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UTHY vs. SPTS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTHY vs. SPTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and SPDR Portfolio Short Term Treasury ETF (SPTS). The values are adjusted to include any dividend payments, if applicable.

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UTHY vs. SPTS - Yearly Performance Comparison


2026 (YTD)202520242023
UTHY
US Treasury 30 Year Bond ETF
0.25%3.47%-8.07%-2.67%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.29%5.05%4.20%2.67%

Returns By Period

In the year-to-date period, UTHY achieves a 0.25% return, which is significantly lower than SPTS's 0.29% return.


UTHY

1D
0.01%
1M
-3.80%
YTD
0.25%
6M
-0.52%
1Y
-0.70%
3Y*
-3.06%
5Y*
10Y*

SPTS

1D
0.07%
1M
-0.43%
YTD
0.29%
6M
1.46%
1Y
3.83%
3Y*
4.05%
5Y*
1.81%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTHY vs. SPTS - Expense Ratio Comparison

UTHY has a 0.15% expense ratio, which is higher than SPTS'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

UTHY vs. SPTS — Risk / Return Rank

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

UTHY
UTHY Risk / Return Rank: 1111
Overall Rank
UTHY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 99
Sortino Ratio Rank
UTHY Omega Ratio Rank: 99
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1313
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1313
Martin Ratio Rank

SPTS
SPTS Risk / Return Rank: 9797
Overall Rank
SPTS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPTS Omega Ratio Rank: 9797
Omega Ratio Rank
SPTS Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPTS Martin Ratio Rank: 9696
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.

UTHY vs. SPTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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.


UTHYSPTSDifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.58

-2.65

Sortino ratio

Return per unit of downside risk

-0.01

4.09

-4.10

Omega ratio

Gain probability vs. loss probability

1.00

1.55

-0.55

Calmar ratio

Return relative to maximum drawdown

0.03

4.64

-4.62

Martin ratio

Return relative to average drawdown

0.06

17.61

-17.55

UTHY vs. SPTS - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is -0.06, which is lower than the SPTS Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of UTHY and SPTS, 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


UTHYSPTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.58

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.49

-0.67

Correlation

The correlation between UTHY and SPTS is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UTHY vs. SPTS - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.97%, more than SPTS's 3.97% yield.


TTM20252024202320222021202020192018201720162015
UTHY
US Treasury 30 Year Bond ETF
4.97%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTS
SPDR Portfolio Short Term Treasury ETF
3.97%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%

Drawdowns

UTHY vs. SPTS - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for UTHY and SPTS.


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Drawdown Indicators


UTHYSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-5.83%

-16.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-0.84%

-8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-10.91%

-0.43%

-10.48%

Average Drawdown

Average peak-to-trough decline

-10.67%

-1.74%

-8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

0.22%

+4.32%

Volatility

UTHY vs. SPTS - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 3.50% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.50%. This indicates that UTHY's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTHYSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

0.50%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

0.88%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

1.49%

+9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

1.98%

+11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

1.73%

+12.19%