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ULST vs. VUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ULST vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Ultra Short Term Bond ETF (ULST) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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ULST vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ULST
State Street Ultra Short Term Bond ETF
0.64%4.80%5.23%5.60%0.87%0.03%
VUSB
Vanguard Ultra-Short Bond ETF
0.59%5.20%5.68%5.52%-0.36%0.00%

Returns By Period

In the year-to-date period, ULST achieves a 0.64% return, which is significantly higher than VUSB's 0.59% return.


ULST

1D
0.10%
1M
-0.01%
YTD
0.64%
6M
1.68%
1Y
4.08%
3Y*
4.98%
5Y*
3.42%
10Y*
2.64%

VUSB

1D
0.09%
1M
-0.12%
YTD
0.59%
6M
1.76%
1Y
4.48%
3Y*
5.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ULST vs. VUSB - Expense Ratio Comparison

ULST has a 0.20% expense ratio, which is higher than VUSB's 0.10% 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%.


Return for Risk

ULST vs. VUSB — 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: 9999
Sharpe Ratio Rank
ULST Sortino Ratio Rank: 9999
Sortino Ratio Rank
ULST Omega Ratio Rank: 9999
Omega Ratio Rank
ULST Calmar Ratio Rank: 9999
Calmar Ratio Rank
ULST Martin Ratio Rank: 9999
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9999
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9999
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. VUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Ultra Short Term Bond ETF (ULST) and Vanguard Ultra-Short Bond ETF (VUSB). 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.


ULSTVUSBDifference

Sharpe ratio

Return per unit of total volatility

5.05

5.84

-0.79

Sortino ratio

Return per unit of downside risk

9.61

9.33

+0.29

Omega ratio

Gain probability vs. loss probability

2.43

2.86

-0.43

Calmar ratio

Return relative to maximum drawdown

11.10

9.75

+1.35

Martin ratio

Return relative to average drawdown

68.31

50.27

+18.04

ULST vs. VUSB - Sharpe Ratio Comparison

The current ULST Sharpe Ratio is 5.05, which is comparable to the VUSB Sharpe Ratio of 5.84. The chart below compares the historical Sharpe Ratios of ULST and VUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ULSTVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.05

5.84

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

4.00

-2.53

Correlation

The correlation between ULST and VUSB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ULST vs. VUSB - Dividend Comparison

ULST's dividend yield for the trailing twelve months is around 4.38%, less than VUSB's 4.53% yield.


TTM20252024202320222021202020192018201720162015
ULST
State Street Ultra Short Term Bond ETF
4.38%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%
VUSB
Vanguard Ultra-Short Bond ETF
4.53%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ULST vs. VUSB - Drawdown Comparison

The maximum ULST drawdown since its inception was -6.20%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for ULST and VUSB.


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Drawdown Indicators


ULSTVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-6.20%

-1.79%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

-0.46%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-6.20%

Current Drawdown

Current decline from peak

-0.01%

-0.12%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.28%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

0.09%

-0.03%

Volatility

ULST vs. VUSB - Volatility Comparison

The current volatility for State Street Ultra Short Term Bond ETF (ULST) is 0.25%, while Vanguard Ultra-Short Bond ETF (VUSB) has a volatility of 0.37%. This indicates that ULST experiences smaller price fluctuations and is considered to be less risky than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULSTVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.37%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.42%

0.49%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

0.77%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.96%

0.83%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.47%

0.83%

+0.64%