STOT vs. SPTS
STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) and SPTS (SPDR Portfolio Short Term Treasury ETF) are both exchange-traded funds - STOT is a Short-Term Bond fund tracking the Bloomberg U.S. Aggregate 1-3 Year Index, while SPTS is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Both are passively managed. Over the past 10 years, STOT returned 2.43%/yr vs 1.67%/yr for SPTS. At a 0.46 correlation, their price movements are largely independent. STOT charges 0.45%/yr vs 0.03%/yr for SPTS.
Performance
STOT vs. SPTS - Performance Comparison
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Returns By Period
In the year-to-date period, STOT achieves a 0.97% return, which is significantly higher than SPTS's 0.45% return. Over the past 10 years, STOT has outperformed SPTS with an annualized return of 2.43%, while SPTS has yielded a comparatively lower 1.67% annualized return.
STOT
- 1D
- -0.04%
- 1M
- 0.18%
- YTD
- 0.97%
- 6M
- 1.26%
- 1Y
- 4.20%
- 3Y*
- 5.32%
- 5Y*
- 2.81%
- 10Y*
- 2.43%
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%
STOT vs. SPTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.97% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | 1.71% |
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% |
Correlation
The correlation between STOT and SPTS is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2016 | 0.46 |
Over the past year, STOT and SPTS have become more correlated (0.73) than their long-term average of 0.46, meaning their price movements have been converging.
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Return for Risk
STOT vs. SPTS — Risk / Return Rank
STOT
SPTS
STOT vs. SPTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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.
| STOT | SPTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.55 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 5.52 | 4.13 | +1.39 |
| Martin ratioReturn relative to average drawdown | 24.02 | 16.52 | +7.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STOT | SPTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.81 | 2.63 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.63 | 0.92 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.98 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.49 | +0.62 |
Drawdowns
STOT vs. SPTS - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, roughly equal to the maximum SPTS drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for STOT and SPTS.
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Drawdown Indicators
| STOT | SPTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.07% | -5.83% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -0.84% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -0.76% | -0.96% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -6.07% | -5.71% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -6.07% | -5.71% | -0.36% |
Current DrawdownCurrent decline from peak | -0.07% | -0.28% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -1.72% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.21% | -0.03% |
Volatility
STOT vs. SPTS - Volatility Comparison
State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and SPDR Portfolio Short Term Treasury ETF (SPTS) have volatilities of 0.33% and 0.34%, 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
| STOT | SPTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 0.34% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 0.86% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.11% | 1.32% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 1.98% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 1.72% | +0.48% |
STOT vs. SPTS - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than SPTS's 0.03% expense ratio.
Dividends
STOT vs. SPTS - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 4.41%, more than SPTS's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% | 0.00% |
Frequently Asked Questions
STOT and SPTS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPTS has higher volatility (0.34%) compared to STOT (0.33%). In terms of maximum drawdown, STOT dropped -6.07% vs SPTS's -5.83%.
On 10-year performance, STOT leads with 2.43% vs 1.67% for SPTS. On fees, SPTS is cheaper at 0.03% per year. 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, STOT has performed better with a 2.43% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPTS is cheaper with a 0.03% expense ratio, compared with 0.45% for STOT.
STOT has the higher dividend yield at 4.41%, compared with 3.91% for SPTS.
STOT is categorized as Short-Term Bond, while SPTS is Government Bonds. STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index, while SPTS tracks Bloomberg U.S. Treasury 1-3 Year Index. Their fees differ too: 0.45% for STOT and 0.03% for SPTS.
STOT currently has the higher Sharpe Ratio (3.81 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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