SPTB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPTB Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPTB Omega Ratio Rank: 2828
Omega Ratio Rank
SPTB Calmar Ratio Rank: 2828
Calmar Ratio Rank
SPTB Martin Ratio Rank: 2828
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.

PLW vs. SPTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-30 Laddered Treasury ETF (PLW) and State Street SPDR Portfolio Treasury ETF (SPTB). 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.


PLWSPTBDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.11

1.19

-0.07

Calmar ratioReturn relative to maximum drawdown

0.80

1.34

-0.54

Martin ratioReturn relative to average drawdown

2.24

3.98

-1.74

PLW vs. SPTB - Sharpe Ratio Comparison

The current PLW Sharpe Ratio is 0.66, which is lower than the SPTB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PLW and SPTB, 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


PLWSPTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.07

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.92

-0.61

Drawdowns

PLW vs. SPTB - Drawdown Comparison

The maximum PLW drawdown since its inception was -32.70%, which is greater than SPTB's maximum drawdown of -4.96%. Use the drawdown chart below to compare losses from any high point for PLW and SPTB.


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Drawdown Indicators


PLWSPTBDifference

Max Drawdown

Largest peak-to-trough decline

-32.70%

-4.96%

-27.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-2.90%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

Current Drawdown

Current decline from peak

-22.38%

-1.94%

-20.44%

Average Drawdown

Average peak-to-trough decline

-9.65%

-1.32%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

0.98%

+0.96%

Volatility

PLW vs. SPTB - Volatility Comparison

Invesco 1-30 Laddered Treasury ETF (PLW) has a higher volatility of 2.04% compared to State Street SPDR Portfolio Treasury ETF (SPTB) at 1.11%. This indicates that PLW's price experiences larger fluctuations and is considered to be riskier than SPTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLWSPTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

1.11%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

2.47%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.58%

3.64%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

4.42%

+5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

4.42%

+4.68%

PLW vs. SPTB - Expense Ratio Comparison

PLW has a 0.25% expense ratio, which is higher than SPTB's 0.03% 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

PLW vs. SPTB - Dividend Comparison

PLW's dividend yield for the trailing twelve months is around 3.83%, less than SPTB's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
PLW
Invesco 1-30 Laddered Treasury ETF
3.83%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%
SPTB
State Street SPDR Portfolio Treasury ETF
4.20%4.23%2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, PLW and SPTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PLW has higher volatility (2.04%) compared to SPTB (1.11%). In terms of maximum drawdown, PLW dropped -32.70% vs SPTB's -4.96%.

On 1-year performance, PLW leads with 4.34% vs 3.87% for SPTB. On fees, SPTB is cheaper at 0.03% per year. On volatility, SPTB has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PLW has performed better with a 4.34% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTB is cheaper with a 0.03% expense ratio, compared with 0.25% for PLW.

SPTB has the higher dividend yield at 4.20%, compared with 3.83% for PLW.

PLW tracks Ryan/NASDAQ 1-30 Year Treasury Laddered Index, while SPTB tracks Bloomberg U.S. Treasury Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.25% for PLW and 0.03% for SPTB.

SPTB currently has the higher Sharpe Ratio (1.07 vs 0.66), 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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