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SPTS vs. XTRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTS vs. XTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Short Term Treasury ETF (SPTS) and Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE). The values are adjusted to include any dividend payments, if applicable.

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SPTS vs. XTRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPTS
SPDR Portfolio Short Term Treasury ETF
0.29%5.05%4.20%4.27%0.14%
XTRE
Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF
0.11%6.05%3.05%4.44%0.03%

Returns By Period

In the year-to-date period, SPTS achieves a 0.29% return, which is significantly higher than XTRE's 0.11% 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%

XTRE

1D
0.10%
1M
-0.97%
YTD
0.11%
6M
1.24%
1Y
3.90%
3Y*
3.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTS vs. XTRE - Expense Ratio Comparison

SPTS has a 0.03% expense ratio, which is lower than XTRE's 0.05% 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%.


Return for Risk

SPTS vs. XTRE — 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

XTRE
XTRE Risk / Return Rank: 8383
Overall Rank
XTRE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XTRE Omega Ratio Rank: 7979
Omega Ratio Rank
XTRE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XTRE Martin Ratio Rank: 8080
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. XTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Treasury ETF (SPTS) and Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE). 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.


SPTSXTREDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.63

+0.96

Sortino ratio

Return per unit of downside risk

4.09

2.50

+1.59

Omega ratio

Gain probability vs. loss probability

1.55

1.31

+0.24

Calmar ratio

Return relative to maximum drawdown

4.64

2.61

+2.03

Martin ratio

Return relative to average drawdown

17.61

8.99

+8.63

SPTS vs. XTRE - Sharpe Ratio Comparison

The current SPTS Sharpe Ratio is 2.58, which is higher than the XTRE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SPTS and XTRE, 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


SPTSXTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.63

+0.96

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

1.15

-0.66

Correlation

The correlation between SPTS and XTRE is 0.93, 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

SPTS vs. XTRE - Dividend Comparison

SPTS's dividend yield for the trailing twelve months is around 3.97%, more than XTRE's 3.89% 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%
XTRE
Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF
3.89%3.85%4.19%3.97%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPTS vs. XTRE - Drawdown Comparison

The maximum SPTS drawdown since its inception was -5.83%, which is greater than XTRE's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for SPTS and XTRE.


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Drawdown Indicators


SPTSXTREDifference

Max Drawdown

Largest peak-to-trough decline

-5.83%

-2.89%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-1.53%

+0.69%

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%

-0.97%

+0.54%

Average Drawdown

Average peak-to-trough decline

-1.74%

-0.82%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.44%

-0.22%

Volatility

SPTS vs. XTRE - Volatility Comparison

The current volatility for SPDR Portfolio Short Term Treasury ETF (SPTS) is 0.50%, while Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) has a volatility of 0.84%. This indicates that SPTS experiences smaller price fluctuations and is considered to be less risky than XTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTSXTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.84%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

1.44%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

2.41%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

3.37%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.73%

3.37%

-1.64%