SPTL vs TLH

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO LONG TERM TREASURY ETF (SPTL, ETF) and ISHARES 10-20 YEAR TREASURY BOND ETF (TLH, ETF).

5-Year PerformanceTLH has outperformed SPTL, delivering a return of -5.0% compared to -6.7%

SPTL vs TLH - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPTL(ETF)	TLH(ETF)
Net Assets	$11B	$11B
Expense Ratio	0.03%	0.15%
Max Drawdown	50.17%	45.97%
Sharpe Ratio	-0.48	-0.46
5Y Beta	0.07	0.06
5Y Dividends CAGR	7.52%	1.42%

Net Assets

SPTL

$11B

Winner

TLH

$11B

Expense Ratio

Winner

SPTL

0.03%

TLH

0.15%

Max Drawdown

SPTL

50.17%

Winner

TLH

45.97%

Sharpe Ratio

SPTL

-0.48

Winner

TLH

-0.46

5Y Beta

SPTL

0.07

Winner

TLH

0.06

5Y Dividends CAGR

Winner

SPTL

7.52%

TLH

1.42%

SPTL vs TLH - Historical Returns

Returns include dividend reinvestment.

Period	SPTL	TLH
1 month	-1.46%	-1.23%
3 months	-1.95%	-1.65%
6 months	-2.86%	-2.59%
1 year	-0.53%	+0.08%
5 years(CAGR)	-6.72%	-5.02%
10 years(CAGR)	-1.69%	-1.18%
Max(CAGR)	+3.14%	+2.80%

SPTL

-1.46%

Winner

TLH

-1.23%

SPTL

-1.95%

Winner

TLH

-1.65%

SPTL

-2.86%

Winner

TLH

-2.59%

SPTL

-0.53%

Winner

TLH

+0.08%

5Y(CAGR)

SPTL

-6.72%

Winner

TLH

-5.02%

10Y(CAGR)

SPTL

-1.69%

Winner

TLH

-1.18%

Max(CAGR)

Winner

SPTL

+3.14%

TLH

+2.80%

SPTL vs TLH - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	SPTL	TLH
2026	-2.07%	-1.86%
2025	+5.24%	+6.28%
2024	-5.65%	-3.73%
2023	+1.56%	+2.39%
2022	-27.72%	-23.85%
2021	-4.85%	-5.33%
2020	+16.63%	+12.93%
2019	+13.32%	+9.81%
2018	-0.37%	+0.83%
2017	+8.59%	+4.08%
2016	+0.30%	+0.35%
2015	-2.28%	+0.59%
2014	+24.75%	+13.85%
2013	-11.41%	-7.64%
2012	+4.22%	+4.58%
2011	+30.74%	+22.09%
2010	+8.86%	+9.59%
2009	-11.11%	-7.01%
2008	+22.95%	+19.24%
2007	+9.65%	+9.49%

SPTL vs TLH Drawdown Comparison

The maximum drawdown for SPTL was -46.19%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for TLH was -41.13%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current SPTL drawdown is -38.06%. The current TLH drawdown is -30.88%.

Rank	SPTL	TLH
#1	-46.19% Aug 4, 2020 - Oct 19, 2023	-41.13% Aug 4, 2020 - Oct 19, 2023
#2	-18.61% Dec 18, 2008 - Aug 16, 2010	-14.27% Dec 30, 2008 - Jun 30, 2010
#3	-18.34% Jul 25, 2012 - Dec 8, 2014	-11.83% Mar 9, 2020 - Jul 23, 2020
#4	-17.07% Jul 8, 2016 - Jun 20, 2019	-11.81% Jul 24, 2012 - Oct 13, 2014
#5	-14.98% Mar 9, 2020 - Aug 4, 2020	-11.56% Jul 8, 2016 - May 30, 2019
#6	-14.50% Jan 30, 2015 - Feb 11, 2016	-10.72% Aug 31, 2010 - Aug 2, 2011
#7	-14.11% Aug 31, 2010 - Aug 4, 2011	-7.30% Sep 17, 2008 - Nov 20, 2008
#8	-9.52% Oct 3, 2011 - Dec 19, 2011	-6.63% Sep 22, 2011 - Dec 19, 2011
#9	-8.87% Dec 19, 2011 - May 15, 2012	-6.59% Jan 30, 2015 - Jan 29, 2016
#10	-8.02% Aug 28, 2019 - Feb 20, 2020	-6.19% Mar 20, 2008 - Sep 4, 2008
#11	-7.07% Sep 16, 2008 - Nov 19, 2008	-5.64% Dec 19, 2011 - May 9, 2012
#12	-6.73% Mar 20, 2008 - Sep 5, 2008	-5.62% Sep 4, 2019 - Jan 31, 2020
#13	-4.57% Nov 26, 2007 - Jan 15, 2008	-5.52% Mar 7, 2007 - Aug 21, 2007
#14	-4.45% Feb 11, 2016 - Jun 3, 2016	-3.87% Nov 26, 2007 - Jan 8, 2008
#15	-4.31% Sep 22, 2011 - Oct 3, 2011	-3.47% Jan 22, 2008 - Mar 12, 2008

Correlation

Correlation between SPTL and TLH is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2007 - 2026)

SPTL vs TLH dividend yield comparison.

Year	SPTL	TLH
2026	2.52%	2.70%
2025	4.12%	4.17%
2024	4.04%	4.28%
2023	3.24%	3.83%
2022	2.75%	2.78%
2021	1.68%	1.50%
2020	1.71%	2.65%
2019	2.45%	2.31%
2018	2.69%	2.17%
2017	2.53%	1.83%
2016	2.56%	1.91%
2015	2.60%	2.13%
2014	2.64%	2.12%
2013	2.98%	2.41%
2012	2.59%	2.22%
2011	3.01%	2.78%
2010	3.92%	3.61%
2009	4.27%	3.90%
2008	3.86%	3.57%
2007	2.65%	4.41%