STOT vs. JPLD
Compare and contrast key facts about SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
STOT and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STOT is an actively managed fund by State Street. It was launched on Apr 13, 2016. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STOT or JPLD.
Performance
STOT vs. JPLD - Performance Comparison
Returns By Period
In the year-to-date period, STOT achieves a 4.92% return, which is significantly lower than JPLD's 6.14% return.
STOT
4.92%
0.62%
3.39%
6.53%
2.00%
N/A
JPLD
6.14%
0.39%
3.81%
8.19%
N/A
N/A
Key characteristics
| STOT | JPLD | |
|---|---|---|
| Sharpe Ratio | 4.37 | 4.38 |
| Sortino Ratio | 7.18 | 7.55 |
| Omega Ratio | 2.04 | 2.01 |
| Calmar Ratio | 9.08 | 11.59 |
| Martin Ratio | 33.75 | 34.46 |
| Ulcer Index | 0.19% | 0.24% |
| Daily Std Dev | 1.49% | 1.87% |
| Max Drawdown | -6.07% | -0.71% |
| Current Drawdown | -0.02% | -0.15% |
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STOT vs. JPLD - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than JPLD's 0.24% expense ratio.
Correlation
The correlation between STOT and JPLD is 0.48, 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.
Risk-Adjusted Performance
STOT vs. JPLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.
Dividends
STOT vs. JPLD - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 5.06%, more than JPLD's 4.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
STOT SPDR DoubleLine Short Duration Total Return Tactical ETF | 5.06% | 4.53% | 2.53% | 1.77% | 1.66% | 2.61% | 2.50% | 1.95% | 2.07% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.45% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STOT vs. JPLD - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, which is greater than JPLD's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for STOT and JPLD. For additional features, visit the drawdowns tool.
Volatility
STOT vs. JPLD - Volatility Comparison
The current volatility for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.47%, while J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) has a volatility of 0.53%. This indicates that STOT experiences smaller price fluctuations and is considered to be less risky than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.