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USSH vs. SPTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USSH vs. SPTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and SPDR Portfolio Long Term Treasury ETF (SPTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USSH achieves a 0.70% return, which is significantly higher than SPTL's -3.28% return.


USSH

1D
-0.04%
1M
0.05%
6M
0.48%
YTD
0.70%
1Y
2.44%
3Y*
5Y*
10Y*
ALL TIME*
4.02%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$141.08M$126.11M$146.73M
$33.16K$50.11K$69.36K

USSH vs. SPTL - Yearly Performance Comparison


2026 (YTD)20252024
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
0.70%5.00%3.87%
SPTL
SPDR Portfolio Long Term Treasury ETF
-3.28%5.28%-2.96%

Correlation

The correlation between USSH and SPTL is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2024

0.68

The correlation between USSH and SPTL has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

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Return for Risk

USSH vs. SPTL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USSH
USSH Risk / Return Rank: 9090
Overall Rank
USSH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
USSH Sortino Ratio Rank: 9393
Sortino Ratio Rank
USSH Omega Ratio Rank: 9292
Omega Ratio Rank
USSH Calmar Ratio Rank: 8686
Calmar Ratio Rank
USSH Martin Ratio Rank: 8787
Martin Ratio Rank

SPTL
SPTL Risk / Return Rank: 1010
Overall Rank
SPTL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 99
Sortino Ratio Rank
SPTL Omega Ratio Rank: 99
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USSH vs. SPTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) 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.


USSHSPTLDifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

3.41

-0.06

+3.47

Martin ratioReturn relative to average drawdown

12.82

-0.14

+12.96

USSH vs. SPTL - Sharpe Ratio Comparison

The current USSH Sharpe Ratio is 2.25, which is higher than the SPTL Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of USSH and SPTL, 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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Drawdowns

USSH vs. SPTL - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, smaller than the maximum SPTL drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for USSH and SPTL.


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Drawdown Indicators


USSHSPTLDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-46.20%

+45.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-7.09%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-41.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

Current Drawdown

Current decline from peak

-0.05%

-38.71%

+38.66%

Average Drawdown

Average peak-to-trough decline

-0.20%

-14.43%

+14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

3.21%

-2.98%

Volatility

USSH vs. SPTL - Volatility Comparison

The current volatility for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) is 0.36%, while SPDR Portfolio Long Term Treasury ETF (SPTL) has a volatility of 2.26%. This indicates that USSH 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.


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Volatility by Period


USSHSPTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

2.26%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

6.39%

-5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

8.51%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

14.50%

-12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

13.88%

-12.35%

USSH vs. SPTL - Expense Ratio Comparison

USSH 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

USSH vs. SPTL - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.65%, less than SPTL's 4.35% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
3.65%3.67%3.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USSH and SPTL have a correlation of 0.67, 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 USSH (0.36%). In terms of maximum drawdown, USSH dropped -1.01% vs SPTL's -46.20%.

On 1-year performance, USSH leads with 2.44% vs -1.73% for SPTL. On fees, SPTL is cheaper at 0.03% per year. On volatility, USSH has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USSH has performed better with a 2.44% return vs -1.73%. 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 USSH.

SPTL has the higher dividend yield at 3.99%, compared with 3.65% for USSH.

USSH tracks Bloomberg US Treasury 1-3 Year Laddered Index, while SPTL tracks Bloomberg Long U.S. Treasury Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.15% for USSH and 0.03% for SPTL.

USSH currently has the higher Sharpe Ratio (2.25 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.

Portfolio Optimizer

Find the right allocation for USSH and SPTL

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