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

ETF Info

ISINUS78467V8485
CUSIP78467V848
IssuerState Street
Inception DateFeb 23, 2015
RegionNorth America (U.S.)
CategoryTotal Bond Market, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.ssga.com
Asset ClassBond

Expense Ratio

TOTL has a high expense ratio of 0.55%, indicating higher-than-average management fees.


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%

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.


SPDR DoubleLine Total Return Tactical ETF

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

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%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
8.84%
146.82%
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR DoubleLine Total Return Tactical ETF had a return of -0.53% year-to-date (YTD) and 1.21% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.53%9.47%
1 month0.56%1.91%
6 months5.81%18.36%
1 year1.21%26.61%
5 years (annualized)-0.32%12.90%
10 years (annualized)N/A10.79%

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%-0.53%
20233.20%-1.97%2.07%0.56%-0.91%0.31%-0.16%-1.03%-2.41%-2.12%4.07%4.11%5.55%
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%0.76%
20170.72%0.75%0.04%1.05%0.58%-0.17%0.50%0.67%-0.30%-0.17%-0.32%0.16%3.55%
20160.99%0.30%0.80%0.43%0.23%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%-0.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TOTL is 14, indicating that it is in the bottom 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TOTL is 1414
TOTL (SPDR DoubleLine Total Return Tactical ETF)
The Sharpe Ratio Rank of TOTL is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 1313Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 1313Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 1414Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 1414Martin 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.


TOTL
Sharpe ratio
The chart of Sharpe ratio for TOTL, currently valued at 0.10, compared to the broader market0.002.004.000.10
Sortino ratio
The chart of Sortino ratio for TOTL, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.000.20
Omega ratio
The chart of Omega ratio for TOTL, currently valued at 1.02, compared to the broader market0.501.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for TOTL, currently valued at 0.05, compared to the broader market0.005.0010.000.05
Martin ratio
The chart of Martin ratio for TOTL, currently valued at 0.29, compared to the broader market0.0020.0040.0060.0080.000.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.005.0010.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current SPDR DoubleLine Total Return Tactical ETF Sharpe ratio is 0.10. This value is calculated based on the past 12 months 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.10
2.28
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR DoubleLine Total Return Tactical ETF granted a 5.09% dividend yield in the last twelve months. The annual payout for that period amounted to $2.00 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$2.00$1.95$1.87$1.45$1.43$1.62$1.61$1.46$1.57$1.30

Dividend yield

5.09%4.85%4.68%3.07%2.91%3.31%3.41%3.00%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$0.68
2023$0.00$0.16$0.15$0.15$0.16$0.15$0.15$0.16$0.16$0.15$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$0.11$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$1.43
2019$0.00$0.14$0.13$0.14$0.14$0.14$0.14$0.13$0.13$0.13$0.12$0.27$1.62
2018$0.00$0.12$0.12$0.12$0.13$0.13$0.13$0.13$0.14$0.14$0.14$0.31$1.61
2017$0.00$0.14$0.11$0.13$0.12$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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.56%
-0.63%
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 8.56%.


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
-1.98%Jan 28, 202135Mar 18, 2021117Sep 2, 2021152

Volatility

Volatility Chart

The current SPDR DoubleLine Total Return Tactical ETF volatility is 1.39%, 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%December2024FebruaryMarchAprilMay
1.39%
3.61%
TOTL (SPDR DoubleLine Total Return Tactical ETF)
Benchmark (^GSPC)