SPTU vs. YFYA

Last updated Jun 24, 2026

SPTU (State Street SPDR Portfolio Ultra Short T-Bill ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. SPTU is passively managed, while YFYA is actively managed. At a 0.19 correlation, their price movements are largely independent. SPTU charges 0.05%/yr vs 1.16%/yr for YFYA.

Performance

SPTU vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SPTU having a 1.66% return and YFYA slightly higher at 1.67%.

SPTU

• 1D: 0.03%
• 1M: 0.29%
• YTD: 1.66%
• 6M: 1.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.10%
• 1M: 0.31%
• YTD: 1.67%
• 6M: 1.66%
• 1Y: 4.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTU vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
SPTU State Street SPDR Portfolio Ultra Short T-Bill ETF	1.66%	0.87%
YFYA Yields for You Income Strategy A ETF	1.67%	0.85%

Correlation

The correlation between SPTU and YFYA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 8, 2025	0.19

Return for Risk

SPTU vs. YFYA — Risk / Return Rank

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

SPTU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

YFYA

YFYA Risk / Return Rank: 52
YFYA Sharpe Ratio Rank: 37
YFYA Sortino Ratio Rank: 37
YFYA Omega Ratio Rank: 55
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 69

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.

SPTU vs. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU) and Yields for You Income Strategy A ETF (YFYA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SPTU	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.23	—
Sortino ratio: Return per unit of downside risk	—	1.79	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.79	—
Martin ratio: Return relative to average drawdown	—	11.59	—

Drawdowns

SPTU vs. YFYA - Drawdown Comparison

The maximum SPTU drawdown since its inception was -0.04%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for SPTU and YFYA.

Drawdown Indicators

	SPTU	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-0.04%	-2.29%	+2.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.61%	—
Current Drawdown Current decline from peak	0.00%	-0.66%	+0.66%
Average Drawdown Average peak-to-trough decline	-0.00%	-0.35%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.39%	—

Volatility

Volatility by Period

	SPTU	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.33%	3.66%	-3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.33%	3.59%	-3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.33%	3.59%	-3.26%

SPTU vs. YFYA - Expense Ratio Comparison

SPTU has a 0.05% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

SPTU vs. YFYA - Dividend Comparison

SPTU's dividend yield for the trailing twelve months is around 2.36%, less than YFYA's 5.17% yield.

Position	TTM	2025
SPTU State Street SPDR Portfolio Ultra Short T-Bill ETF	2.36%	0.89%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%

Frequently Asked Questions

Can I hold both SPTU and YFYA in my portfolio?

SPTU and YFYA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPTU or YFYA?

On fees, SPTU is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPTU or YFYA?

SPTU is cheaper with a 0.05% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, SPTU or YFYA?

YFYA has the higher dividend yield at 5.17%, compared with 2.36% for SPTU.

What is the main difference between SPTU and YFYA?

They also come from different issuers: State Street and Teucrium. Their fees differ too: 0.05% for SPTU and 1.16% for YFYA.