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VNLA vs. SPTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNLA vs. SPTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Short Duration Income ETF (VNLA) and State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VNLA having a 1.43% return and SPTU slightly higher at 1.48%.


VNLA

1D
0.02%
1M
0.37%
YTD
1.43%
6M
1.85%
1Y
4.75%
3Y*
5.76%
5Y*
3.79%
10Y*

SPTU

1D
0.00%
1M
0.31%
YTD
1.48%
6M
1.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNLA vs. SPTU - Yearly Performance Comparison


Correlation

The correlation between VNLA and SPTU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.26

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Return for Risk

VNLA vs. SPTU — Risk / Return Rank

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

VNLA
VNLA Risk / Return Rank: 9898
Overall Rank
VNLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VNLA Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNLA Omega Ratio Rank: 9999
Omega Ratio Rank
VNLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
VNLA Martin Ratio Rank: 9898
Martin Ratio Rank

SPTU
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.

VNLA vs. SPTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Short Duration Income ETF (VNLA) and State Street SPDR Portfolio Ultra Short T-Bill ETF (SPTU). 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.


VNLASPTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.58

Calmar ratioReturn relative to maximum drawdown

11.15

Martin ratioReturn relative to average drawdown

57.27

VNLA vs. SPTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VNLASPTUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.66

Sharpe Ratio (All Time)

Calculated using the full available price history

2.10

11.82

-9.73

Drawdowns

VNLA vs. SPTU - Drawdown Comparison

The maximum VNLA drawdown since its inception was -4.49%, which is greater than SPTU's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for VNLA and SPTU.


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Drawdown Indicators


VNLASPTUDifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

-0.04%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.00%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

Volatility

VNLA vs. SPTU - Volatility Comparison


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Volatility by Period


VNLASPTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

0.32%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

0.32%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

0.32%

+1.10%

VNLA vs. SPTU - Expense Ratio Comparison

VNLA has a 0.23% expense ratio, which is higher than SPTU's 0.05% 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

VNLA vs. SPTU - Dividend Comparison

VNLA's dividend yield for the trailing twelve months is around 4.78%, more than SPTU's 2.36% yield.


PositionTTM2025202420232022202120202019201820172016
SPTU
State Street SPDR Portfolio Ultra Short T-Bill ETF
2.36%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNLA
Janus Henderson Short Duration Income ETF
4.78%4.84%4.97%3.95%4.35%1.67%1.21%3.13%2.43%1.79%0.08%

Frequently Asked Questions


VNLA and SPTU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPTU is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPTU is cheaper with a 0.05% expense ratio, compared with 0.23% for VNLA.

VNLA has the higher dividend yield at 4.78%, compared with 2.36% for SPTU.

VNLA tracks FTSE 3-Month U.S. Treasury Bill Index, while SPTU tracks ICE BofA US Treasury Bill Index. They also come from different issuers: Janus Henderson and State Street. Their fees differ too: 0.23% for VNLA and 0.05% for SPTU.

Portfolio Optimizer

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