SPDR® Portfolio Short Term Treasury ETF (SPTS)

29.97 +0.04  +0.13% NYSE Arca Dec 13, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 29.96
Discount or Premium to NAV 0.03%
Turnover Ratio 52.00%
1 Year Fund Level Flows 1.109B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.16% 0.16% 0.14% 40
3M 0.76% 0.72% 0.59% 23
6M 1.12% 1.14% 1.05% 35
YTD 3.42% 3.39% 3.18% 41
1Y 3.99% 4.02% 3.70% 41
3Y 1.73% 1.71% 1.64% 42
5Y 1.31% 1.30% 1.12% 27
10Y -- -- 1.23% --
15Y -- -- 2.22% --
20Y -- -- 3.04% --
As of Dec. 13, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.03% 0.03% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.97% 99.97% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 12, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Dec. 12, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

SPTS Bond Exposure

Government 99.97%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.03%
Derivative 0.00%
As of Dec. 12, 2019

SPTS Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of Oct. 31, 2019

SPTS Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 100.0%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Dec. 12, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 1.62% 2.39% -- --
-- United States Treasury Notes 2.25% 2.30% -- --
-- United States Treasury Notes 1.75% 2.23% -- --
-- United States Treasury Notes 2.25% 2.12% -- --
-- United States Treasury Notes 2% 2.10% -- --
-- United States Treasury Notes 1.75% 1.67% -- --
-- United States Treasury Notes 2.12% 1.65% -- --
-- United States Treasury Notes 3.62% 1.49% -- --
-- United States Treasury Notes 2.12% 1.45% -- --
-- United States Treasury Notes 1.5% 1.45% -- --
As of Dec. 12, 2019
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Basic Info

Investment Strategy
The investment seeks to provide investment results that correspond generally to the price and yield performance of the Bloomberg Barclays 1-3 Year U.S. Treasury Index. The fund invests at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to measure the performance of short term (1-3 years) public obligations of the U.S. Treasury. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Short Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name SPDR State Street Global Advisors
Reports
One Page Report Download

Manager Info

Name Tenure
Cynthia Moy 3.00 yrs
Joanna Madden 5.00 yrs
Orhan Imer 2.00 yrs

Net Fund Flows

1M 33.00M
3M 165.25M
6M 620.40M
YTD 846.33M
1Y 1.109B
3Y 1.621B
5Y 1.752B
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.3845
Max Drawdown (All) 5.83%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.8257
30-Day Rolling Volatility 1.12%
Daily Value at Risk (VaR) 1% (All) 0.41%
Monthly Value at Risk (VaR) 1% (All) 1.00%

Fundamentals

Dividend Yield TTM (12-13-19) 2.26%
30-Day SEC Yield (12-13-19) 1.60%
7-Day SEC Yield --
Current Yield 2.01%
Yield to Maturity 1.56%
Effective Duration 1.90
Average Coupon 2.04%
Average Credit Score 1.00 (AAA)
Average Price 100.56
Number of Holdings 95
As of Dec. 12, 2019

Comparables

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Attributes

Key Dates
Inception Date 11/30/2011
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 10/31/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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