SPTI vs. SCHR
Compare and contrast key facts about SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR).
SPTI and SCHR 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. SCHR is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (3-10 Y). It was launched on Aug 5, 2010. Both SPTI and SCHR 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 SCHR.
Performance
SPTI vs. SCHR - Performance Comparison
Returns By Period
In the year-to-date period, SPTI achieves a 1.52% return, which is significantly lower than SCHR's 3.04% return. Over the past 10 years, SPTI has underperformed SCHR with an annualized return of 1.05%, while SCHR has yielded a comparatively higher 2.19% annualized return.
SPTI
1.52%
-1.43%
2.74%
5.02%
-0.22%
1.05%
SCHR
3.04%
-1.39%
3.63%
6.85%
0.96%
2.19%
Key characteristics
| SPTI | SCHR | |
|---|---|---|
| Sharpe Ratio | 1.02 | 1.38 |
| Sortino Ratio | 1.50 | 2.05 |
| Omega Ratio | 1.18 | 1.25 |
| Calmar Ratio | 0.38 | 0.68 |
| Martin Ratio | 3.03 | 4.59 |
| Ulcer Index | 1.67% | 1.51% |
| Daily Std Dev | 4.97% | 5.04% |
| Max Drawdown | -16.11% | -14.87% |
| Current Drawdown | -8.60% | -3.79% |
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SPTI vs. SCHR - Expense Ratio Comparison
SPTI has a 0.06% expense ratio, which is higher than SCHR's 0.05% expense ratio. However, 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 SCHR is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SPTI vs. SCHR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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. SCHR - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.70%, less than SCHR's 5.89% 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% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.89% | 5.36% | 3.09% | 1.32% | 2.41% | 3.32% | 3.07% | 2.60% | 2.20% | 2.07% | 2.49% | 1.51% |
Drawdowns
SPTI vs. SCHR - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.11%, which is greater than SCHR's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for SPTI and SCHR. For additional features, visit the drawdowns tool.
Volatility
SPTI vs. SCHR - Volatility Comparison
SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR) have volatilities of 1.20% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.