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TOTL vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOTL vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street DoubleLine Total Return Tactical ETF (TOTL) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TOTL achieves a -0.26% return, which is significantly lower than BIL's 1.49% return. Over the past 10 years, TOTL has underperformed BIL with an annualized return of 1.65%, while BIL has yielded a comparatively higher 2.18% annualized return.


TOTL

1D
0.10%
1M
-0.02%
YTD
-0.26%
6M
-0.05%
1Y
4.31%
3Y*
4.41%
5Y*
0.64%
10Y*
1.65%

BIL

1D
0.00%
1M
0.27%
YTD
1.49%
6M
1.76%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOTL vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOTL
State Street DoubleLine Total Return Tactical ETF
-0.26%7.68%3.15%5.55%-11.59%-1.00%3.56%6.93%0.76%3.55%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between TOTL and BIL is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2015

0.03

The correlation between TOTL and BIL shifts across timeframes, from -0.11 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TOTL vs. BIL — Risk / Return Rank

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

TOTL
TOTL Risk / Return Rank: 3333
Overall Rank
TOTL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TOTL Sortino Ratio Rank: 3636
Sortino Ratio Rank
TOTL Omega Ratio Rank: 3535
Omega Ratio Rank
TOTL Calmar Ratio Rank: 3030
Calmar Ratio Rank
TOTL Martin Ratio Rank: 3030
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank
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.

TOTL vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Total Return Tactical ETF (TOTL) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


TOTLBILDifference
Sharpe ratioReturn per unit of total volatility

-18.44

Sortino ratioReturn per unit of downside risk

-172.29

Omega ratioGain probability vs. loss probability

1.23

87.91

-86.68

Calmar ratioReturn relative to maximum drawdown

1.42

355.35

-353.93

Martin ratioReturn relative to average drawdown

4.37

2,817.77

-2,813.41

TOTL vs. BIL - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.27, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of TOTL and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TOTLBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

19.71

-18.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

13.15

-13.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

8.51

-8.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.78

-2.40

Drawdowns

TOTL vs. BIL - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for TOTL and BIL.


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Drawdown Indicators


TOTLBILDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-0.78%

-15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-0.01%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-0.01%

-6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-0.10%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-16.48%

-0.21%

-16.27%

Current Drawdown

Current decline from peak

-1.89%

0.00%

-1.89%

Average Drawdown

Average peak-to-trough decline

-3.13%

-0.26%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.00%

+0.99%

Volatility

TOTL vs. BIL - Volatility Comparison

State Street DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.17% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that TOTL's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOTLBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.06%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

0.13%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

0.20%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

0.26%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

0.26%

+4.52%

TOTL vs. BIL - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

TOTL vs. BIL - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.29%, more than BIL's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
TOTL
State Street DoubleLine Total Return Tactical ETF
5.29%5.23%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%

Frequently Asked Questions


TOTL and BIL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOTL has higher volatility (1.17%) compared to BIL (0.06%). In terms of maximum drawdown, TOTL dropped -16.48% vs BIL's -0.78%.

On 10-year performance, BIL leads with 2.18% vs 1.65% for TOTL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIL has performed better with a 2.18% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.55% for TOTL.

TOTL has the higher dividend yield at 5.29%, compared with 3.86% for BIL.

TOTL is categorized as Intermediate Core-Plus Bond, while BIL is Government Bonds. Their fees differ too: 0.55% for TOTL and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 1.27), 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.

Portfolio Optimizer

Find the right allocation for TOTL and BIL

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