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SPDR DoubleLine Total Return Tactical ETF (TOTL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78467V8485

CUSIP

78467V848

Issuer

State Street

Inception Date

Feb 23, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Home Page

www.ssga.com

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TOTL vs. BYLD TOTL vs. DBLTX TOTL vs. BSCQ TOTL vs. AGG TOTL vs. TLT TOTL vs. FBND TOTL vs. FAGIX TOTL vs. FTEC TOTL vs. BKLN TOTL vs. IOO
Popular comparisons:
TOTL vs. BYLD TOTL vs. DBLTX TOTL vs. BSCQ TOTL vs. AGG TOTL vs. TLT TOTL vs. FBND TOTL vs. FAGIX TOTL vs. FTEC TOTL vs. BKLN TOTL vs. IOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR DoubleLine Total Return Tactical ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.63%
12.53%
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)

Returns By Period

SPDR DoubleLine Total Return Tactical ETF had a return of 3.37% year-to-date (YTD) and 8.27% in the last 12 months.


TOTL

YTD

3.37%

1M

-0.37%

6M

3.62%

1Y

8.27%

5Y (annualized)

-0.07%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

The table below presents the monthly returns of TOTL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.05%-0.83%1.14%-2.23%1.57%1.15%2.59%1.63%1.25%-2.43%3.37%
20233.20%-1.97%2.07%0.56%-0.91%0.31%-0.16%-1.03%-2.41%-2.12%4.07%4.11%5.56%
2022-1.48%-0.93%-2.57%-2.94%-0.22%-1.82%2.15%-1.59%-4.18%-1.44%3.03%-0.03%-11.59%
2021-0.06%-0.82%-0.92%0.86%-0.09%0.32%0.58%0.10%-0.17%-0.65%0.28%-0.44%-1.00%
20201.39%1.13%-4.04%2.05%1.51%0.49%0.78%-0.42%-0.19%-0.05%0.75%0.25%3.56%
20191.06%0.14%1.44%0.08%1.19%1.08%-0.18%1.85%-0.49%0.00%0.03%0.56%6.93%
2018-0.99%-0.52%0.64%-0.72%0.55%0.10%0.01%0.49%-0.27%-0.32%0.72%1.11%0.77%
20170.72%0.75%0.04%1.05%0.58%-0.17%0.50%0.66%-0.30%-0.17%-0.32%0.16%3.55%
20160.99%0.30%0.80%0.43%0.24%1.24%0.85%0.23%0.23%-0.40%-1.88%-0.24%2.79%
2015-0.18%0.18%0.39%0.07%-0.70%0.63%-0.26%0.45%0.01%-0.38%-0.48%-0.27%

Expense Ratio

TOTL features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TOTL is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TOTL is 3939
Combined Rank
The Sharpe Ratio Rank of TOTL is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TOTL, currently valued at 1.30, compared to the broader market0.002.004.001.312.53
The chart of Sortino ratio for TOTL, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.0012.001.913.39
The chart of Omega ratio for TOTL, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.47
The chart of Calmar ratio for TOTL, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.663.65
The chart of Martin ratio for TOTL, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.5916.21
TOTL
^GSPC

The current SPDR DoubleLine Total Return Tactical ETF Sharpe ratio is 1.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR DoubleLine Total Return Tactical ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.31
2.53
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR DoubleLine Total Return Tactical ETF provided a 5.21% dividend yield over the last twelve months, with an annual payout of $2.08 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$2.08$1.95$1.87$1.45$1.44$1.62$1.62$1.46$1.57$1.30

Dividend yield

5.21%4.85%4.68%3.07%2.91%3.31%3.41%2.99%3.25%2.67%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR DoubleLine Total Return Tactical ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.17$0.17$0.17$0.17$0.16$0.17$0.17$0.17$0.17$0.17$1.68
2023$0.00$0.16$0.15$0.15$0.16$0.16$0.15$0.16$0.16$0.16$0.16$0.40$1.95
2022$0.00$0.13$0.13$0.13$0.14$0.14$0.16$0.15$0.16$0.15$0.15$0.44$1.87
2021$0.00$0.10$0.09$0.11$0.11$0.10$0.11$0.11$0.12$0.12$0.12$0.36$1.45
2020$0.00$0.13$0.12$0.13$0.13$0.11$0.12$0.10$0.11$0.10$0.10$0.29$1.44
2019$0.00$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.14$0.13$0.12$0.27$1.62
2018$0.00$0.12$0.13$0.13$0.13$0.13$0.13$0.13$0.14$0.14$0.14$0.31$1.62
2017$0.00$0.14$0.11$0.13$0.13$0.12$0.12$0.12$0.12$0.12$0.11$0.24$1.46
2016$0.00$0.12$0.12$0.13$0.14$0.13$0.13$0.13$0.13$0.12$0.12$0.31$1.57
2015$0.12$0.14$0.13$0.14$0.13$0.13$0.13$0.12$0.25$1.30

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.98%
-0.53%
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR DoubleLine Total Return Tactical ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR DoubleLine Total Return Tactical ETF was 16.48%, occurring on Nov 7, 2022. The portfolio has not yet recovered.

The current SPDR DoubleLine Total Return Tactical ETF drawdown is 4.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.48%Sep 3, 2021297Nov 7, 2022
-7.29%Mar 9, 20208Mar 18, 202093Jul 30, 2020101
-3.29%Sep 30, 201657Dec 20, 201680Apr 18, 2017137
-3.04%Sep 8, 2017173May 16, 2018159Jan 3, 2019332
-1.99%Jan 28, 202135Mar 18, 2021117Sep 2, 2021152

Volatility

Volatility Chart

The current SPDR DoubleLine Total Return Tactical ETF volatility is 1.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.43%
3.97%
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)