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

Correlation

The correlation between SPTL and VGLT 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. VGLT - Performance Comparison

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

40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
45.76%
47.24%
SPTL
VGLT

Key characteristics

Sharpe Ratio

SPTL:

0.39

VGLT:

0.40

Sortino Ratio

SPTL:

0.63

VGLT:

0.63

Omega Ratio

SPTL:

1.07

VGLT:

1.07

Calmar Ratio

SPTL:

0.12

VGLT:

0.12

Martin Ratio

SPTL:

0.77

VGLT:

0.77

Ulcer Index

SPTL:

6.66%

VGLT:

6.65%

Daily Std Dev

SPTL:

12.98%

VGLT:

13.02%

Max Drawdown

SPTL:

-46.20%

VGLT:

-46.18%

Current Drawdown

SPTL:

-38.04%

VGLT:

-37.98%

Returns By Period

The year-to-date returns for both investments are quite close, with SPTL having a 2.93% return and VGLT slightly higher at 3.00%. Both investments have delivered pretty close results over the past 10 years, with SPTL having a -0.48% annualized return and VGLT not far ahead at -0.46%.


SPTL

YTD

2.93%

1M

0.31%

6M

-0.72%

1Y

5.95%

5Y*

-8.66%

10Y*

-0.48%

VGLT

YTD

3.00%

1M

0.38%

6M

-0.67%

1Y

5.98%

5Y*

-8.64%

10Y*

-0.46%

*Annualized

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SPTL vs. VGLT - Expense Ratio Comparison

SPTL has a 0.06% expense ratio, which is higher than VGLT's 0.04% 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 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 VGLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGLT: 0.04%

Risk-Adjusted Performance

SPTL vs. VGLT — 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 4343
Overall Rank
The Sharpe Ratio Rank of SPTL is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTL is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SPTL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SPTL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SPTL is 3939
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 4343
Overall Rank
The Sharpe Ratio Rank of VGLT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 3939
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. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Treasury ETF (SPTL) and Vanguard Long-Term Treasury ETF (VGLT). 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
VGLT: 0.40
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
VGLT: 0.63
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
VGLT: 1.07
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
VGLT: 0.12
The chart of Martin ratio for SPTL, currently valued at 0.77, compared to the broader market0.0020.0040.0060.00
SPTL: 0.77
VGLT: 0.77

The current SPTL Sharpe Ratio is 0.39, which is comparable to the VGLT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPTL and VGLT, 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
0.40
SPTL
VGLT

Dividends

SPTL vs. VGLT - Dividend Comparison

SPTL's dividend yield for the trailing twelve months is around 3.99%, less than VGLT's 4.32% 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%
VGLT
Vanguard Long-Term Treasury ETF
4.32%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

SPTL vs. VGLT - Drawdown Comparison

The maximum SPTL drawdown since its inception was -46.20%, roughly equal to the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for SPTL and VGLT. For additional features, visit the drawdowns tool.


-41.00%-40.00%-39.00%-38.00%-37.00%-36.00%-35.00%NovemberDecember2025FebruaryMarchApril
-38.04%
-37.98%
SPTL
VGLT

Volatility

SPTL vs. VGLT - Volatility Comparison

SPDR Portfolio Long Term Treasury ETF (SPTL) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 5.28% and 5.39%, 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.


3.00%3.50%4.00%4.50%5.00%NovemberDecember2025FebruaryMarchApril
5.28%
5.39%
SPTL
VGLT