STOT vs. DDV
STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) and DDV (Defined Duration 5 ETF) are both exchange-traded funds - STOT is a Short-Term Bond fund tracking the Bloomberg U.S. Aggregate 1-3 Year Index, while DDV is a Intermediate Core Bond fund actively managed by Discipline Funds. STOT is passively managed, while DDV is actively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. STOT charges 0.45%/yr vs 0.25%/yr for DDV.
Performance
STOT vs. DDV - Performance Comparison
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Returns By Period
In the year-to-date period, STOT achieves a 1.31% return, which is significantly lower than DDV's 2.35% return.
STOT
- 1D
- -0.02%
- 1M
- -0.01%
- 6M
- 0.95%
- YTD
- 1.31%
- 1Y
- 3.42%
- 3Y*
- 5.09%
- 5Y*
- 2.80%
- 10Y*
- 2.38%
- ALL TIME*
- 2.43%
DDV
- 1D
- -0.13%
- 1M
- -0.06%
- 6M
- 1.60%
- YTD
- 2.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $74.78K | $50.90K | $102.48K | |
| $3.99M | $3.46M | $3.76M |
STOT vs. DDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 1.31% | 0.62% |
DDV Defined Duration 5 ETF | 2.35% | 0.47% |
Correlation
The correlation between STOT and DDV is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.54 |
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Return for Risk
STOT vs. DDV — Risk / Return Rank
STOT
DDV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STOT vs. DDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and Defined Duration 5 ETF (DDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STOT | DDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.65 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | — | — |
| Martin ratioReturn relative to average drawdown | 20.60 | — | — |
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Drawdowns
STOT vs. DDV - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for STOT and DDV.
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Drawdown Indicators
| STOT | DDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.07% | -1.92% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -6.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -6.07% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.29% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -0.34% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | — | — |
Volatility
STOT vs. DDV - Volatility Comparison
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Volatility by Period
| STOT | DDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.14% | 2.64% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 2.64% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 2.64% | -0.44% |
STOT vs. DDV - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than DDV's 0.25% expense ratio.
Dividends
STOT vs. DDV - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 4.42%, more than DDV's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DDV Defined Duration 5 ETF | 1.62% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.06% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Frequently Asked Questions
STOT and DDV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DDV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DDV is cheaper with a 0.25% expense ratio, compared with 0.45% for STOT.
STOT has the higher dividend yield at 4.06%, compared with 1.62% for DDV.
STOT is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: State Street and Discipline Funds. Their fees differ too: 0.45% for STOT and 0.25% for DDV.
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