STOT vs. USTB
STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) and USTB (VictoryShares Short-Term Bond ETF) are both Short-Term Bond funds - STOT tracks the Bloomberg U.S. Aggregate 1-3 Year Index while USTB tracks the Bloomberg 1–3 Year Credit Index. Both are passively managed. Over the past 5 years, STOT returned 2.81%/yr vs 3.50%/yr for USTB. At a 0.46 correlation, their price movements are largely independent. STOT charges 0.45%/yr vs 0.34%/yr for USTB.
Performance
STOT vs. USTB - Performance Comparison
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Returns By Period
In the year-to-date period, STOT achieves a 0.97% return, which is significantly lower than USTB's 1.19% return.
STOT
- 1D
- -0.04%
- 1M
- 0.18%
- YTD
- 0.97%
- 6M
- 1.26%
- 1Y
- 4.20%
- 3Y*
- 5.32%
- 5Y*
- 2.81%
- 10Y*
- 2.43%
USTB
- 1D
- -0.04%
- 1M
- 0.32%
- YTD
- 1.19%
- 6M
- 1.58%
- 1Y
- 4.75%
- 3Y*
- 6.13%
- 5Y*
- 3.50%
- 10Y*
- —
STOT vs. USTB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.97% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | 0.09% |
USTB VictoryShares Short-Term Bond ETF | 1.19% | 6.08% | 6.49% | 6.69% | -2.82% | 0.90% | 5.12% | 5.10% | 1.08% | 0.35% |
Correlation
The correlation between STOT and USTB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.46 |
The correlation between STOT and USTB shifts across timeframes, from 0.46 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STOT vs. USTB — Risk / Return Rank
STOT
USTB
STOT vs. USTB - 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 VictoryShares Short-Term Bond ETF (USTB). 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 | USTB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.81 | 3.93 | -0.12 |
Sortino ratioReturn per unit of downside risk | 5.93 | 6.69 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.79 | 1.88 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 5.52 | 5.65 | -0.13 |
Martin ratioReturn relative to average drawdown | 24.02 | 25.66 | -1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STOT | USTB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.81 | 3.93 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.63 | 1.75 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.73 | -0.62 |
Drawdowns
STOT vs. USTB - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, which is greater than USTB's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for STOT and USTB.
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Drawdown Indicators
| STOT | USTB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.07% | -5.32% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -0.84% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -0.76% | -1.02% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -6.07% | -4.96% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -6.07% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -0.04% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -0.66% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.19% | -0.01% |
Volatility
STOT vs. USTB - Volatility Comparison
State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and VictoryShares Short-Term Bond ETF (USTB) have volatilities of 0.33% and 0.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STOT | USTB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 0.33% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 0.84% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.11% | 1.22% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 2.01% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 2.01% | +0.19% |
STOT vs. USTB - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than USTB's 0.34% expense ratio.
Dividends
STOT vs. USTB - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 4.41%, less than USTB's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
USTB VictoryShares Short-Term Bond ETF | 4.58% | 4.62% | 5.05% | 4.49% | 2.54% | 1.84% | 2.59% | 2.69% | 2.32% | 0.43% | 0.00% |
Frequently Asked Questions
STOT and USTB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USTB has higher volatility (0.33%) compared to STOT (0.33%). In terms of maximum drawdown, STOT dropped -6.07% vs USTB's -5.32%.
On 5-year performance, USTB leads with 3.50% vs 2.81% for STOT. On fees, USTB is cheaper at 0.34% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, USTB has performed better with a 3.50% return vs 2.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USTB is cheaper with a 0.34% expense ratio, compared with 0.45% for STOT.
USTB has the higher dividend yield at 4.58%, compared with 4.41% for STOT.
STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index, while USTB tracks Bloomberg 1–3 Year Credit Index. They also come from different issuers: State Street and Victory. Their fees differ too: 0.45% for STOT and 0.34% for USTB.
USTB currently has the higher Sharpe Ratio (3.93 vs 3.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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