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SPYV vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYV vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 Value ETF (SPYV) 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, SPYV achieves a 8.25% return, which is significantly higher than VGSH's 0.57% return. Over the past 10 years, SPYV has outperformed VGSH with an annualized return of 12.08%, while VGSH has yielded a comparatively lower 1.73% annualized return.


SPYV

1D
0.69%
1M
1.59%
YTD
8.25%
6M
8.02%
1Y
21.87%
3Y*
15.13%
5Y*
10.98%
10Y*
12.08%

VGSH

1D
-0.03%
1M
0.16%
YTD
0.57%
6M
0.83%
1Y
3.36%
3Y*
4.25%
5Y*
1.83%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYV vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYV
SPDR Portfolio S&P 500 Value ETF
8.25%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%
VGSH
Vanguard Short-Term Treasury ETF
0.57%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

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


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

0.19

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

0.09

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

0.07

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

-0.16

The correlation between SPYV and VGSH shifts across timeframes, from -0.16 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYV vs. VGSH — Risk / Return Rank

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

SPYV
SPYV Risk / Return Rank: 7575
Overall Rank
SPYV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7373
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPYV Martin Ratio Rank: 7777
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8484
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.

SPYV vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) 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.

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.


SPYVVGSHDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.37

1.55

-0.18

Calmar ratioReturn relative to maximum drawdown

3.33

3.76

-0.42

Martin ratioReturn relative to average drawdown

12.73

14.67

-1.95

SPYV vs. VGSH - Sharpe Ratio Comparison

The current SPYV Sharpe Ratio is 2.08, which is comparable to the VGSH Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of SPYV 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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Drawdowns

SPYV vs. VGSH - Drawdown Comparison

The maximum SPYV drawdown since its inception was -58.45%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SPYV and VGSH.


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Drawdown Indicators


SPYVVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-58.45%

-5.70%

-52.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-0.88%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

-0.97%

-16.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-5.66%

-12.23%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-5.70%

-31.19%

Current Drawdown

Current decline from peak

-0.18%

-0.21%

+0.03%

Average Drawdown

Average peak-to-trough decline

-8.71%

-0.60%

-8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.23%

+1.40%

Volatility

SPYV vs. VGSH - Volatility Comparison

SPDR Portfolio S&P 500 Value ETF (SPYV) has a higher volatility of 2.70% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.37%. This indicates that SPYV's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYVVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

0.37%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

0.90%

+6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

1.28%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

1.97%

+12.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

1.58%

+15.36%

SPYV vs. VGSH - Expense Ratio Comparison

SPYV has a 0.04% expense ratio, which is higher than VGSH's 0.03% 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%.


Dividends

SPYV vs. VGSH - Dividend Comparison

SPYV's dividend yield for the trailing twelve months is around 1.68%, less than VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYV
SPDR Portfolio S&P 500 Value ETF
1.68%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%
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


SPYV and VGSH 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.

SPYV has higher volatility (2.70%) compared to VGSH (0.37%). In terms of maximum drawdown, SPYV dropped -58.45% vs VGSH's -5.70%.

On 10-year performance, SPYV leads with 12.08% vs 1.73% for VGSH. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPYV has performed better with a 12.08% return vs 1.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.04% for SPYV.

VGSH has the higher dividend yield at 3.87%, compared with 1.68% for SPYV.

SPYV is categorized as S&P 500, while VGSH is Government Bonds. SPYV tracks S&P 500 Value Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.04% for SPYV and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.61 vs 2.08), 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.

Portfolio Optimizer

Find the right allocation for SPYV and VGSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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