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SPTL vs. GOVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPTL vs. GOVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Treasury ETF (SPTL) and Invesco Equal Weight 0-30 Year Treasury ETF (GOVI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPTL achieves a -0.38% return, which is significantly higher than GOVI's -0.55% return. Over the past 10 years, SPTL has underperformed GOVI with an annualized return of -1.12%, while GOVI has yielded a comparatively higher -0.10% annualized return.


SPTL

1D
-0.38%
1M
0.71%
YTD
-0.38%
6M
-1.67%
1Y
5.22%
3Y*
-0.70%
5Y*
-5.32%
10Y*
-1.12%

GOVI

1D
-0.33%
1M
0.34%
YTD
-0.55%
6M
-1.32%
1Y
4.34%
3Y*
0.89%
5Y*
-2.77%
10Y*
-0.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTL vs. GOVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPTL
SPDR Portfolio Long Term Treasury ETF
-0.38%5.28%-6.23%3.30%-29.44%-4.99%18.07%13.74%-1.57%9.01%
GOVI
Invesco Equal Weight 0-30 Year Treasury ETF
-0.55%5.84%-2.95%3.31%-19.98%-3.76%12.55%10.00%-0.28%4.96%

Correlation

The correlation between SPTL and GOVI is 0.99 - 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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

0.95

The correlation between SPTL and GOVI has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

SPTL vs. GOVI — Risk / Return Rank

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

SPTL
SPTL Risk / Return Rank: 1717
Overall Rank
SPTL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPTL Omega Ratio Rank: 1616
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1818
Martin Ratio Rank

GOVI
GOVI Risk / Return Rank: 1919
Overall Rank
GOVI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GOVI Sortino Ratio Rank: 1919
Sortino Ratio Rank
GOVI Omega Ratio Rank: 1818
Omega Ratio Rank
GOVI Calmar Ratio Rank: 1919
Calmar Ratio Rank
GOVI Martin Ratio Rank: 2020
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.

SPTL vs. GOVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Treasury ETF (SPTL) and Invesco Equal Weight 0-30 Year Treasury ETF (GOVI). 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.


SPTLGOVIDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.74

0.80

-0.06

Martin ratioReturn relative to average drawdown

1.94

2.24

-0.30

SPTL vs. GOVI - Sharpe Ratio Comparison

The current SPTL Sharpe Ratio is 0.59, which is comparable to the GOVI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SPTL and GOVI, 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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Sharpe Ratios by Period


SPTLGOVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.66

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.28

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.01

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.07

Drawdowns

SPTL vs. GOVI - Drawdown Comparison

The maximum SPTL drawdown since its inception was -46.20%, which is greater than GOVI's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for SPTL and GOVI.


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Drawdown Indicators


SPTLGOVIDifference

Max Drawdown

Largest peak-to-trough decline

-46.20%

-32.70%

-13.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-5.45%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-11.58%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-41.02%

-28.30%

-12.72%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

-32.70%

-13.50%

Current Drawdown

Current decline from peak

-36.87%

-22.38%

-14.49%

Average Drawdown

Average peak-to-trough decline

-14.24%

-9.65%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.94%

+0.75%

Volatility

SPTL vs. GOVI - Volatility Comparison

SPDR Portfolio Long Term Treasury ETF (SPTL) has a higher volatility of 2.63% compared to Invesco Equal Weight 0-30 Year Treasury ETF (GOVI) at 2.04%. This indicates that SPTL's price experiences larger fluctuations and is considered to be riskier than GOVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTLGOVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.04%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

4.53%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

6.58%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

9.86%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

9.10%

+4.85%

SPTL vs. GOVI - Expense Ratio Comparison

SPTL has a 0.03% expense ratio, which is lower than GOVI's 0.15% 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%.


Dividends

SPTL vs. GOVI - Dividend Comparison

SPTL's dividend yield for the trailing twelve months is around 4.21%, more than GOVI's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVI
Invesco Equal Weight 0-30 Year Treasury ETF
3.83%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%
SPTL
SPDR Portfolio Long Term Treasury ETF
4.21%4.12%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%

Frequently Asked Questions


With a correlation of 0.99, SPTL and GOVI 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.

SPTL has higher volatility (2.63%) compared to GOVI (2.04%). In terms of maximum drawdown, SPTL dropped -46.20% vs GOVI's -32.70%.

On 10-year performance, GOVI leads with -0.10% vs -1.12% for SPTL. On fees, SPTL is cheaper at 0.03% per year. On volatility, GOVI has been the lower-risk option at 2.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GOVI has performed better with a -0.10% return vs -1.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTL is cheaper with a 0.03% expense ratio, compared with 0.15% for GOVI.

SPTL has the higher dividend yield at 4.21%, compared with 3.83% for GOVI.

SPTL tracks Bloomberg Long U.S. Treasury Index, while GOVI tracks ICE 1-30 Year Laddered Maturity U.S. Treasury Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.03% for SPTL and 0.15% for GOVI.

GOVI currently has the higher Sharpe Ratio (0.66 vs 0.59), 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 SPTL and GOVI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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