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ZTRE vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTRE vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTRE achieves a 0.80% return, which is significantly lower than SPIT's 24.45% return.


ZTRE

1D
-0.04%
1M
-0.06%
6M
0.41%
YTD
0.80%
1Y
3.03%
3Y*
5Y*
10Y*
ALL TIME*
4.76%

SPIT

1D
0.51%
1M
-5.03%
6M
16.23%
YTD
24.45%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$242.68K$282.09K$201.11K
$361.74K$257.68K$173.89K

ZTRE vs. SPIT - Yearly Performance Comparison


Correlation

The correlation between ZTRE and SPIT is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.20

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Return for Risk

ZTRE vs. SPIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZTRE
ZTRE Risk / Return Rank: 7979
Overall Rank
ZTRE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ZTRE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZTRE Omega Ratio Rank: 8484
Omega Ratio Rank
ZTRE Calmar Ratio Rank: 7070
Calmar Ratio Rank
ZTRE Martin Ratio Rank: 7676
Martin Ratio Rank

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZTRE vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and F/m Emerald Special Situations ETF (SPIT). 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.


ZTRESPITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

9.68

ZTRE vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

ZTRE vs. SPIT - Drawdown Comparison

The maximum ZTRE drawdown since its inception was -1.45%, smaller than the maximum SPIT drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for ZTRE and SPIT.


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Drawdown Indicators


ZTRESPITDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-12.49%

+11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

Current Drawdown

Current decline from peak

-0.10%

-7.55%

+7.45%

Average Drawdown

Average peak-to-trough decline

-0.21%

-2.85%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

Volatility

ZTRE vs. SPIT - Volatility Comparison


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Volatility by Period


ZTRESPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

26.59%

-24.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

26.59%

-24.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

26.59%

-24.49%

ZTRE vs. SPIT - Expense Ratio Comparison

ZTRE has a 0.15% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

ZTRE vs. SPIT - Dividend Comparison

ZTRE's dividend yield for the trailing twelve months is around 4.56%, less than SPIT's 5.77% yield.


PositionTTM20252024
SPIT
F/m Emerald Special Situations ETF
5.77%7.18%0.00%
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF
4.23%4.37%0.39%

Frequently Asked Questions


ZTRE and SPIT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZTRE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZTRE is cheaper with a 0.15% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.77%, compared with 4.23% for ZTRE.

ZTRE is categorized as Short-Term Bond, while SPIT is Large Cap Growth Equities. Their fees differ too: 0.15% for ZTRE and 0.89% for SPIT.

Portfolio Optimizer

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