PortfoliosLab logoPortfoliosLab logo
ULST vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULST vs. XLV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ULST achieves a 1.57% return, which is significantly lower than XLV's 3.13% return. Over the past 10 years, ULST has underperformed XLV with an annualized return of 2.68%, while XLV has yielded a comparatively higher 9.71% annualized return.


ULST

1D
0.04%
1M
0.24%
6M
1.48%
YTD
1.57%
1Y
3.82%
3Y*
4.85%
5Y*
3.57%
10Y*
2.68%

XLV

1D
-1.93%
1M
3.37%
6M
1.85%
YTD
3.13%
1Y
19.27%
3Y*
8.12%
5Y*
6.00%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULST vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULST
State Street Ultra Short Term Bond ETF
1.57%4.80%5.23%5.60%0.87%0.25%1.45%3.23%2.04%1.19%
XLV
State Street Health Care Select Sector SPDR ETF
3.13%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Correlation

The correlation between ULST and XLV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.09

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.02

The correlation between ULST and XLV shifts across timeframes, from 0.02 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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

ULST vs. XLV — 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

XLV
XLV Risk / Return Rank: 4242
Overall Rank
XLV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 4848
Sortino Ratio Rank
XLV Omega Ratio Rank: 4040
Omega Ratio Rank
XLV Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLV Martin Ratio Rank: 3636
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. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Ultra Short Term Bond ETF (ULST) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


ULSTXLVDifference
Sharpe ratioReturn per unit of total volatility

+4.65

Sortino ratioReturn per unit of downside risk

+9.41

Omega ratioGain probability vs. loss probability

2.68

1.22

+1.46

Calmar ratioReturn relative to maximum drawdown

16.23

1.85

+14.38

Martin ratioReturn relative to average drawdown

84.13

4.38

+79.75

ULST vs. XLV - Sharpe Ratio Comparison

The current ULST Sharpe Ratio is 5.87, which is higher than the XLV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ULST and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ULST vs. XLV - Drawdown Comparison

The maximum ULST drawdown since its inception was -6.20%, smaller than the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for ULST and XLV.


Loading charts...

Drawdown Indicators


ULSTXLVDifference

Max Drawdown

Largest peak-to-trough decline

-6.20%

-39.17%

+32.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.24%

-10.47%

+10.23%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-17.11%

+16.57%

Max Drawdown (5Y)

Largest decline over 5 years

-1.22%

-17.11%

+15.89%

Max Drawdown (10Y)

Largest decline over 10 years

-6.20%

-28.40%

+22.20%

Current Drawdown

Current decline from peak

-0.00%

-3.74%

+3.74%

Average Drawdown

Average peak-to-trough decline

-0.16%

-7.10%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

4.42%

-4.37%

Volatility

ULST vs. XLV - Volatility Comparison

The current volatility for State Street Ultra Short Term Bond ETF (ULST) is 0.17%, while State Street Health Care Select Sector SPDR ETF (XLV) has a volatility of 6.14%. This indicates that ULST experiences smaller price fluctuations and is considered to be less risky than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ULSTXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

6.14%

-5.97%

Volatility (6M)

Calculated over the trailing 6-month period

0.44%

11.69%

-11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

15.85%

-15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.97%

14.96%

-13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

16.62%

-15.19%

ULST vs. XLV - Expense Ratio Comparison

ULST has a 0.20% expense ratio, which is higher than XLV's 0.08% 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. XLV - Dividend Comparison

ULST's dividend yield for the trailing twelve months is around 4.24%, more than XLV's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
ULST
State Street Ultra Short Term Bond ETF
4.24%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%
XLV
State Street Health Care Select Sector SPDR ETF
1.60%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions


ULST and XLV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLV has higher volatility (6.14%) compared to ULST (0.17%). In terms of maximum drawdown, ULST dropped -6.20% vs XLV's -39.17%.

On 10-year performance, XLV leads with 9.71% vs 2.68% for ULST. On fees, XLV is cheaper at 0.08% per year. On volatility, ULST has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLV has performed better with a 9.71% return vs 2.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLV is cheaper with a 0.08% expense ratio, compared with 0.20% for ULST.

ULST has the higher dividend yield at 4.24%, compared with 1.60% for XLV.

ULST is categorized as Ultrashort Bond, while XLV is Health & Biotech Equities. ULST tracks Bloomberg US Treasury Bellwether 3 Month Index, while XLV tracks Health Care Select Sector Index. Their fees differ too: 0.20% for ULST and 0.08% for XLV.

ULST currently has the higher Sharpe Ratio (5.87 vs 1.22), 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

Find the right allocation for ULST and XLV

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