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ULST vs. FISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULST vs. FISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Ultra Short Term Bond ETF (ULST) and SPDR SSGA Fixed Income Sector Rotation ETF (FISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ULST achieves a 1.24% return, which is significantly higher than FISR's -0.13% return.


ULST

1D
-0.02%
1M
0.33%
YTD
1.24%
6M
1.57%
1Y
3.99%
3Y*
4.92%
5Y*
3.51%
10Y*
2.67%

FISR

1D
-0.39%
1M
0.21%
YTD
-0.13%
6M
-0.33%
1Y
4.75%
3Y*
3.27%
5Y*
-0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULST vs. FISR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ULST
State Street Ultra Short Term Bond ETF
1.24%4.80%5.23%5.60%0.87%0.25%1.45%2.23%
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
-0.13%6.32%1.01%5.28%-15.73%-1.70%5.86%6.81%

Correlation

The correlation between ULST and FISR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.47

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

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2019

0.27

Over the past year, ULST and FISR have become more correlated (0.47) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

ULST vs. FISR — Risk / Return Rank

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

ULST
ULST Risk / Return Rank: 9999
Overall Rank
ULST Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ULST Sortino Ratio Rank: 9999
Sortino Ratio Rank
ULST Omega Ratio Rank: 9999
Omega Ratio Rank
ULST Calmar Ratio Rank: 9898
Calmar Ratio Rank
ULST Martin Ratio Rank: 9999
Martin Ratio Rank

FISR
FISR Risk / Return Rank: 3030
Overall Rank
FISR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FISR Sortino Ratio Rank: 3030
Sortino Ratio Rank
FISR Omega Ratio Rank: 2828
Omega Ratio Rank
FISR Calmar Ratio Rank: 3232
Calmar Ratio Rank
FISR Martin Ratio Rank: 3131
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.

ULST vs. FISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Ultra Short Term Bond ETF (ULST) and SPDR SSGA Fixed Income Sector Rotation ETF (FISR). 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.


ULSTFISRDifference
Sharpe ratioReturn per unit of total volatility

+5.05

Sortino ratioReturn per unit of downside risk

+10.68

Omega ratioGain probability vs. loss probability

2.77

1.19

+1.58

Calmar ratioReturn relative to maximum drawdown

16.92

1.56

+15.36

Martin ratioReturn relative to average drawdown

87.49

4.53

+82.96

ULST vs. FISR - Sharpe Ratio Comparison

The current ULST Sharpe Ratio is 6.14, which is higher than the FISR Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ULST and FISR, 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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Sharpe Ratios by Period


ULSTFISRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.14

1.09

+5.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.67

-0.12

+3.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.12

+1.37

Drawdowns

ULST vs. FISR - Drawdown Comparison

The maximum ULST drawdown since its inception was -6.20%, smaller than the maximum FISR drawdown of -20.27%. Use the drawdown chart below to compare losses from any high point for ULST and FISR.


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Drawdown Indicators


ULSTFISRDifference

Max Drawdown

Largest peak-to-trough decline

-6.20%

-20.27%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.24%

-3.06%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-6.60%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-1.22%

-20.10%

+18.88%

Max Drawdown (10Y)

Largest decline over 10 years

-6.20%

Current Drawdown

Current decline from peak

-0.05%

-6.48%

+6.43%

Average Drawdown

Average peak-to-trough decline

-0.16%

-7.70%

+7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

1.05%

-1.00%

Volatility

ULST vs. FISR - Volatility Comparison

The current volatility for State Street Ultra Short Term Bond ETF (ULST) is 0.18%, while SPDR SSGA Fixed Income Sector Rotation ETF (FISR) has a volatility of 1.44%. This indicates that ULST experiences smaller price fluctuations and is considered to be less risky than FISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULSTFISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

1.44%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

3.22%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

4.36%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.96%

6.59%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.45%

6.35%

-4.90%

ULST vs. FISR - Expense Ratio Comparison

ULST has a 0.20% expense ratio, which is lower than FISR's 0.50% expense ratio.


Dividends

ULST vs. FISR - Dividend Comparison

ULST's dividend yield for the trailing twelve months is around 4.29%, more than FISR's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.19%3.97%3.59%3.50%2.19%1.87%2.47%2.99%0.00%0.00%0.00%0.00%
ULST
State Street Ultra Short Term Bond ETF
4.29%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%

Frequently Asked Questions


ULST and FISR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FISR has higher volatility (1.44%) compared to ULST (0.18%). In terms of maximum drawdown, ULST dropped -6.20% vs FISR's -20.27%.

On 5-year performance, ULST leads with 3.51% vs -0.78% for FISR. On fees, ULST is cheaper at 0.20% per year. On volatility, ULST has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ULST has performed better with a 3.51% return vs -0.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULST is cheaper with a 0.20% expense ratio, compared with 0.50% for FISR.

ULST has the higher dividend yield at 4.29%, compared with 4.19% for FISR.

ULST is categorized as Ultrashort Bond, while FISR is Intermediate Core-Plus Bond. Their fees differ too: 0.20% for ULST and 0.50% for FISR.

ULST currently has the higher Sharpe Ratio (6.14 vs 1.09), 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

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