Snapshot*
Top 10 Holdings
What is SPTS?
The SPDR Portfolio Short Term Treasury ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg 1-3 Year U.S. Treasury Index (the "Index"). The Bloomberg 1-5 Year U.S. Treasury Index (the "Index") is designed to measure the performance of public obligations of the U.S. Treasury that have a remaining maturity of greater than or equal to 1 year and less than 5 years. The Index includes all publicly issued U.S. Treasury securities that are rated investment grade and have $300 million or more of outstanding face value. In addition, the securities must be denominated in U.S. dollars, and must be fixed rate and non-convertible. Excluded from the Index are certain special issues, such as flower bonds, targeted investor notes, state and local government series bonds, inflation protected public obligations of the U.S. Treasury, commonly known as "TIPS," and coupon issues that have been stripped from bonds included in the Index. Also excluded from the Index are structured notes with embedded swaps or other special features, private placements, floating rate securities and Eurobonds. The Index is market capitalization weighted.
SPTSPerformance Measures**
for the time period Dec 1, 2011 to Jul 23, 2026
1M Trailing Return: 0.0%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 0.0%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -9.8%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 5.9%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.27
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.15
The annualized return divided by the max drawdown for the selected time period.
ETFs related toSPTS
ETFs correlated to SPTS include VGSH, SCHO, UTWO
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toSPTS
-bk-I 8/13 200d LETF MA Risk On/Off inv
Category
Trend following, Tactical allocation, Leveraged ETFs, Risk-on/risk-off, Volatility hedging, Bonds and rates, Multi-asset
OOS Cumulative Return
173.3%
TQQQ FTLT + -bk-I 8/13 200d LETF MA Risk On/Off
Category
Leveraged ETFs, trend-following, risk on/off, tech-focused, tactical rotation, interest-rate timing, volatility hedging, defensive overlays
OOS Cumulative Return
93.1%
Create your own algorithmic trading strategy with SPTS using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.