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SPLB vs. UTHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLB vs. UTHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and US Treasury 30 Year Bond ETF (UTHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPLB achieves a 1.42% return, which is significantly higher than UTHY's 0.07% return.


SPLB

1D
-0.09%
1M
1.50%
YTD
1.42%
6M
1.81%
1Y
5.82%
3Y*
4.70%
5Y*
-2.10%
10Y*
2.20%

UTHY

1D
-0.30%
1M
1.48%
YTD
0.07%
6M
0.39%
1Y
2.42%
3Y*
-1.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLB vs. UTHY - Yearly Performance Comparison


2026 (YTD)202520242023
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
1.42%7.05%-1.74%7.13%
UTHY
US Treasury 30 Year Bond ETF
0.07%3.47%-8.07%-2.77%

Correlation

The correlation between SPLB and UTHY is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.93

The correlation between SPLB and UTHY has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

SPLB vs. UTHY — Risk / Return Rank

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

SPLB
SPLB Risk / Return Rank: 2323
Overall Rank
SPLB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2323
Martin Ratio Rank

UTHY
UTHY Risk / Return Rank: 1313
Overall Rank
UTHY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1212
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1414
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1414
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.

SPLB vs. UTHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and US Treasury 30 Year Bond ETF (UTHY). 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.


SPLBUTHYDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.13

1.05

+0.08

Calmar ratioReturn relative to maximum drawdown

1.08

0.33

+0.75

Martin ratioReturn relative to average drawdown

2.64

0.81

+1.83

SPLB vs. UTHY - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.73, which is higher than the UTHY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SPLB and UTHY, 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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Drawdowns

SPLB vs. UTHY - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, which is greater than UTHY's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for SPLB and UTHY.


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Drawdown Indicators


SPLBUTHYDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-21.86%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-7.34%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-12.91%

-18.58%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

Current Drawdown

Current decline from peak

-14.11%

-11.07%

-3.04%

Average Drawdown

Average peak-to-trough decline

-8.02%

-10.71%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

3.00%

-0.79%

Volatility

SPLB vs. UTHY - Volatility Comparison

The current volatility for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) is 2.50%, while US Treasury 30 Year Bond ETF (UTHY) has a volatility of 2.79%. This indicates that SPLB experiences smaller price fluctuations and is considered to be less risky than UTHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLBUTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.79%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

6.36%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

8.07%

9.33%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

13.62%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

13.62%

-0.67%

SPLB vs. UTHY - Expense Ratio Comparison

SPLB has a 0.07% expense ratio, which is lower than UTHY's 0.15% 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%.


Dividends

SPLB vs. UTHY - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.35%, more than UTHY's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.35%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%
UTHY
US Treasury 30 Year Bond ETF
4.62%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, SPLB and UTHY 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.

UTHY has higher volatility (2.79%) compared to SPLB (2.50%). In terms of maximum drawdown, SPLB dropped -34.46% vs UTHY's -21.86%.

On 3-year performance, SPLB leads with 4.70% vs -1.74% for UTHY. On fees, SPLB is cheaper at 0.07% per year. On volatility, SPLB has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPLB has performed better with a 4.70% return vs -1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPLB is cheaper with a 0.07% expense ratio, compared with 0.15% for UTHY.

SPLB has the higher dividend yield at 5.35%, compared with 4.62% for UTHY.

SPLB is categorized as Corporate Bonds, while UTHY is Government Bonds. SPLB tracks Bloomberg Barclays Long U.S. Corporate Index, while UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: State Street and US Benchmark Series. Their fees differ too: 0.07% for SPLB and 0.15% for UTHY.

SPLB currently has the higher Sharpe Ratio (0.73 vs 0.26), 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.

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