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LSST vs. STOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSST vs. STOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). The values are adjusted to include any dividend payments, if applicable.

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LSST vs. STOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%4.76%5.52%-3.37%-0.28%5.54%5.55%0.76%0.00%
STOT
State Street DoubleLine Short Duration Total Return Tactical ETF
0.37%5.56%5.26%6.39%-3.75%0.27%2.43%4.40%0.95%0.00%

Returns By Period


LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

STOT

1D
0.07%
1M
-0.49%
YTD
0.37%
6M
1.70%
1Y
4.28%
3Y*
5.37%
5Y*
2.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSST vs. STOT - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is lower than STOT's 0.45% expense ratio.


Return for Risk

LSST vs. STOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSST

STOT
STOT Risk / Return Rank: 9797
Overall Rank
STOT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STOT Sortino Ratio Rank: 9797
Sortino Ratio Rank
STOT Omega Ratio Rank: 9797
Omega Ratio Rank
STOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
STOT Martin Ratio Rank: 9797
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.

LSST vs. STOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSST vs. STOT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSSTSTOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

Correlation

The correlation between LSST and STOT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LSST vs. STOT - Dividend Comparison

LSST has not paid dividends to shareholders, while STOT's dividend yield for the trailing twelve months is around 4.46%.


TTM2025202420232022202120202019201820172016
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%0.00%0.00%
STOT
State Street DoubleLine Short Duration Total Return Tactical ETF
4.46%4.52%5.10%4.53%2.54%1.76%1.66%2.61%2.50%1.95%2.08%

Drawdowns

LSST vs. STOT - Drawdown Comparison


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Drawdown Indicators


LSSTSTOTDifference

Max Drawdown

Largest peak-to-trough decline

-6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-6.07%

Current Drawdown

Current decline from peak

-0.49%

Average Drawdown

Average peak-to-trough decline

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

Volatility

LSST vs. STOT - Volatility Comparison


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Volatility by Period


LSSTSTOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.21%