UFIV vs. SPTL
UFIV (F/m US Treasury 5 Year Note ETF) and SPTL (SPDR Portfolio Long Term Treasury ETF) are both Government Bonds funds - UFIV tracks the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross while SPTL tracks the Bloomberg Long U.S. Treasury Index. Both are passively managed. Over the past 3 years, UFIV returned 3.42%/yr vs -0.59%/yr for SPTL. Their correlation of 0.85 means they have usually moved in the same direction. UFIV charges 0.15%/yr vs 0.03%/yr for SPTL.
Performance
UFIV vs. SPTL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UFIV achieves a -0.91% return, which is significantly higher than SPTL's -3.28% return.
UFIV
- 1D
- -0.20%
- 1M
- -0.63%
- 6M
- -0.93%
- YTD
- -0.91%
- 1Y
- 0.67%
- 3Y*
- 3.42%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.61%
SPTL
- 1D
- -0.67%
- 1M
- -3.50%
- 6M
- -3.17%
- YTD
- -3.28%
- 1Y
- -1.73%
- 3Y*
- -0.59%
- 5Y*
- -7.09%
- 10Y*
- -1.81%
- ALL TIME*
- 3.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $141.08M | $126.11M | $146.73M | |
| $406.18K | $300.38K | $296.57K |
UFIV vs. SPTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UFIV F/m US Treasury 5 Year Note ETF | -0.91% | 6.89% | 1.09% | 1.80% |
SPTL SPDR Portfolio Long Term Treasury ETF | -3.28% | 5.28% | -6.23% | -1.73% |
Correlation
The correlation between UFIV and SPTL is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2023 | 0.85 |
The correlation between UFIV and SPTL has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UFIV vs. SPTL — Risk / Return Rank
UFIV
SPTL
UFIV vs. SPTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 5 Year Note ETF (UFIV) and SPDR Portfolio Long Term Treasury ETF (SPTL). 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.
| UFIV | SPTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.06 | +0.66 |
| Martin ratioReturn relative to average drawdown | 1.34 | -0.14 | +1.48 |
Loading charts...
Drawdowns
UFIV vs. SPTL - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.63%, smaller than the maximum SPTL drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for UFIV and SPTL.
Loading charts...
Drawdown Indicators
| UFIV | SPTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -46.20% | +40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -7.09% | +4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -4.03% | -13.39% | +9.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.20% | — |
Current DrawdownCurrent decline from peak | -2.38% | -38.71% | +36.33% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -14.43% | +12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 3.21% | -2.00% |
Volatility
UFIV vs. SPTL - Volatility Comparison
The current volatility for F/m US Treasury 5 Year Note ETF (UFIV) is 0.82%, while SPDR Portfolio Long Term Treasury ETF (SPTL) has a volatility of 2.26%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than SPTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UFIV | SPTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 2.26% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 6.39% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 8.51% | -5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 14.50% | -10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.33% | 13.88% | -9.55% |
UFIV vs. SPTL - Expense Ratio Comparison
UFIV has a 0.15% expense ratio, which is higher than SPTL'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
UFIV vs. SPTL - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 3.93%, less than SPTL's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTL SPDR Portfolio Long Term Treasury ETF | 3.99% | 4.12% | 4.03% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% |
UFIV F/m US Treasury 5 Year Note ETF | 3.62% | 3.66% | 4.00% | 2.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UFIV and SPTL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPTL has higher volatility (2.26%) compared to UFIV (0.82%). In terms of maximum drawdown, UFIV dropped -5.63% vs SPTL's -46.20%.
On 3-year performance, UFIV leads with 3.42% vs -0.59% for SPTL. On fees, SPTL is cheaper at 0.03% per year. On volatility, UFIV has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, UFIV has performed better with a 3.42% return vs -0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPTL is cheaper with a 0.03% expense ratio, compared with 0.15% for UFIV.
SPTL has the higher dividend yield at 3.99%, compared with 3.62% for UFIV.
UFIV tracks ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross, while SPTL tracks Bloomberg Long U.S. Treasury Index. They also come from different issuers: US Benchmark Series and State Street. Their fees differ too: 0.15% for UFIV and 0.03% for SPTL.
UFIV currently has the higher Sharpe Ratio (0.51 vs -0.05), 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.
Find the right allocation for UFIV and SPTL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer