TOTL vs. BSCQ
Compare and contrast key facts about SPDR DoubleLine Total Return Tactical ETF (TOTL) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ).
TOTL and BSCQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015. BSCQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD Corporate Bond 2026 Index. It was launched on Sep 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTL or BSCQ.
Performance
TOTL vs. BSCQ - Performance Comparison
Returns By Period
In the year-to-date period, TOTL achieves a 3.37% return, which is significantly lower than BSCQ's 4.26% return.
TOTL
3.37%
-0.37%
3.62%
8.27%
-0.07%
N/A
BSCQ
4.26%
0.14%
3.55%
6.48%
1.85%
N/A
Key characteristics
| TOTL | BSCQ | |
|---|---|---|
| Sharpe Ratio | 1.31 | 3.23 |
| Sortino Ratio | 1.91 | 5.22 |
| Omega Ratio | 1.25 | 1.71 |
| Calmar Ratio | 0.66 | 0.96 |
| Martin Ratio | 5.59 | 25.35 |
| Ulcer Index | 1.48% | 0.26% |
| Daily Std Dev | 6.34% | 2.01% |
| Max Drawdown | -16.48% | -16.50% |
| Current Drawdown | -4.98% | -0.64% |
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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.
Correlation
The correlation between TOTL and BSCQ is 0.65, 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
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.
Dividends
TOTL vs. BSCQ - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.21%, more than BSCQ's 4.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.21% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.02% | 3.54% | 2.54% | 1.91% | 2.43% | 3.18% | 3.33% | 2.91% | 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.
Volatility
TOTL vs. BSCQ - Volatility Comparison
SPDR DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.43% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.38%. 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.