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SPTL vs VLUE

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO LONG TERM TREASURY ETF (SPTL, ETF) and ISHARES MSCI USA VALUE FACTOR ETF (VLUE, ETF).

5-Year PerformanceVLUE has outperformed SPTL, delivering a return of +16.2% compared to -6.5%

SPTL vs VLUE - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPTL
$11B
Winner
VLUE
$11B
Expense Ratio
Winner
SPTL
0.03%
VLUE
0.15%
Max Drawdown
SPTL
50.17%
Winner
VLUE
39.47%
Sharpe Ratio
SPTL
0.07
Winner
VLUE
2.60
5Y Beta
Winner
SPTL
0.05
VLUE
0.92
P/E Ratio
SPTL
N/A
VLUE
17.56
Forward P/E
SPTL
N/A
VLUE
9.47
PEG Ratio
SPTL
N/A
VLUE
0.10
5Y Dividends CAGR
Winner
SPTL
9.17%
VLUE
8.38%
5Y EPS CAGR
SPTL
N/A
VLUE
21.52%
Debt to Equity
SPTL
N/A
VLUE
17.62%
P/S Ratio
SPTL
N/A
VLUE
1.33
P/B Ratio
SPTL
N/A
VLUE
2.37

SPTL vs VLUE - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPTL
-1.69%
VLUE
-4.40%
3M
SPTL
-1.07%
Winner
VLUE
+21.94%
6M
SPTL
-1.56%
Winner
VLUE
+32.45%
1Y
SPTL
+3.93%
Winner
VLUE
+70.78%
5Y(CAGR)
SPTL
-6.52%
Winner
VLUE
+16.24%
10Y(CAGR)
SPTL
-1.58%
Winner
VLUE
+14.38%
Max(CAGR)
SPTL
+3.21%
Winner
VLUE
+13.46%

SPTL vs VLUE - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSPTLVLUE
2026-0.89%+37.34%
2025+5.24%+32.85%
2024-5.65%+7.11%
2023+1.56%+14.27%
2022-27.72%-15.42%
2021-4.85%+30.09%
2020+16.63%-0.88%
2019+13.32%+25.91%
2018-0.37%-12.27%
2017+8.59%+20.70%
2016+0.30%+17.35%
2015-2.28%-2.57%
2014+24.75%+13.40%
2013-11.41%+22.41%
2012+4.22%N/A
2011+30.74%N/A
2010+8.86%N/A
2009-11.11%N/A
2008+22.95%N/A
2007+9.65%N/A

SPTL vs VLUE 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 VLUE was -39.47%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current SPTL drawdown is -37.32%. The current VLUE drawdown is -7.18%.

RankSPTLVLUE
#1-46.19%
Aug 4, 2020 - Oct 19, 2023
-39.47%
Feb 12, 2020 - Jan 6, 2021
#2-18.61%
Dec 18, 2008 - Aug 16, 2010
-27.11%
Jan 14, 2022 - Mar 27, 2024
#3-18.34%
Jul 25, 2012 - Dec 8, 2014
-22.15%
Sep 20, 2018 - Nov 4, 2019
#4-17.07%
Jul 8, 2016 - Jun 20, 2019
-19.66%
May 22, 2015 - Oct 5, 2016
#5-14.98%
Mar 9, 2020 - Aug 4, 2020
-17.88%
Nov 25, 2024 - Jun 30, 2025
#6-14.50%
Jan 30, 2015 - Feb 11, 2016
-10.21%
Jan 26, 2018 - Aug 27, 2018
#7-14.11%
Aug 31, 2010 - Aug 4, 2011
-9.17%
Jul 16, 2024 - Sep 26, 2024
#8-9.52%
Oct 3, 2011 - Dec 19, 2011
-9.04%
Feb 11, 2026 - Apr 9, 2026
#9-8.87%
Dec 19, 2011 - May 15, 2012
-8.18%
Sep 18, 2014 - Nov 7, 2014
#10-8.02%
Aug 28, 2019 - Feb 20, 2020
-7.52%
Mar 28, 2024 - Jul 16, 2024
#11-7.07%
Sep 16, 2008 - Nov 19, 2008
-7.18%
Jun 25, 2026 - Jul 16, 2026
#12-6.73%
Mar 20, 2008 - Sep 5, 2008
-7.09%
Jun 4, 2021 - Nov 12, 2021
#13-4.57%
Nov 26, 2007 - Jan 15, 2008
-6.43%
Jun 2, 2026 - Jun 22, 2026
#14-4.45%
Feb 11, 2016 - Jun 3, 2016
-6.03%
Nov 12, 2025 - Nov 28, 2025
#15-4.31%
Sep 22, 2011 - Oct 3, 2011
-5.78%
Jan 15, 2014 - Feb 28, 2014

Correlation

Correlation between SPTL and VLUE is 0.00 which considered as a very weak or no correlation - the stocks move independently of each other.

0.00
-101

Dividend Comparison (2007 - 2026)

SPTL vs VLUE dividend yield comparison.

YearSPTLVLUE
20262.12%0.70%
20254.12%2.11%
20244.04%2.73%
20233.24%2.66%
20222.75%3.18%
20211.68%2.22%
20201.71%2.42%
20192.45%2.61%
20182.69%2.70%
20172.53%2.14%
20162.56%2.07%
20152.60%2.39%
20142.64%1.64%
20132.98%1.33%
20122.59%0.00%
20113.01%0.00%
20103.92%0.00%
20094.27%0.00%
20083.86%0.00%
20072.65%0.00%

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