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USVN vs. SPTL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USVN vs. SPTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 7 Year Note ETF (USVN) and SPDR Portfolio Long Term Treasury ETF (SPTL). The values are adjusted to include any dividend payments, if applicable.

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USVN vs. SPTL - Yearly Performance Comparison


2026 (YTD)202520242023
USVN
US Treasury 7 Year Note ETF
-0.10%7.66%0.03%0.67%
SPTL
SPDR Portfolio Long Term Treasury ETF
0.01%5.28%-6.23%-1.83%

Returns By Period

In the year-to-date period, USVN achieves a -0.10% return, which is significantly lower than SPTL's 0.01% return.


USVN

1D
0.27%
1M
-2.08%
YTD
-0.10%
6M
0.87%
1Y
3.90%
3Y*
2.59%
5Y*
10Y*

SPTL

1D
0.04%
1M
-3.93%
YTD
0.01%
6M
-0.43%
1Y
0.50%
3Y*
-1.55%
5Y*
-4.88%
10Y*
-0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USVN vs. SPTL - Expense Ratio Comparison

USVN 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%.


Return for Risk

USVN vs. SPTL — Risk / Return Rank

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

USVN
USVN Risk / Return Rank: 4343
Overall Rank
USVN Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 4343
Sortino Ratio Rank
USVN Omega Ratio Rank: 3434
Omega Ratio Rank
USVN Calmar Ratio Rank: 5454
Calmar Ratio Rank
USVN Martin Ratio Rank: 4141
Martin Ratio Rank

SPTL
SPTL Risk / Return Rank: 1414
Overall Rank
SPTL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPTL Omega Ratio Rank: 1212
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1515
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.

USVN vs. SPTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) 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.


USVNSPTLDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.05

+0.77

Sortino ratio

Return per unit of downside risk

1.22

0.14

+1.08

Omega ratio

Gain probability vs. loss probability

1.14

1.02

+0.13

Calmar ratio

Return relative to maximum drawdown

1.41

0.16

+1.25

Martin ratio

Return relative to average drawdown

3.92

0.34

+3.58

USVN vs. SPTL - Sharpe Ratio Comparison

The current USVN Sharpe Ratio is 0.82, which is higher than the SPTL Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of USVN and SPTL, 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


USVNSPTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.05

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.24

+0.22

Correlation

The correlation between USVN and SPTL is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USVN vs. SPTL - Dividend Comparison

USVN's dividend yield for the trailing twelve months is around 4.08%, less than SPTL's 4.15% yield.


TTM20252024202320222021202020192018201720162015
USVN
US Treasury 7 Year Note ETF
4.08%3.81%4.07%2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTL
SPDR Portfolio Long Term Treasury ETF
4.15%4.12%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%

Drawdowns

USVN vs. SPTL - Drawdown Comparison

The maximum USVN drawdown since its inception was -8.27%, smaller than the maximum SPTL drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for USVN and SPTL.


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Drawdown Indicators


USVNSPTLDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-46.20%

+37.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-8.44%

+5.46%

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

-2.08%

-36.62%

+34.54%

Average Drawdown

Average peak-to-trough decline

-2.35%

-14.03%

+11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

3.84%

-2.77%

Volatility

USVN vs. SPTL - Volatility Comparison

The current volatility for US Treasury 7 Year Note ETF (USVN) is 1.69%, while SPDR Portfolio Long Term Treasury ETF (SPTL) has a volatility of 3.50%. This indicates that USVN 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


USVNSPTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.50%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

6.01%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

10.34%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

14.65%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

13.98%

-8.11%