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SPTL vs. EDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPTL and EDV is -0.27. 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: -0.3

Performance

SPTL vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Treasury ETF (SPTL) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
68.76%
66.30%
SPTL
EDV

Key characteristics

Sharpe Ratio

SPTL:

0.39

EDV:

0.08

Sortino Ratio

SPTL:

0.63

EDV:

0.25

Omega Ratio

SPTL:

1.07

EDV:

1.03

Calmar Ratio

SPTL:

0.12

EDV:

0.03

Martin Ratio

SPTL:

0.77

EDV:

0.15

Ulcer Index

SPTL:

6.66%

EDV:

10.80%

Daily Std Dev

SPTL:

12.98%

EDV:

20.74%

Max Drawdown

SPTL:

-46.20%

EDV:

-59.96%

Current Drawdown

SPTL:

-38.04%

EDV:

-53.95%

Returns By Period

In the year-to-date period, SPTL achieves a 2.93% return, which is significantly higher than EDV's 1.26% return. Over the past 10 years, SPTL has outperformed EDV with an annualized return of -0.60%, while EDV has yielded a comparatively lower -2.34% annualized return.


SPTL

YTD

2.93%

1M

0.04%

6M

-0.72%

1Y

6.48%

5Y*

-8.97%

10Y*

-0.60%

EDV

YTD

1.26%

1M

-0.82%

6M

-4.44%

1Y

3.57%

5Y*

-14.25%

10Y*

-2.34%

*Annualized

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SPTL vs. EDV - Expense Ratio Comparison

Both SPTL and EDV have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SPTL: 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%
SPTL: 0.06%
Expense ratio chart for EDV: 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%
EDV: 0.06%

Risk-Adjusted Performance

SPTL vs. EDV — Risk-Adjusted Performance Rank

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

SPTL
The Risk-Adjusted Performance Rank of SPTL is 4040
Overall Rank
The Sharpe Ratio Rank of SPTL is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SPTL is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SPTL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SPTL is 3636
Martin Ratio Rank

EDV
The Risk-Adjusted Performance Rank of EDV is 2323
Overall Rank
The Sharpe Ratio Rank of EDV is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2424
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2222
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.

SPTL vs. EDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Treasury ETF (SPTL) and Vanguard Extended Duration Treasury ETF (EDV). 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 SPTL, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
SPTL: 0.39
EDV: 0.08
The chart of Sortino ratio for SPTL, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
SPTL: 0.63
EDV: 0.25
The chart of Omega ratio for SPTL, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
SPTL: 1.07
EDV: 1.03
The chart of Calmar ratio for SPTL, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.00
SPTL: 0.12
EDV: 0.03
The chart of Martin ratio for SPTL, currently valued at 0.77, compared to the broader market0.0020.0040.0060.00
SPTL: 0.77
EDV: 0.15

The current SPTL Sharpe Ratio is 0.39, which is higher than the EDV Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SPTL and EDV, 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.39
0.08
SPTL
EDV

Dividends

SPTL vs. EDV - Dividend Comparison

SPTL's dividend yield for the trailing twelve months is around 3.99%, less than EDV's 4.68% yield.


TTM20242023202220212020201920182017201620152014
SPTL
SPDR Portfolio Long Term Treasury ETF
3.99%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%2.64%
EDV
Vanguard Extended Duration Treasury ETF
4.68%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%

Drawdowns

SPTL vs. EDV - Drawdown Comparison

The maximum SPTL drawdown since its inception was -46.20%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for SPTL and EDV. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-38.04%
-53.95%
SPTL
EDV

Volatility

SPTL vs. EDV - Volatility Comparison

The current volatility for SPDR Portfolio Long Term Treasury ETF (SPTL) is 5.28%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 9.21%. This indicates that SPTL experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
5.28%
9.21%
SPTL
EDV