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VLUE vs SPTI

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

5-Year PerformanceVLUE has outperformed SPTI, delivering a return of +16.5% compared to -0.1%

VLUE vs SPTI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
VLUE
$11B
SPTI
$11B
Expense Ratio
VLUE
0.15%
Winner
SPTI
0.03%
Max Drawdown
VLUE
39.47%
Winner
SPTI
18.96%
Sharpe Ratio
Winner
VLUE
2.74
SPTI
-0.64
5Y Beta
VLUE
0.93
Winner
SPTI
-0.00
P/E Ratio
VLUE
17.64
SPTI
N/A
Forward P/E
VLUE
9.10
SPTI
N/A
PEG Ratio
VLUE
0.11
SPTI
N/A
5Y Dividends CAGR
VLUE
8.38%
Winner
SPTI
49.35%
5Y EPS CAGR
VLUE
21.31%
SPTI
N/A
Debt to Equity
VLUE
18.18%
SPTI
N/A
P/S Ratio
VLUE
1.34
SPTI
N/A
P/B Ratio
VLUE
2.38
SPTI
N/A

VLUE vs SPTI - Historical Returns

Returns include dividend reinvestment.

1M
Winner
VLUE
+3.00%
SPTI
+0.05%
3M
Winner
VLUE
+13.44%
SPTI
-0.25%
6M
Winner
VLUE
+31.13%
SPTI
-0.54%
1Y
Winner
VLUE
+77.90%
SPTI
+1.68%
5Y(CAGR)
Winner
VLUE
+16.51%
SPTI
-0.09%
10Y(CAGR)
Winner
VLUE
+14.76%
SPTI
+1.29%
Max(CAGR)
Winner
VLUE
+13.74%
SPTI
+2.49%

VLUE vs SPTI - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearVLUESPTI
2026+42.92%-0.22%
2025+32.85%+7.38%
2024+7.11%+1.63%
2023+14.27%+3.84%
2022-15.42%-10.14%
2021+30.09%-2.58%
2020-0.88%+7.49%
2019+25.91%+6.09%
2018-12.27%+2.39%
2017+20.70%+1.11%
2016+17.35%+0.76%
2015-2.57%+1.54%
2014+13.40%+2.52%
2013+22.41%-1.21%
2012N/A+1.74%
2011N/A+6.49%
2010N/A+4.90%
2009N/A-1.02%
2008N/A+10.99%
2007N/A+7.17%

VLUE vs SPTI Drawdown Comparison

The maximum drawdown for VLUE was -39.47%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The maximum drawdown for SPTI was -16.12%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current VLUE drawdown is -3.40%. The current SPTI drawdown is -2.27%.

RankVLUESPTI
#1-39.47%
Feb 12, 2020 - Jan 6, 2021
-16.12%
Aug 4, 2020 - Oct 20, 2022
#2-27.11%
Jan 14, 2022 - Mar 27, 2024
-7.64%
Oct 7, 2008 - Nov 14, 2008
#3-22.15%
Sep 20, 2018 - Nov 4, 2019
-4.82%
Dec 18, 2008 - May 6, 2010
#4-19.66%
May 22, 2015 - Oct 5, 2016
-4.47%
Mar 17, 2008 - Sep 15, 2008
#5-17.88%
Nov 25, 2024 - Jun 30, 2025
-3.83%
Jul 5, 2016 - Dec 31, 2018
#6-10.21%
Jan 26, 2018 - Aug 27, 2018
-3.78%
Nov 4, 2010 - Jun 8, 2011
#7-9.17%
Jul 16, 2024 - Sep 26, 2024
-3.06%
May 2, 2013 - Oct 8, 2014
#8-9.04%
Feb 11, 2026 - Apr 9, 2026
-2.25%
Sep 4, 2019 - Jan 27, 2020
#9-8.18%
Sep 18, 2014 - Nov 7, 2014
-2.07%
Mar 9, 2020 - Mar 23, 2020
#10-8.03%
Jun 25, 2026 - Jul 29, 2026
-1.91%
Sep 17, 2008 - Oct 6, 2008
#11-7.52%
Mar 28, 2024 - Jul 16, 2024
-1.61%
Jan 30, 2015 - Sep 24, 2015
#12-7.09%
Jun 4, 2021 - Nov 12, 2021
-1.57%
Jan 31, 2012 - Apr 30, 2012
#13-6.43%
Jun 2, 2026 - Jun 22, 2026
-1.56%
Oct 14, 2015 - Jan 28, 2016
#14-6.03%
Nov 12, 2025 - Nov 28, 2025
-1.46%
Nov 26, 2007 - Jan 2, 2008
#15-5.78%
Jan 15, 2014 - Feb 28, 2014
-1.43%
Sep 22, 2011 - Nov 23, 2011

Correlation

Correlation between VLUE and SPTI is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67
-101

Dividend Comparison (2007 - 2026)

VLUE vs SPTI dividend yield comparison.

YearVLUESPTI
20260.67%2.27%
20252.11%3.79%
20242.73%3.77%
20232.66%2.99%
20223.18%1.45%
20212.22%0.53%
20202.42%0.75%
20192.61%2.02%
20182.70%1.97%
20172.14%1.46%
20162.07%1.23%
20152.39%1.18%
20141.64%1.06%
20131.33%1.47%
20120.00%2.08%
20110.00%2.12%
20100.00%2.23%
20090.00%2.33%
20080.00%3.08%
20070.00%2.67%

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