SPTB vs. VYMI
Compare and contrast key facts about State Street SPDR Portfolio Treasury ETF (SPTB) and Vanguard International High Dividend Yield ETF (VYMI).
SPTB and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTB is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Treasury Index. It was launched on May 20, 2024. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both SPTB and VYMI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPTB vs. VYMI - Performance Comparison
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SPTB vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPTB State Street SPDR Portfolio Treasury ETF | 0.07% | 6.14% | 2.17% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | -1.35% |
Returns By Period
In the year-to-date period, SPTB achieves a 0.07% return, which is significantly lower than VYMI's 6.37% return.
SPTB
- 1D
- -0.05%
- 1M
- -1.36%
- YTD
- 0.07%
- 6M
- 0.58%
- 1Y
- 2.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
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SPTB vs. VYMI - Expense Ratio Comparison
SPTB has a 0.03% expense ratio, which is lower than VYMI's 0.07% 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%.
Return for Risk
SPTB vs. VYMI — Risk / Return Rank
SPTB
VYMI
SPTB vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio Treasury ETF (SPTB) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| SPTB | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.13 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.07 | 2.82 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.44 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.09 | -1.88 |
Martin ratioReturn relative to average drawdown | 3.09 | 12.68 | -9.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPTB | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.13 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.86 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.63 | +0.38 |
Correlation
The correlation between SPTB and VYMI is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPTB vs. VYMI - Dividend Comparison
SPTB's dividend yield for the trailing twelve months is around 4.21%, more than VYMI's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SPTB State Street SPDR Portfolio Treasury ETF | 4.21% | 4.23% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
SPTB vs. VYMI - Drawdown Comparison
The maximum SPTB drawdown since its inception was -4.96%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SPTB and VYMI.
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Drawdown Indicators
| SPTB | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.96% | -40.00% | +35.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -11.08% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -1.80% | -5.77% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -6.39% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.70% | -1.66% |
Volatility
SPTB vs. VYMI - Volatility Comparison
The current volatility for State Street SPDR Portfolio Treasury ETF (SPTB) is 1.44%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 6.40%. This indicates that SPTB experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPTB | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 6.40% | -4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 9.90% | -7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 15.90% | -11.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 14.75% | -10.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 16.89% | -12.39% |