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USTY.L vs. TSY3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USTY.L vs. TSY3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USTY.L achieves a -0.10% return, which is significantly lower than TSY3.L's 0.90% return. Over the past 10 years, USTY.L has underperformed TSY3.L with an annualized return of 0.52%, while TSY3.L has yielded a comparatively higher 1.54% annualized return.


USTY.L

1D
0.47%
1M
-0.69%
6M
-0.39%
YTD
-0.10%
1Y
3.38%
3Y*
1.94%
5Y*
-0.20%
10Y*
0.52%

TSY3.L

1D
0.29%
1M
-0.24%
6M
0.49%
YTD
0.90%
1Y
2.97%
3Y*
3.27%
5Y*
2.37%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USTY.L vs. TSY3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
-0.10%-0.90%2.50%-1.93%-1.98%-1.22%3.99%3.61%6.57%-6.86%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
0.90%-2.01%5.77%-1.64%7.59%0.49%-0.43%0.21%7.82%-8.39%

Correlation

The correlation between USTY.L and TSY3.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.84

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

0.86

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

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.81

The correlation between USTY.L and TSY3.L has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

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Return for Risk

USTY.L vs. TSY3.L — Risk / Return Rank

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

USTY.L
USTY.L Risk / Return Rank: 1919
Overall Rank
USTY.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 1818
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 1919
Martin Ratio Rank

TSY3.L
TSY3.L Risk / Return Rank: 1919
Overall Rank
TSY3.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 1717
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2020
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.

USTY.L vs. TSY3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L). 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.


USTY.LTSY3.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.65

0.66

-0.01

Martin ratioReturn relative to average drawdown

1.49

1.66

-0.17

USTY.L vs. TSY3.L - Sharpe Ratio Comparison

The current USTY.L Sharpe Ratio is 0.54, which is comparable to the TSY3.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of USTY.L and TSY3.L, 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

USTY.L vs. TSY3.L - Drawdown Comparison

The maximum USTY.L drawdown since its inception was -36.73%, smaller than the maximum TSY3.L drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for USTY.L and TSY3.L.


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Drawdown Indicators


USTY.LTSY3.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.73%

-41.41%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-4.48%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-8.14%

-8.93%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-16.38%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.92%

-18.75%

-5.17%

Current Drawdown

Current decline from peak

-18.99%

-8.67%

-10.32%

Average Drawdown

Average peak-to-trough decline

-14.80%

-19.38%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

1.79%

+0.48%

Volatility

USTY.L vs. TSY3.L - Volatility Comparison

SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) has a higher volatility of 1.51% compared to SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) at 1.23%. This indicates that USTY.L's price experiences larger fluctuations and is considered to be riskier than TSY3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTY.LTSY3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.23%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

4.51%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

6.08%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

8.05%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

8.53%

+0.73%

USTY.L vs. TSY3.L - Expense Ratio Comparison

Both USTY.L and TSY3.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

USTY.L vs. TSY3.L - Dividend Comparison

USTY.L's dividend yield for the trailing twelve months is around 3.62%, less than TSY3.L's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.91%4.25%4.06%3.02%0.61%0.56%1.84%2.14%1.78%1.34%0.87%0.80%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
3.62%3.58%2.98%2.23%1.24%0.95%1.91%2.22%1.56%1.63%1.20%1.90%

Frequently Asked Questions


USTY.L and TSY3.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

USTY.L and TSY3.L have the same expense ratio: 0.05% per year.

USTY.L tracks Bloomberg US Treasury Index, while TSY3.L tracks Bloomberg US 1-3 Year Treasury Bond Index.

Portfolio Optimizer

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