SPTI vs. COST
SPTI (SPDR Portfolio Intermediate Term Treasury ETF) is Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, SPTI returned 1.31%/yr vs 22.27%/yr for COST. At a correlation of -0.10, they often move in opposite directions.
Performance
SPTI vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SPTI achieves a -0.31% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, SPTI has underperformed COST with an annualized return of 1.31%, while COST has yielded a comparatively higher 22.27% annualized return.
SPTI
- 1D
- -0.18%
- 1M
- 0.08%
- YTD
- -0.31%
- 6M
- 0.01%
- 1Y
- 3.39%
- 3Y*
- 3.70%
- 5Y*
- -0.00%
- 10Y*
- 1.31%
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
SPTI vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -2.55% | 7.70% | 6.01% | 2.27% | 1.04% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SPTI and COST is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.10 |
The correlation between SPTI and COST shifts across timeframes, from -0.10 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPTI vs. COST — Risk / Return Rank
SPTI
COST
SPTI vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Costco Wholesale Corporation (COST). 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.
| SPTI | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.00 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.10 | +1.24 |
| Martin ratioReturn relative to average drawdown | 3.22 | -0.22 | +3.44 |
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Drawdowns
SPTI vs. COST - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.12%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SPTI and COST.
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Drawdown Indicators
| SPTI | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.12% | -53.39% | +37.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -15.14% | +12.34% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -20.74% | +16.39% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -31.40% | +16.34% |
Max Drawdown (10Y)Largest decline over 10 years | -16.12% | -31.40% | +15.28% |
Current DrawdownCurrent decline from peak | -2.28% | -10.23% | +7.95% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -13.36% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 6.67% | -5.68% |
Volatility
SPTI vs. COST - Volatility Comparison
The current volatility for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) is 1.13%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that SPTI experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPTI | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 7.44% | -6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 14.53% | -12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 18.80% | -15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 22.72% | -17.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 21.95% | -17.57% |
Dividends
SPTI vs. COST - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.86%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
SPTI and COST have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to SPTI (1.13%). In terms of maximum drawdown, SPTI dropped -16.12% vs COST's -53.39%.
SPTI currently has the higher Sharpe Ratio (0.95 vs -0.08), 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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