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SPTS vs. BUCK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTS vs. BUCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Short Term Treasury ETF (SPTS) and Simplify Stable Income ETF (BUCK). The values are adjusted to include any dividend payments, if applicable.

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SPTS vs. BUCK - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPTS
SPDR Portfolio Short Term Treasury ETF
0.29%5.05%4.20%4.27%0.70%
BUCK
Simplify Stable Income ETF
0.97%4.13%7.25%4.63%0.39%

Returns By Period

In the year-to-date period, SPTS achieves a 0.29% return, which is significantly lower than BUCK's 0.97% return.


SPTS

1D
0.07%
1M
-0.43%
YTD
0.29%
6M
1.46%
1Y
3.83%
3Y*
4.05%
5Y*
1.81%
10Y*
1.67%

BUCK

1D
0.02%
1M
0.13%
YTD
0.97%
6M
2.27%
1Y
2.66%
3Y*
5.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTS vs. BUCK - Expense Ratio Comparison

SPTS has a 0.03% expense ratio, which is lower than BUCK's 0.35% expense ratio.


Return for Risk

SPTS vs. BUCK — Risk / Return Rank

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

SPTS
SPTS Risk / Return Rank: 9797
Overall Rank
SPTS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPTS Omega Ratio Rank: 9797
Omega Ratio Rank
SPTS Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPTS Martin Ratio Rank: 9696
Martin Ratio Rank

BUCK
BUCK Risk / Return Rank: 2727
Overall Rank
BUCK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BUCK Sortino Ratio Rank: 2626
Sortino Ratio Rank
BUCK Omega Ratio Rank: 3030
Omega Ratio Rank
BUCK Calmar Ratio Rank: 2525
Calmar Ratio Rank
BUCK Martin Ratio Rank: 2323
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.

SPTS vs. BUCK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Treasury ETF (SPTS) and Simplify Stable Income ETF (BUCK). 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.


SPTSBUCKDifference

Sharpe ratio

Return per unit of total volatility

2.58

0.55

+2.03

Sortino ratio

Return per unit of downside risk

4.09

0.72

+3.37

Omega ratio

Gain probability vs. loss probability

1.55

1.12

+0.43

Calmar ratio

Return relative to maximum drawdown

4.64

0.51

+4.14

Martin ratio

Return relative to average drawdown

17.61

1.35

+16.27

SPTS vs. BUCK - Sharpe Ratio Comparison

The current SPTS Sharpe Ratio is 2.58, which is higher than the BUCK Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SPTS and BUCK, 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


SPTSBUCKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

0.55

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.44

-0.95

Correlation

The correlation between SPTS and BUCK is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPTS vs. BUCK - Dividend Comparison

SPTS's dividend yield for the trailing twelve months is around 3.97%, less than BUCK's 7.57% yield.


TTM20252024202320222021202020192018201720162015
SPTS
SPDR Portfolio Short Term Treasury ETF
3.97%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%
BUCK
Simplify Stable Income ETF
7.57%7.59%8.84%4.84%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPTS vs. BUCK - Drawdown Comparison

The maximum SPTS drawdown since its inception was -5.83%, which is greater than BUCK's maximum drawdown of -5.43%. Use the drawdown chart below to compare losses from any high point for SPTS and BUCK.


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Drawdown Indicators


SPTSBUCKDifference

Max Drawdown

Largest peak-to-trough decline

-5.83%

-5.43%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-5.43%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.43%

-0.13%

-0.30%

Average Drawdown

Average peak-to-trough decline

-1.74%

-0.52%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.04%

-1.82%

Volatility

SPTS vs. BUCK - Volatility Comparison

SPDR Portfolio Short Term Treasury ETF (SPTS) has a higher volatility of 0.50% compared to Simplify Stable Income ETF (BUCK) at 0.33%. This indicates that SPTS's price experiences larger fluctuations and is considered to be riskier than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTSBUCKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.33%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

1.68%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

4.83%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

3.55%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.73%

3.55%

-1.82%