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ISIN
US87283Q8006
Inception Date
Sep 28, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$562M

Share Price Chart


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Performance

TOTR Performance Chart

T. Rowe Price Total Return ETF (TOTR) is up 0.5% since the beginning of the year. TOTR is currently trading at $40 per share.


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S&P 500 Index

Returns By Period

T. Rowe Price Total Return ETF (TOTR) has returned 0.53% so far this year and 5.77% over the past 12 months.


T. Rowe Price Total Return ETF

1D
0.08%
1M
0.19%
YTD
0.53%
6M
0.70%
1Y
5.77%
3Y*
4.47%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOTR Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 2021, TOTR's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 48% of months were positive and 52% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Sep 2022 at -4.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TOTR closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Jun 13, 2022 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%1.32%-1.61%0.13%0.38%-0.07%0.53%
20250.73%2.27%-0.20%-0.07%-0.30%1.69%-0.15%1.04%0.95%0.60%0.79%-0.12%7.41%
2024-0.17%-1.19%0.84%-2.46%1.99%1.03%2.22%1.85%1.14%-2.26%1.12%-1.56%2.43%
20233.64%-1.95%2.30%0.62%-1.28%-0.37%0.00%-0.81%-2.35%-1.79%4.57%3.82%6.27%
2022-1.78%-1.22%-3.04%-3.88%-0.82%-2.35%2.38%-2.41%-4.73%-1.87%3.61%-0.74%-15.88%
20210.05%0.05%0.14%-0.11%0.14%

Benchmark Metrics

T. Rowe Price Total Return ETF has an annualized alpha of -0.94%, beta of 0.07, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since September 30, 2021.

  • This ETF participated in 40.31% of S&P 500 Index downside but only 16.68% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.94%
Beta
0.07
0.04
Upside Capture
16.68%
Downside Capture
40.31%

Expense Ratio

TOTR has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TOTR ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TOTR Risk / Return Rank: 3939
Overall Rank
TOTR Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TOTR Sortino Ratio Rank: 3838
Sortino Ratio Rank
TOTR Omega Ratio Rank: 3636
Omega Ratio Rank
TOTR Calmar Ratio Rank: 4545
Calmar Ratio Rank
TOTR Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) and compare them to S&P 500 Index.


TOTRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.39

-1.06

Sortino ratio

Return per unit of downside risk

2.04

3.25

-1.22

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

2.26

3.11

-0.85

Martin ratio

Return relative to average drawdown

6.84

14.38

-7.54

Dividends

Dividend History

T. Rowe Price Total Return ETF provided a 5.30% dividend yield over the last twelve months, with an annual payout of $2.13 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.13$2.10$2.13$1.94$1.40$0.28

Dividend yield

5.30%5.14%5.32%4.71%3.45%0.56%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.18$0.17$0.17$0.17$0.17$0.00$0.86
2025$0.19$0.13$0.15$0.18$0.18$0.18$0.18$0.18$0.19$0.18$0.18$0.17$2.10
2024$0.17$0.19$0.17$0.17$0.19$0.18$0.19$0.18$0.17$0.17$0.18$0.17$2.13
2023$0.15$0.15$0.17$0.16$0.17$0.17$0.12$0.18$0.16$0.17$0.17$0.17$1.94
2022$0.07$0.10$0.10$0.08$0.11$0.11$0.11$0.13$0.13$0.14$0.14$0.17$1.40
2021$0.04$0.10$0.14$0.28

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Total Return 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 T. Rowe Price Total Return ETF was 19.63%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current T. Rowe Price Total Return ETF drawdown is 1.76%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-19.63%Oct 2022
11mo 18d
4y 6moNov 2021 - now
2021 pullback2021
-0.88%Oct 2021
7d25d
1mo 2dOct 2021 - Nov 2021
2021 pullback2021
-0.22%Nov 2021
0s1d
1dNov 2021 - Nov 2021

Drawdown Indicators


TOTRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-56.78%

+37.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-9.10%

+6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-6.16%

-18.90%

+12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.76%

0.00%

-1.76%

Average Drawdown

Average peak-to-trough decline

-9.01%

-10.72%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.97%

-1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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