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VUSB vs. SPTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSB vs. SPTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Bond ETF (VUSB) 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

In the year-to-date period, VUSB achieves a 1.39% return, which is significantly lower than SPTU's 1.48% return.


VUSB

1D
-0.02%
1M
0.40%
YTD
1.39%
6M
1.76%
1Y
4.59%
3Y*
5.34%
5Y*
3.43%
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)

VUSB vs. SPTU - Yearly Performance Comparison


Correlation

The correlation between VUSB and SPTU is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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Return for Risk

VUSB vs. SPTU — Risk / Return Rank

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

VUSB
VUSB Risk / Return Rank: 9898
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
VUSB 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.

VUSB vs. SPTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) 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.


VUSBSPTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.44

Calmar ratioReturn relative to maximum drawdown

12.43

Martin ratioReturn relative to average drawdown

71.97

VUSB vs. SPTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUSBSPTUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.14

Sharpe Ratio (All Time)

Calculated using the full available price history

4.09

11.82

-7.73

Drawdowns

VUSB vs. SPTU - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, which is greater than SPTU's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for VUSB and SPTU.


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Drawdown Indicators


VUSBSPTUDifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-0.04%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-1.79%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.00%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

Volatility

VUSB vs. SPTU - Volatility Comparison


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Volatility by Period


VUSBSPTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

0.32%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

0.32%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.82%

0.32%

+0.50%

VUSB vs. SPTU - Expense Ratio Comparison

VUSB has a 0.10% 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

VUSB vs. SPTU - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 4.39%, more than SPTU's 2.36% yield.


PositionTTM20252024202320222021
SPTU
State Street SPDR Portfolio Ultra Short T-Bill ETF
2.36%0.89%0.00%0.00%0.00%0.00%
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%

Frequently Asked Questions


VUSB and SPTU have a correlation of 0.10, 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 0.10% for VUSB.

VUSB has the higher dividend yield at 4.39%, compared with 2.36% for SPTU.

They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.10% for VUSB and 0.05% for SPTU.

Portfolio Optimizer

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