LDUR vs. STOT
LDUR (PIMCO Enhanced Low Duration Active ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both Short-Term Bond funds. LDUR is actively managed, while STOT is passively managed. Over the past 10 years, LDUR returned 2.43%/yr vs 2.43%/yr for STOT. At a 0.33 correlation, their price movements are largely independent. LDUR charges 0.54%/yr vs 0.45%/yr for STOT.
Performance
LDUR vs. STOT - Performance Comparison
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Returns By Period
In the year-to-date period, LDUR achieves a 0.91% return, which is significantly lower than STOT's 0.97% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: LDUR at 2.43% and STOT at 2.43%.
LDUR
- 1D
- -0.02%
- 1M
- 0.15%
- YTD
- 0.91%
- 6M
- 1.29%
- 1Y
- 4.37%
- 3Y*
- 5.11%
- 5Y*
- 2.23%
- 10Y*
- 2.43%
STOT
- 1D
- -0.04%
- 1M
- 0.18%
- YTD
- 0.97%
- 6M
- 1.26%
- 1Y
- 4.20%
- 3Y*
- 5.32%
- 5Y*
- 2.81%
- 10Y*
- 2.43%
LDUR vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 0.91% | 5.76% | 5.14% | 4.78% | -4.23% | -0.55% | 4.49% | 4.27% | 1.05% | 2.06% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.97% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | 1.71% |
Correlation
The correlation between LDUR and STOT is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2016 | 0.33 |
Over the past year, LDUR and STOT have become more correlated (0.62) than their long-term average of 0.33, meaning their price movements have been converging.
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Return for Risk
LDUR vs. STOT — Risk / Return Rank
LDUR
STOT
LDUR vs. STOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
| LDUR | STOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.79 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 5.52 | -0.81 |
| Martin ratioReturn relative to average drawdown | 22.64 | 24.02 | -1.39 |
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
| LDUR | STOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 3.81 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 1.63 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 1.11 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.11 | -0.25 |
Drawdowns
LDUR vs. STOT - Drawdown Comparison
The maximum LDUR drawdown since its inception was -8.68%, which is greater than STOT's maximum drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for LDUR and STOT.
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Drawdown Indicators
| LDUR | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.68% | -6.07% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -0.76% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -1.17% | -0.76% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -6.75% | -6.07% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -8.68% | -6.07% | -2.61% |
Current DrawdownCurrent decline from peak | -0.04% | -0.07% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -0.84% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.19% | 0.18% | +0.01% |
Volatility
LDUR vs. STOT - Volatility Comparison
PIMCO Enhanced Low Duration Active ETF (LDUR) has a higher volatility of 0.44% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.33%. This indicates that LDUR's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDUR | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 0.33% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.08% | 0.84% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.55% | 1.11% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.03% | 1.73% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.77% | 2.20% | +0.57% |
LDUR vs. STOT - Expense Ratio Comparison
LDUR has a 0.54% expense ratio, which is higher than STOT's 0.45% expense ratio.
Dividends
LDUR vs. STOT - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 4.35%, less than STOT's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 4.35% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% | 0.00% |
Frequently Asked Questions
LDUR and STOT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDUR has higher volatility (0.44%) compared to STOT (0.33%). In terms of maximum drawdown, LDUR dropped -8.68% vs STOT's -6.07%.
On 10-year performance, STOT leads with 2.43% vs 2.43% for LDUR. On fees, STOT is cheaper at 0.45% per year. On volatility, STOT has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, STOT has performed better with a 2.43% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STOT is cheaper with a 0.45% expense ratio, compared with 0.54% for LDUR.
STOT has the higher dividend yield at 4.41%, compared with 4.35% for LDUR.
They also come from different issuers: PIMCO and State Street. Their fees differ too: 0.54% for LDUR and 0.45% for STOT.
STOT currently has the higher Sharpe Ratio (3.81 vs 2.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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