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TOTL vs. BSCQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOTL and BSCQ is 0.02, 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: 0.0

Performance

TOTL vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Total Return Tactical ETF (TOTL) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
10.88%
26.07%
TOTL
BSCQ

Key characteristics

Sharpe Ratio

TOTL:

1.59

BSCQ:

4.26

Sortino Ratio

TOTL:

2.34

BSCQ:

7.09

Omega Ratio

TOTL:

1.28

BSCQ:

2.02

Calmar Ratio

TOTL:

0.79

BSCQ:

1.39

Martin Ratio

TOTL:

3.91

BSCQ:

40.65

Ulcer Index

TOTL:

2.00%

BSCQ:

0.16%

Daily Std Dev

TOTL:

4.94%

BSCQ:

1.50%

Max Drawdown

TOTL:

-16.48%

BSCQ:

-16.50%

Current Drawdown

TOTL:

-2.43%

BSCQ:

0.00%

Returns By Period

In the year-to-date period, TOTL achieves a 2.90% return, which is significantly higher than BSCQ's 1.70% return.


TOTL

YTD

2.90%

1M

-0.08%

6M

2.30%

1Y

8.22%

5Y*

0.22%

10Y*

1.47%

BSCQ

YTD

1.70%

1M

0.40%

6M

2.37%

1Y

6.49%

5Y*

1.89%

10Y*

N/A

*Annualized

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TOTL vs. BSCQ - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Expense ratio chart for TOTL: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TOTL: 0.55%
Expense ratio chart for BSCQ: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCQ: 0.10%

Risk-Adjusted Performance

TOTL vs. BSCQ — Risk-Adjusted Performance Rank

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

TOTL
The Risk-Adjusted Performance Rank of TOTL is 8686
Overall Rank
The Sharpe Ratio Rank of TOTL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 8080
Martin Ratio Rank

BSCQ
The Risk-Adjusted Performance Rank of BSCQ is 9797
Overall Rank
The Sharpe Ratio Rank of BSCQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCQ is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BSCQ is 9999
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.

TOTL vs. BSCQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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 TOTL, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.00
TOTL: 1.59
BSCQ: 4.26
The chart of Sortino ratio for TOTL, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.00
TOTL: 2.34
BSCQ: 7.09
The chart of Omega ratio for TOTL, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
TOTL: 1.28
BSCQ: 2.02
The chart of Calmar ratio for TOTL, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.00
TOTL: 0.79
BSCQ: 1.39
The chart of Martin ratio for TOTL, currently valued at 3.91, compared to the broader market0.0020.0040.0060.00
TOTL: 3.91
BSCQ: 40.65

The current TOTL Sharpe Ratio is 1.59, which is lower than the BSCQ Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of TOTL and BSCQ, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.59
4.26
TOTL
BSCQ

Dividends

TOTL vs. BSCQ - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.27%, more than BSCQ's 4.17% yield.


TTM2024202320222021202020192018201720162015
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.27%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.17%4.05%3.53%2.54%1.91%2.42%3.19%3.33%2.92%0.69%0.00%

Drawdowns

TOTL vs. BSCQ - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, roughly equal to the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for TOTL and BSCQ. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.43%
0
TOTL
BSCQ

Volatility

TOTL vs. BSCQ - Volatility Comparison

SPDR DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.78% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.59%. This indicates that TOTL's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
1.78%
0.59%
TOTL
BSCQ