STOT vs. ISDB

Last updated Apr 2, 2026

Compare and contrast key facts about State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and Invesco Short Duration Bond ETF (ISDB).

STOT and ISDB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STOT is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Aggregate 1-3 Year Index. It was launched on Apr 13, 2016. ISDB is an actively managed fund by Invesco. It was launched on Dec 5, 2022.

Performance

STOT vs. ISDB - Performance Comparison

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

STOT vs. ISDB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STOT State Street DoubleLine Short Duration Total Return Tactical ETF	0.35%	5.56%	5.26%	6.39%	0.37%
ISDB Invesco Short Duration Bond ETF	0.16%	6.23%	5.35%	5.17%	0.01%

Returns By Period

In the year-to-date period, STOT achieves a 0.35% return, which is significantly higher than ISDB's 0.16% return.

STOT

• 1D: -0.03%
• 1M: -0.43%
• YTD: 0.35%
• 6M: 1.62%
• 1Y: 4.21%
• 3Y*: 5.36%
• 5Y*: 2.76%
• 10Y*: —

ISDB

• 1D: 0.01%
• 1M: -0.53%
• YTD: 0.16%
• 6M: 1.48%
• 1Y: 4.73%
• 3Y*: 5.45%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STOT vs. ISDB - Expense Ratio Comparison

STOT has a 0.45% expense ratio, which is higher than ISDB's 0.36% expense ratio.

STOT

State Street DoubleLine Short Duration Total Return Tactical ETF

ISDB

Invesco Short Duration Bond ETF

Return for Risk

STOT vs. ISDB — Risk / Return Rank

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

STOT

STOT Risk / Return Rank: 96
STOT Sharpe Ratio Rank: 95
STOT Sortino Ratio Rank: 97
STOT Omega Ratio Rank: 97
STOT Calmar Ratio Rank: 97
STOT Martin Ratio Rank: 96

ISDB

ISDB Risk / Return Rank: 97
ISDB Sharpe Ratio Rank: 98
ISDB Sortino Ratio Rank: 98
ISDB Omega Ratio Rank: 98
ISDB Calmar Ratio Rank: 95
ISDB Martin Ratio Rank: 97

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.

STOT vs. ISDB - 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 Invesco Short Duration Bond ETF (ISDB). 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.

	STOT	ISDB	Difference
Sharpe ratio Return per unit of total volatility	2.49	3.27	-0.78
Sortino ratio Return per unit of downside risk	3.58	5.01	-1.44
Omega ratio Gain probability vs. loss probability	1.58	1.76	-0.17
Calmar ratio Return relative to maximum drawdown	5.56	4.32	+1.25
Martin ratio Return relative to average drawdown	18.75	19.29	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STOT vs. ISDB - Sharpe Ratio Comparison

The current STOT Sharpe Ratio is 2.49, which is comparable to the ISDB Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of STOT and ISDB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STOT	ISDB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	3.27	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	2.75	-1.65

Correlation

The correlation between STOT and ISDB is 0.60, 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

STOT vs. ISDB - Dividend Comparison

STOT's dividend yield for the trailing twelve months is around 4.42%, less than ISDB's 4.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
STOT State Street DoubleLine Short Duration Total Return Tactical ETF	4.42%	4.52%	5.10%	4.53%	2.54%	1.76%	1.66%	2.61%	2.50%	1.95%	2.08%
ISDB Invesco Short Duration Bond ETF	4.69%	4.89%	5.50%	5.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

STOT vs. ISDB - Drawdown Comparison

The maximum STOT drawdown since its inception was -6.07%, which is greater than ISDB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for STOT and ISDB.

Drawdown Indicators

	STOT	ISDB	Difference
Max Drawdown Largest peak-to-trough decline	-6.07%	-1.83%	-4.24%
Max Drawdown (1Y) Largest decline over 1 year	-0.76%	-1.12%	+0.36%
Max Drawdown (5Y) Largest decline over 5 years	-6.07%	—	—
Current Drawdown Current decline from peak	-0.51%	-0.69%	+0.18%
Average Drawdown Average peak-to-trough decline	-0.85%	-0.26%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.23%	0.25%	-0.02%

Volatility

STOT vs. ISDB - Volatility Comparison

The current volatility for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.48%, while Invesco Short Duration Bond ETF (ISDB) has a volatility of 0.76%. This indicates that STOT experiences smaller price fluctuations and is considered to be less risky than ISDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STOT	ISDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.48%	0.76%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	0.80%	1.05%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	1.70%	1.46%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.73%	1.87%	-0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.21%	1.87%	+0.34%