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SPTB vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPTB vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio Treasury ETF (SPTB) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPTB achieves a -0.64% return, which is significantly higher than TLT's -3.49% return.


SPTB

1D
-0.22%
1M
-1.20%
6M
-0.75%
YTD
-0.64%
1Y
1.09%
3Y*
5Y*
10Y*
ALL TIME*
3.46%

TLT

1D
-0.66%
1M
-3.81%
6M
-3.46%
YTD
-3.49%
1Y
-2.45%
3Y*
-1.80%
5Y*
-8.18%
10Y*
-2.38%
ALL TIME*
3.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$554.84K$766.31K$2.41M
$2.33B$2.02B$2.19B

SPTB vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024
SPTB
State Street SPDR Portfolio Treasury ETF
-0.64%6.14%2.17%
TLT
iShares 20+ Year Treasury Bond ETF
-3.49%4.25%-1.53%

Correlation

The correlation between SPTB and TLT is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (All Time)
Calculated using the full available price history since May 21, 2024

0.92

The correlation between SPTB and TLT has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

SPTB vs. TLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPTB
SPTB Risk / Return Rank: 2323
Overall Rank
SPTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPTB Sortino Ratio Rank: 2323
Sortino Ratio Rank
SPTB Omega Ratio Rank: 2222
Omega Ratio Rank
SPTB Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPTB Martin Ratio Rank: 2323
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 99
Overall Rank
TLT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 88
Sortino Ratio Rank
TLT Omega Ratio Rank: 88
Omega Ratio Rank
TLT Calmar Ratio Rank: 99
Calmar Ratio Rank
TLT Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPTB vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio Treasury ETF (SPTB) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


SPTBTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.10

0.99

+0.11

Calmar ratioReturn relative to maximum drawdown

0.70

-0.14

+0.83

Martin ratioReturn relative to average drawdown

1.66

-0.30

+1.96

SPTB vs. TLT - Sharpe Ratio Comparison

The current SPTB Sharpe Ratio is 0.57, which is higher than the TLT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SPTB and TLT, 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

SPTB vs. TLT - Drawdown Comparison

The maximum SPTB drawdown since its inception was -4.96%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SPTB and TLT.


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Drawdown Indicators


SPTBTLTDifference

Max Drawdown

Largest peak-to-trough decline

-4.96%

-48.35%

+43.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-7.74%

+4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-2.50%

-42.36%

+39.86%

Average Drawdown

Average peak-to-trough decline

-1.36%

-13.99%

+12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

3.57%

-2.36%

Volatility

SPTB vs. TLT - Volatility Comparison

The current volatility for State Street SPDR Portfolio Treasury ETF (SPTB) is 0.94%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.46%. This indicates that SPTB experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTBTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

2.46%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

6.85%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

9.32%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

15.74%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

14.83%

-10.47%

SPTB vs. TLT - Expense Ratio Comparison

SPTB has a 0.03% expense ratio, which is lower than TLT'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

SPTB vs. TLT - Dividend Comparison

SPTB's dividend yield for the trailing twelve months is around 4.22%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTB
State Street SPDR Portfolio Treasury ETF
3.85%4.23%2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.34%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


With a correlation of 0.92, SPTB and TLT 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.

TLT has higher volatility (2.46%) compared to SPTB (0.94%). In terms of maximum drawdown, SPTB dropped -4.96% vs TLT's -48.35%.

On 1-year performance, SPTB leads with 1.09% vs -2.45% for TLT. On fees, SPTB is cheaper at 0.03% per year. On volatility, SPTB has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPTB has performed better with a 1.09% return vs -2.45%. 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 0.15% for TLT.

TLT has the higher dividend yield at 4.34%, compared with 3.85% for SPTB.

SPTB tracks Bloomberg U.S. Treasury Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPTB and 0.15% for TLT.

SPTB currently has the higher Sharpe Ratio (0.57 vs -0.11), 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

Find the right allocation for SPTB and TLT

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