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State Street SPDR Portfolio Long Term Treasury ETF SPTL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPTL | Replication |
|---|---|---|
| Annualized growth | -7.3% | -7.3% |
| Annualized volatility | 13.6% | 13.6% |
| Sharpe ratio | -0.49 | -0.49 |
| Maximum drawdown | 40.7% | 40.7% |
| Replication fit (R²) | 1.00 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPTL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGLT | FI · Long Gov | 100.0% |