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STOT vs. JPLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STOT and JPLD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

STOT vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%NovemberDecember2025FebruaryMarchApril
10.53%
11.85%
STOT
JPLD

Key characteristics

Sharpe Ratio

STOT:

3.90

JPLD:

3.52

Sortino Ratio

STOT:

6.02

JPLD:

5.58

Omega Ratio

STOT:

1.86

JPLD:

1.80

Calmar Ratio

STOT:

8.66

JPLD:

5.91

Martin Ratio

STOT:

30.00

JPLD:

26.15

Ulcer Index

STOT:

0.21%

JPLD:

0.27%

Daily Std Dev

STOT:

1.60%

JPLD:

1.97%

Max Drawdown

STOT:

-6.07%

JPLD:

-1.17%

Current Drawdown

STOT:

-0.03%

JPLD:

-0.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with STOT having a 1.82% return and JPLD slightly lower at 1.74%.


STOT

YTD

1.82%

1M

0.44%

6M

2.79%

1Y

6.27%

5Y*

2.60%

10Y*

N/A

JPLD

YTD

1.74%

1M

0.26%

6M

2.47%

1Y

7.04%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Expense ratio chart for STOT: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STOT: 0.45%
Expense ratio chart for JPLD: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPLD: 0.24%

Risk-Adjusted Performance

STOT vs. JPLD — Risk-Adjusted Performance Rank

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

STOT
The Risk-Adjusted Performance Rank of STOT is 9898
Overall Rank
The Sharpe Ratio Rank of STOT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of STOT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of STOT is 9898
Omega Ratio Rank
The Calmar Ratio Rank of STOT is 9999
Calmar Ratio Rank
The Martin Ratio Rank of STOT is 9898
Martin Ratio Rank

JPLD
The Risk-Adjusted Performance Rank of JPLD is 9898
Overall Rank
The Sharpe Ratio Rank of JPLD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of JPLD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JPLD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of JPLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPLD is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for STOT, currently valued at 3.90, compared to the broader market-1.000.001.002.003.004.00
STOT: 3.90
JPLD: 3.52
The chart of Sortino ratio for STOT, currently valued at 6.02, compared to the broader market-2.000.002.004.006.008.00
STOT: 6.02
JPLD: 5.58
The chart of Omega ratio for STOT, currently valued at 1.86, compared to the broader market0.501.001.502.002.50
STOT: 1.86
JPLD: 1.80
The chart of Calmar ratio for STOT, currently valued at 8.66, compared to the broader market0.002.004.006.008.0010.0012.00
STOT: 8.66
JPLD: 5.91
The chart of Martin ratio for STOT, currently valued at 30.00, compared to the broader market0.0020.0040.0060.00
STOT: 30.00
JPLD: 26.15

The current STOT Sharpe Ratio is 3.90, which is comparable to the JPLD Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of STOT and JPLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.003.504.004.50NovemberDecember2025FebruaryMarchApril
3.90
3.52
STOT
JPLD

Dividends

STOT vs. JPLD - Dividend Comparison

STOT's dividend yield for the trailing twelve months is around 5.03%, more than JPLD's 4.40% yield.


TTM202420232022202120202019201820172016
STOT
SPDR DoubleLine Short Duration Total Return Tactical ETF
5.03%5.10%4.53%2.54%1.76%1.66%2.61%2.50%1.95%2.08%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.40%4.47%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 -1.17%. Use the drawdown chart below to compare losses from any high point for STOT and JPLD. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.03%
-0.21%
STOT
JPLD

Volatility

STOT vs. JPLD - Volatility Comparison

The current volatility for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.67%, while J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) has a volatility of 1.01%. 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.


0.20%0.40%0.60%0.80%1.00%NovemberDecember2025FebruaryMarchApril
0.67%
1.01%
STOT
JPLD