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SPTI vs. JPST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTI vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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SPTI vs. JPST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
-0.01%7.46%1.32%4.24%-10.65%-2.55%7.70%6.01%2.27%-0.30%
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%1.00%

Returns By Period

In the year-to-date period, SPTI achieves a -0.01% return, which is significantly lower than JPST's 0.71% return.


SPTI

1D
0.17%
1M
-1.63%
YTD
-0.01%
6M
1.04%
1Y
4.15%
3Y*
3.32%
5Y*
0.32%
10Y*
1.41%

JPST

1D
0.08%
1M
0.03%
YTD
0.71%
6M
1.89%
1Y
4.41%
3Y*
5.12%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTI vs. JPST - Expense Ratio Comparison

SPTI has a 0.06% expense ratio, which is lower than JPST's 0.18% 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

SPTI vs. JPST — Risk / Return Rank

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

SPTI
SPTI Risk / Return Rank: 6363
Overall Rank
SPTI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPTI Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPTI Omega Ratio Rank: 5353
Omega Ratio Rank
SPTI Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPTI Martin Ratio Rank: 6060
Martin Ratio Rank

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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.

SPTI vs. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and JPMorgan Ultra-Short Income ETF (JPST). 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.


SPTIJPSTDifference

Sharpe ratio

Return per unit of total volatility

1.08

7.27

-6.19

Sortino ratio

Return per unit of downside risk

1.62

13.92

-12.30

Omega ratio

Gain probability vs. loss probability

1.19

3.41

-2.22

Calmar ratio

Return relative to maximum drawdown

1.83

14.93

-13.10

Martin ratio

Return relative to average drawdown

5.63

94.51

-88.88

SPTI vs. JPST - Sharpe Ratio Comparison

The current SPTI Sharpe Ratio is 1.08, which is lower than the JPST Sharpe Ratio of 7.27. The chart below compares the historical Sharpe Ratios of SPTI and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPTIJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

7.27

-6.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

6.16

-6.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

3.16

-2.60

Correlation

The correlation between SPTI and JPST is 0.39, 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

SPTI vs. JPST - Dividend Comparison

SPTI's dividend yield for the trailing twelve months is around 3.81%, less than JPST's 4.36% yield.


TTM20252024202320222021202020192018201720162015
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
3.48%3.79%3.77%2.99%1.45%0.53%0.75%2.02%1.97%1.46%1.23%1.18%
JPST
JPMorgan Ultra-Short Income ETF
3.98%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%

Drawdowns

SPTI vs. JPST - Drawdown Comparison

The maximum SPTI drawdown since its inception was -16.12%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for SPTI and JPST.


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Drawdown Indicators


SPTIJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-3.28%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-0.30%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

-0.79%

-14.27%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

Current Drawdown

Current decline from peak

-2.00%

0.00%

-2.00%

Average Drawdown

Average peak-to-trough decline

-2.93%

-0.08%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.05%

+0.73%

Volatility

SPTI vs. JPST - Volatility Comparison

SPDR Portfolio Intermediate Term Treasury ETF (SPTI) has a higher volatility of 1.35% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that SPTI's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTIJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.22%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

0.35%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

0.61%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

0.57%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

0.94%

+3.42%