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SPTI vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SPTI achieves a -0.38% return, which is significantly higher than SCHR's -0.43% return. Over the past 10 years, SPTI has outperformed SCHR with an annualized return of 1.27%, while SCHR has yielded a comparatively lower 1.14% annualized return.


SPTI

1D
0.14%
1M
0.36%
YTD
-0.38%
6M
-0.20%
1Y
2.74%
3Y*
3.56%
5Y*
0.09%
10Y*
1.27%

SCHR

1D
0.08%
1M
0.33%
YTD
-0.43%
6M
-0.27%
1Y
2.71%
3Y*
3.53%
5Y*
0.10%
10Y*
1.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTI vs. SCHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
-0.38%7.46%1.32%4.24%-10.65%-2.55%7.70%6.01%2.27%1.04%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.43%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%

Correlation

The correlation between SPTI and SCHR is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

0.94

The correlation between SPTI and SCHR has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

SPTI vs. SCHR — Risk / Return Rank

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

SPTI
SPTI Risk / Return Rank: 2222
Overall Rank
SPTI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPTI Sortino Ratio Rank: 2323
Sortino Ratio Rank
SPTI Omega Ratio Rank: 2121
Omega Ratio Rank
SPTI Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPTI Martin Ratio Rank: 2222
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 2222
Overall Rank
SCHR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2222
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2020
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2222
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2222
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. SCHR - Risk-Adjusted Trends 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.

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.


SPTISCHRDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.98

0.97

+0.01

Martin ratioReturn relative to average drawdown

2.66

2.63

+0.04

SPTI vs. SCHR - Sharpe Ratio Comparison

The current SPTI Sharpe Ratio is 0.81, which is comparable to the SCHR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SPTI and SCHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


SPTISCHRDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-16.11%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.79%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

-4.35%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

-15.07%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

-16.11%

-0.01%

Current Drawdown

Current decline from peak

-2.35%

-2.37%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.92%

-3.63%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.03%

0.00%

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 1.09% and 1.06%, 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.


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Volatility by Period


SPTISCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.06%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.48%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

3.42%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

5.38%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

4.47%

-0.09%

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%.


Dividends

SPTI vs. SCHR - Dividend Comparison

SPTI's dividend yield for the trailing twelve months is around 3.86%, less than SCHR's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.92%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%
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


With a correlation of 0.98, SPTI and SCHR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPTI has higher volatility (1.09%) compared to SCHR (1.06%). In terms of maximum drawdown, SPTI dropped -16.12% vs SCHR's -16.11%.

On 10-year performance, SPTI leads with 1.27% vs 1.14% for SCHR. On fees, SCHR is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPTI has performed better with a 1.27% return vs 1.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHR is cheaper with a 0.05% expense ratio, compared with 0.06% for SPTI.

SCHR has the higher dividend yield at 3.92%, compared with 3.86% for SPTI.

SPTI tracks Bloomberg 3-10 Year U.S. Treasury Bond Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.06% for SPTI and 0.05% for SCHR.

SPTI currently has the higher Sharpe Ratio (0.81 vs 0.80), 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.

Portfolio Optimizer

Find the right allocation for SPTI and SCHR

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