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ULST vs. VUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, ULST achieves a 1.24% return, which is significantly lower than VUSB's 1.39% 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%

VUSB

1D
-0.02%
1M
0.40%
YTD
1.39%
6M
1.76%
1Y
4.59%
3Y*
5.34%
5Y*
3.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULST vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ULST
State Street Ultra Short Term Bond ETF
1.24%4.80%5.23%5.60%0.87%0.03%
VUSB
Vanguard Ultra-Short Bond ETF
1.39%5.20%5.68%5.52%-0.36%0.00%

Correlation

The correlation between ULST and VUSB is 0.51, 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

0.51

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

0.54

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

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.44

The correlation between ULST and VUSB has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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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: 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

VUSB
VUSB Risk / Return Rank: 9898
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: 9797
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9898
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 ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

2.77

3.44

-0.66

Calmar ratioReturn relative to maximum drawdown

16.92

12.43

+4.48

Martin ratioReturn relative to average drawdown

87.49

71.97

+15.52

ULST vs. VUSB - Sharpe Ratio Comparison

The current ULST Sharpe Ratio is 6.14, which is comparable to the VUSB Sharpe Ratio of 7.10. The chart below compares the historical Sharpe Ratios of ULST and VUSB, 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


ULSTVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.14

7.10

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.67

4.14

-0.48

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

4.09

-2.59

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

-0.24%

-0.37%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-0.46%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-1.22%

-1.79%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-6.20%

Current Drawdown

Current decline from peak

-0.05%

-0.02%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.27%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.06%

-0.01%

Volatility

ULST vs. VUSB - Volatility Comparison

State Street Ultra Short Term Bond ETF (ULST) and Vanguard Ultra-Short Bond ETF (VUSB) have volatilities of 0.18% and 0.18%, 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


ULSTVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.18%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

0.52%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

0.65%

0.00%

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

1.45%

0.82%

+0.63%

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%.


Dividends

ULST vs. VUSB - Dividend Comparison

ULST's dividend yield for the trailing twelve months is around 4.29%, less than VUSB's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ULST and VUSB have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUSB has higher volatility (0.18%) compared to ULST (0.18%). In terms of maximum drawdown, ULST dropped -6.20% vs VUSB's -1.79%.

On 5-year performance, ULST leads with 3.51% vs 3.43% for VUSB. On fees, VUSB is cheaper at 0.10% per year. Their volatility is very similar. 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 3.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUSB is cheaper with a 0.10% expense ratio, compared with 0.20% for ULST.

VUSB has the higher dividend yield at 4.39%, compared with 4.29% for ULST.

They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.20% for ULST and 0.10% for VUSB.

VUSB currently has the higher Sharpe Ratio (7.10 vs 6.14), 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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