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SPTI vs. SCHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPTI and SCHR 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.


-0.50.00.51.0
Correlation: -0.2

Performance

SPTI vs. SCHR - Performance Comparison

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

20.00%22.00%24.00%26.00%28.00%30.00%32.00%NovemberDecember2025FebruaryMarchApril
24.55%
30.22%
SPTI
SCHR

Key characteristics

Sharpe Ratio

SPTI:

1.66

SCHR:

1.64

Sortino Ratio

SPTI:

2.55

SCHR:

2.53

Omega Ratio

SPTI:

1.30

SCHR:

1.30

Calmar Ratio

SPTI:

0.61

SCHR:

0.61

Martin Ratio

SPTI:

3.94

SCHR:

3.95

Ulcer Index

SPTI:

1.95%

SCHR:

1.92%

Daily Std Dev

SPTI:

4.62%

SCHR:

4.63%

Max Drawdown

SPTI:

-16.12%

SCHR:

-16.11%

Current Drawdown

SPTI:

-5.44%

SCHR:

-5.46%

Returns By Period

In the year-to-date period, SPTI achieves a 3.68% return, which is significantly higher than SCHR's 3.48% return. Both investments have delivered pretty close results over the past 10 years, with SPTI having a 1.26% annualized return and SCHR not far behind at 1.25%.


SPTI

YTD

3.68%

1M

1.28%

6M

2.86%

1Y

8.11%

5Y*

-0.91%

10Y*

1.26%

SCHR

YTD

3.48%

1M

1.21%

6M

2.74%

1Y

8.02%

5Y*

-0.93%

10Y*

1.25%

*Annualized

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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%.


Expense ratio chart for SPTI: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPTI: 0.06%
Expense ratio chart for SCHR: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHR: 0.05%

Risk-Adjusted Performance

SPTI vs. SCHR — Risk-Adjusted Performance Rank

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

SPTI
The Risk-Adjusted Performance Rank of SPTI is 8585
Overall Rank
The Sharpe Ratio Rank of SPTI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SPTI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SPTI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPTI is 8080
Martin Ratio Rank

SCHR
The Risk-Adjusted Performance Rank of SCHR is 8484
Overall Rank
The Sharpe Ratio Rank of SCHR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SCHR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SCHR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SCHR is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SPTI, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.00
SPTI: 1.66
SCHR: 1.64
The chart of Sortino ratio for SPTI, currently valued at 2.55, compared to the broader market-2.000.002.004.006.008.00
SPTI: 2.55
SCHR: 2.53
The chart of Omega ratio for SPTI, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
SPTI: 1.30
SCHR: 1.30
The chart of Calmar ratio for SPTI, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SPTI: 0.61
SCHR: 0.61
The chart of Martin ratio for SPTI, currently valued at 3.94, compared to the broader market0.0020.0040.0060.00
SPTI: 3.94
SCHR: 3.95

The current SPTI Sharpe Ratio is 1.66, which is comparable to the SCHR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SPTI and SCHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.66
1.64
SPTI
SCHR

Dividends

SPTI vs. SCHR - Dividend Comparison

SPTI's dividend yield for the trailing twelve months is around 3.73%, which matches SCHR's 3.75% yield.


TTM20242023202220212020201920182017201620152014
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
3.73%3.77%2.99%1.45%0.53%0.75%2.02%1.97%1.46%1.23%1.18%1.05%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.75%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%1.44%

Drawdowns

SPTI vs. SCHR - Drawdown Comparison

The maximum SPTI drawdown since its inception was -16.12%, roughly equal to the maximum SCHR drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for SPTI and SCHR. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.44%
-5.46%
SPTI
SCHR

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 1.85% and 1.81%, 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.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.85%
1.81%
SPTI
SCHR