SPTI vs. QQQ
Compare and contrast key facts about SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Invesco QQQ (QQQ).
SPTI and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTI is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays U.S. 3-10 Year Treasury Bond Index. It was launched on May 23, 2007. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both SPTI and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPTI or QQQ.
Performance
SPTI vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, SPTI achieves a 1.52% return, which is significantly lower than QQQ's 23.47% return. Over the past 10 years, SPTI has underperformed QQQ with an annualized return of 1.05%, while QQQ has yielded a comparatively higher 18.10% annualized return.
SPTI
1.52%
-1.43%
2.74%
5.02%
-0.22%
1.05%
QQQ
23.47%
1.82%
10.79%
29.73%
20.93%
18.10%
Key characteristics
| SPTI | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.02 | 1.80 |
| Sortino Ratio | 1.50 | 2.40 |
| Omega Ratio | 1.18 | 1.32 |
| Calmar Ratio | 0.38 | 2.31 |
| Martin Ratio | 3.03 | 8.39 |
| Ulcer Index | 1.67% | 3.73% |
| Daily Std Dev | 4.97% | 17.41% |
| Max Drawdown | -16.11% | -82.98% |
| Current Drawdown | -8.60% | -2.08% |
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SPTI vs. QQQ - Expense Ratio Comparison
SPTI has a 0.06% expense ratio, which is lower than QQQ's 0.20% 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%.
Correlation
The correlation between SPTI and QQQ is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SPTI vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Invesco QQQ (QQQ). 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.
Dividends
SPTI vs. QQQ - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.70%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.70% | 2.99% | 1.45% | 0.53% | 0.76% | 2.01% | 1.97% | 1.46% | 1.24% | 1.18% | 1.05% | 1.47% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
SPTI vs. QQQ - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.11%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SPTI and QQQ. For additional features, visit the drawdowns tool.
Volatility
SPTI vs. QQQ - Volatility Comparison
The current volatility for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) is 1.20%, while Invesco QQQ (QQQ) has a volatility of 5.66%. This indicates that SPTI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.