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SPTL vs. SMBS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTL vs. SMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Treasury ETF (SPTL) and Schwab Mortgage-Backed Securities ETF (SMBS). The values are adjusted to include any dividend payments, if applicable.

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SPTL vs. SMBS - Yearly Performance Comparison


2026 (YTD)20252024
SPTL
SPDR Portfolio Long Term Treasury ETF
0.01%5.28%-2.44%
SMBS
Schwab Mortgage-Backed Securities ETF
0.36%8.15%-0.07%

Returns By Period

In the year-to-date period, SPTL achieves a 0.01% return, which is significantly lower than SMBS's 0.36% return.


SPTL

1D
0.04%
1M
-3.93%
YTD
0.01%
6M
-0.43%
1Y
0.50%
3Y*
-1.55%
5Y*
-4.88%
10Y*
-0.87%

SMBS

1D
0.20%
1M
-1.67%
YTD
0.36%
6M
1.92%
1Y
5.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTL vs. SMBS - Expense Ratio Comparison

Both SPTL and SMBS have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SPTL vs. SMBS — Risk / Return Rank

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

SPTL
SPTL Risk / Return Rank: 1414
Overall Rank
SPTL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPTL Omega Ratio Rank: 1212
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1515
Martin Ratio Rank

SMBS
SMBS Risk / Return Rank: 6363
Overall Rank
SMBS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SMBS Sortino Ratio Rank: 6464
Sortino Ratio Rank
SMBS Omega Ratio Rank: 5555
Omega Ratio Rank
SMBS Calmar Ratio Rank: 7575
Calmar Ratio Rank
SMBS Martin Ratio Rank: 5858
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. SMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Treasury ETF (SPTL) and Schwab Mortgage-Backed Securities ETF (SMBS). 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.


SPTLSMBSDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.12

-1.07

Sortino ratio

Return per unit of downside risk

0.14

1.61

-1.48

Omega ratio

Gain probability vs. loss probability

1.02

1.20

-0.18

Calmar ratio

Return relative to maximum drawdown

0.16

1.94

-1.79

Martin ratio

Return relative to average drawdown

0.34

5.61

-5.26

SPTL vs. SMBS - Sharpe Ratio Comparison

The current SPTL Sharpe Ratio is 0.05, which is lower than the SMBS Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SPTL and SMBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPTLSMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.12

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.27

-1.03

Correlation

The correlation between SPTL and SMBS is 0.88, 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.


Dividends

SPTL vs. SMBS - Dividend Comparison

SPTL's dividend yield for the trailing twelve months is around 4.15%, less than SMBS's 4.80% yield.


TTM20252024202320222021202020192018201720162015
SPTL
SPDR Portfolio Long Term Treasury ETF
4.15%4.12%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%
SMBS
Schwab Mortgage-Backed Securities ETF
4.80%4.83%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPTL vs. SMBS - Drawdown Comparison

The maximum SPTL drawdown since its inception was -46.20%, which is greater than SMBS's maximum drawdown of -3.20%. Use the drawdown chart below to compare losses from any high point for SPTL and SMBS.


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Drawdown Indicators


SPTLSMBSDifference

Max Drawdown

Largest peak-to-trough decline

-46.20%

-3.20%

-43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-2.83%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-41.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

Current Drawdown

Current decline from peak

-36.62%

-1.67%

-34.95%

Average Drawdown

Average peak-to-trough decline

-14.03%

-0.77%

-13.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

0.98%

+2.86%

Volatility

SPTL vs. SMBS - Volatility Comparison

SPDR Portfolio Long Term Treasury ETF (SPTL) has a higher volatility of 3.50% compared to Schwab Mortgage-Backed Securities ETF (SMBS) at 1.82%. This indicates that SPTL's price experiences larger fluctuations and is considered to be riskier than SMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTLSMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.82%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

2.75%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

4.77%

+5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

4.92%

+9.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

4.92%

+9.06%