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State Street SPDR Portfolio Treasury ETF SPTB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPTB | Replication |
|---|---|---|
| Annualized growth | 2.6% | 2.7% |
| Annualized volatility | 4.6% | 4.6% |
| Sharpe ratio | 0.58 | 0.61 |
| Maximum drawdown | 4.5% | 4.5% |
| Replication fit (R²) | 1.00 · Tracking error 0.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPTB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 37.5% |
| VGSH | FI · Short Gov | 28.6% |
| SPTL | FI · Long Gov | 19.6% |
| AGG | FI · Aggregate | 7.5% |
| VCSH | FI · Short Corp | 6.9% |