ICVT vs SPTS

Comparison between ISHARES CONVERTIBLE BOND ETF (ICVT, ETF) and SPDR(R) PORTFOLIO SHORT TERM TREASURY ETF (SPTS, ETF).

5-Year PerformanceICVT has outperformed SPTS, delivering a return of +8.4% compared to +1.8%

ICVT vs SPTS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ICVT(ETF)	SPTS(ETF)
Net Assets	$6.10B	$6B
Expense Ratio	0.20%	0.03%
Max Drawdown	38.15%	10.12%
Sharpe Ratio	2.13	-0.15
5Y Beta	0.57	-0.02
5Y Dividends CAGR	-14.14%	63.03%

Net Assets

Winner

ICVT

$6.10B

SPTS

$6B

Expense Ratio

ICVT

0.20%

Winner

SPTS

0.03%

Max Drawdown

ICVT

38.15%

Winner

SPTS

10.12%

Sharpe Ratio

Winner

ICVT

2.13

SPTS

-0.15

5Y Beta

ICVT

0.57

Winner

SPTS

-0.02

5Y Dividends CAGR

ICVT

-14.14%

Winner

SPTS

63.03%

ICVT vs SPTS - Historical Returns

Returns include dividend reinvestment.

Period	ICVT	SPTS
1 month	+9.35%	+0.01%
3 months	+13.67%	-0.15%
6 months	+21.22%	+1.11%
1 year	+37.53%	+3.76%
5 years(CAGR)	+8.36%	+1.83%
10 years(CAGR)	+14.03%	+1.66%
Max(CAGR)	+11.76%	+1.44%

Winner

ICVT

+9.35%

SPTS

+0.01%

Winner

ICVT

+13.67%

SPTS

-0.15%

Winner

ICVT

+21.22%

SPTS

+1.11%

Winner

ICVT

+37.53%

SPTS

+3.76%

5Y(CAGR)

Winner

ICVT

+8.36%

SPTS

+1.83%

10Y(CAGR)

Winner

ICVT

+14.03%

SPTS

+1.66%

Max(CAGR)

Winner

ICVT

+11.76%

SPTS

+1.44%

ICVT vs SPTS - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	ICVT	SPTS
2026	+19.13%	+0.47%
2025	+18.03%	+5.19%
2024	+11.71%	+4.34%
2023	+15.59%	+4.16%
2022	-20.76%	-3.80%
2021	-0.63%	-0.69%
2020	+59.30%	+3.20%
2019	+22.39%	+3.52%
2018	-1.05%	+1.14%
2017	+15.43%	+0.66%
2016	+11.50%	+0.78%
2015	-6.03%	+0.83%
2014	N/A	+1.12%
2013	N/A	-0.27%
2012	N/A	+0.38%
2011	N/A	+0.08%

ICVT vs SPTS Drawdown Comparison

The maximum drawdown for ICVT was -33.15%, occurring on Jun 16, 2022. Recovery took 1145 trading sessions.

The maximum drawdown for SPTS was -5.82%, occurring on Sep 12, 2014. Recovery took 1195 trading sessions.

The current SPTS drawdown is -0.29%.

Rank	ICVT	SPTS
#1	-33.15% Feb 12, 2021 - Sep 5, 2025	-5.82% Aug 29, 2014 - May 31, 2019
#2	-32.18% Feb 19, 2020 - Jun 5, 2020	-5.71% Aug 3, 2021 - May 15, 2024
#3	-18.52% Jun 23, 2015 - Oct 10, 2016	-1.90% Apr 29, 2013 - Oct 28, 2013
#4	-13.86% Aug 29, 2018 - Feb 25, 2019	-1.59% Nov 18, 2013 - Aug 29, 2014
#5	-8.63% Sep 1, 2020 - Oct 9, 2020	-1.05% Nov 7, 2013 - Nov 14, 2013
#6	-7.55% Nov 3, 2025 - Jan 16, 2026	-1.01% Jan 4, 2012 - May 9, 2012
#7	-6.75% Jan 26, 2018 - Mar 8, 2018	-0.96% Sep 24, 2024 - Jan 27, 2025
#8	-6.55% Jul 24, 2019 - Nov 25, 2019	-0.84% Feb 27, 2026 - Mar 26, 2026
#9	-6.17% Jan 28, 2026 - Apr 8, 2026	-0.73% Sep 17, 2012 - Nov 19, 2012
#10	-5.84% Mar 12, 2018 - May 30, 2018	-0.71% Oct 28, 2013 - Nov 6, 2013
#11	-5.49% May 3, 2019 - Jul 1, 2019	-0.70% Sep 4, 2019 - Oct 3, 2019
#12	-4.87% Jun 8, 2020 - Jun 17, 2020	-0.69% Apr 30, 2025 - Jun 20, 2025
#13	-4.66% Oct 13, 2020 - Nov 5, 2020	-0.63% Feb 11, 2013 - Apr 26, 2013
#14	-4.43% Jun 20, 2018 - Aug 28, 2018	-0.55% Mar 9, 2020 - Mar 26, 2020
#15	-3.78% Jan 25, 2021 - Feb 2, 2021	-0.53% Jun 1, 2012 - Jul 18, 2012

Correlation

Correlation between ICVT and SPTS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2011 - 2026)

ICVT vs SPTS dividend yield comparison.

Year	ICVT	SPTS
2026	0.42%	1.26%
2025	1.73%	3.99%
2024	2.19%	4.25%
2023	1.85%	3.61%
2022	1.93%	1.27%
2021	7.70%	0.19%
2020	3.98%	0.70%
2019	1.86%	2.21%
2018	4.82%	2.04%
2017	2.56%	1.20%
2016	3.06%	0.95%
2015	1.57%	0.83%
2014	0.00%	0.68%
2013	0.00%	0.43%
2012	0.00%	0.40%
2011	0.00%	0.02%