IMTB vs. TOTL
Compare and contrast key facts about iShares Core 5-10 Year USD Bond ETF (IMTB) and State Street DoubleLine Total Return Tactical ETF (TOTL).
IMTB and TOTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMTB is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Universal 5-10 Years Index. It was launched on Nov 1, 2016. TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015.
Performance
IMTB vs. TOTL - Performance Comparison
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IMTB vs. TOTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMTB iShares Core 5-10 Year USD Bond ETF | -0.09% | 8.88% | 1.94% | 6.10% | -12.75% | -1.41% | 6.25% | 8.62% | -0.45% | 4.88% |
TOTL State Street DoubleLine Total Return Tactical ETF | -0.46% | 7.68% | 3.15% | 5.55% | -11.59% | -1.00% | 3.56% | 6.93% | 0.76% | 3.55% |
Returns By Period
In the year-to-date period, IMTB achieves a -0.09% return, which is significantly higher than TOTL's -0.46% return.
IMTB
- 1D
- 0.05%
- 1M
- -1.37%
- YTD
- -0.09%
- 6M
- 1.16%
- 1Y
- 5.25%
- 3Y*
- 4.51%
- 5Y*
- 0.69%
- 10Y*
- —
TOTL
- 1D
- 0.04%
- 1M
- -1.72%
- YTD
- -0.46%
- 6M
- 0.32%
- 1Y
- 3.75%
- 3Y*
- 4.16%
- 5Y*
- 0.74%
- 10Y*
- 1.74%
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IMTB vs. TOTL - Expense Ratio Comparison
IMTB has a 0.06% expense ratio, which is lower than TOTL's 0.55% expense ratio.
Return for Risk
IMTB vs. TOTL — Risk / Return Rank
IMTB
TOTL
IMTB vs. TOTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 5-10 Year USD Bond ETF (IMTB) and State Street DoubleLine Total Return Tactical ETF (TOTL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IMTB | TOTL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.00 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.43 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.40 | +0.62 |
Martin ratioReturn relative to average drawdown | 6.33 | 4.33 | +2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMTB | TOTL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.00 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.13 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.38 | -0.01 |
Correlation
The correlation between IMTB and TOTL is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IMTB vs. TOTL - Dividend Comparison
IMTB's dividend yield for the trailing twelve months is around 4.47%, less than TOTL's 5.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMTB iShares Core 5-10 Year USD Bond ETF | 4.47% | 4.40% | 4.42% | 4.13% | 2.90% | 2.49% | 2.63% | 2.91% | 3.04% | 2.75% | 0.40% | 0.00% |
TOTL State Street DoubleLine Total Return Tactical ETF | 5.27% | 5.23% | 5.35% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 3.00% | 3.25% | 2.67% |
Drawdowns
IMTB vs. TOTL - Drawdown Comparison
The maximum IMTB drawdown since its inception was -18.15%, which is greater than TOTL's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for IMTB and TOTL.
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Drawdown Indicators
| IMTB | TOTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -16.48% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -2.79% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.11% | -16.48% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.48% | — |
Current DrawdownCurrent decline from peak | -1.80% | -2.09% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -3.15% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.90% | -0.02% |
Volatility
IMTB vs. TOTL - Volatility Comparison
iShares Core 5-10 Year USD Bond ETF (IMTB) has a higher volatility of 1.73% compared to State Street DoubleLine Total Return Tactical ETF (TOTL) at 1.51%. This indicates that IMTB's price experiences larger fluctuations and is considered to be riskier than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMTB | TOTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 1.51% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.37% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 3.76% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.24% | 5.57% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 4.76% | +0.44% |