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SPTS vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPTS vs. VGSH - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPTS achieves a 0.45% return, which is significantly lower than VGSH's 0.48% return. Both investments have delivered pretty close results over the past 10 years, with SPTS having a 1.67% annualized return and VGSH not far ahead at 1.74%.


SPTS

1D
-0.07%
1M
0.05%
YTD
0.45%
6M
0.77%
1Y
3.45%
3Y*
4.18%
5Y*
1.81%
10Y*
1.67%

VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTS vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPTS
SPDR Portfolio Short Term Treasury ETF
0.45%5.05%4.20%4.27%-3.86%-0.72%3.23%3.56%1.08%0.59%
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between SPTS and VGSH is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2011

0.70

Over the past year, SPTS and VGSH have become more correlated (0.91) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

SPTS vs. VGSH — Risk / Return Rank

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

SPTS
SPTS Risk / Return Rank: 8484
Overall Rank
SPTS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPTS Omega Ratio Rank: 8787
Omega Ratio Rank
SPTS Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPTS Martin Ratio Rank: 8282
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
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. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Treasury ETF (SPTS) and Vanguard Short-Term Treasury ETF (VGSH). 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.


SPTSVGSHDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.55

1.57

-0.02

Calmar ratioReturn relative to maximum drawdown

4.13

3.90

+0.23

Martin ratioReturn relative to average drawdown

16.52

15.52

+1.01

SPTS vs. VGSH - Sharpe Ratio Comparison

The current SPTS Sharpe Ratio is 2.63, which is comparable to the VGSH Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of SPTS and VGSH, 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


SPTSVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.68

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.93

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

1.11

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.01

-0.52

Drawdowns

SPTS vs. VGSH - Drawdown Comparison

The maximum SPTS drawdown since its inception was -5.83%, roughly equal to the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SPTS and VGSH.


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Drawdown Indicators


SPTSVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-5.83%

-5.70%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-0.88%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.96%

-0.97%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-5.66%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-5.70%

-0.01%

Current Drawdown

Current decline from peak

-0.28%

-0.29%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.72%

-0.60%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.22%

-0.01%

Volatility

SPTS vs. VGSH - Volatility Comparison

SPDR Portfolio Short Term Treasury ETF (SPTS) and Vanguard Short-Term Treasury ETF (VGSH) have volatilities of 0.34% and 0.35%, 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.


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Volatility by Period


SPTSVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

0.35%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

0.88%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.32%

1.29%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

1.97%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.72%

1.57%

+0.15%

SPTS vs. VGSH - Expense Ratio Comparison

Both SPTS and VGSH 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%.


Dividends

SPTS vs. VGSH - Dividend Comparison

SPTS's dividend yield for the trailing twelve months is around 3.91%, more than VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTS
SPDR Portfolio Short Term Treasury ETF
3.91%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


With a correlation of 0.91, SPTS and VGSH 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.

VGSH has higher volatility (0.35%) compared to SPTS (0.34%). In terms of maximum drawdown, SPTS dropped -5.83% vs VGSH's -5.70%.

On 10-year performance, VGSH leads with 1.74% vs 1.67% for SPTS. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGSH has performed better with a 1.74% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTS and VGSH have the same expense ratio: 0.03% per year.

SPTS has the higher dividend yield at 3.91%, compared with 3.87% for VGSH.

Both ETFs track Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: State Street and Vanguard.

VGSH currently has the higher Sharpe Ratio (2.68 vs 2.63), 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.

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