TOTL vs. EUSB
TOTL (State Street DoubleLine Total Return Tactical ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both Intermediate Core-Plus Bond funds. TOTL is actively managed, while EUSB is passively managed. Over the past 5 years, TOTL returned 0.62%/yr vs 0.34%/yr for EUSB. Their correlation of 0.88 suggests significant overlap in exposure. TOTL charges 0.55%/yr vs 0.12%/yr for EUSB.
Performance
TOTL vs. EUSB - Performance Comparison
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Returns By Period
In the year-to-date period, TOTL achieves a -0.36% return, which is significantly lower than EUSB's 0.13% return.
TOTL
- 1D
- -0.20%
- 1M
- -0.09%
- YTD
- -0.36%
- 6M
- -0.38%
- 1Y
- 4.78%
- 3Y*
- 4.39%
- 5Y*
- 0.62%
- 10Y*
- 1.64%
EUSB
- 1D
- -0.20%
- 1M
- 0.27%
- YTD
- 0.13%
- 6M
- 0.19%
- 1Y
- 5.15%
- 3Y*
- 4.27%
- 5Y*
- 0.34%
- 10Y*
- —
TOTL vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TOTL State Street DoubleLine Total Return Tactical ETF | -0.36% | 7.68% | 3.15% | 5.55% | -11.59% | -1.00% | 1.36% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.13% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.68% |
Correlation
The correlation between TOTL and EUSB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.88 |
The correlation between TOTL and EUSB has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
TOTL vs. EUSB — Risk / Return Rank
TOTL
EUSB
TOTL vs. EUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Total Return Tactical ETF (TOTL) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.
| TOTL | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.09 | -0.51 |
| Martin ratioReturn relative to average drawdown | 4.88 | 6.26 | -1.38 |
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
| TOTL | EUSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.45 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.06 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.04 | +0.33 |
Drawdowns
TOTL vs. EUSB - Drawdown Comparison
The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TOTL and EUSB.
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Drawdown Indicators
| TOTL | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -17.87% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -2.48% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -6.60% | -5.76% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.48% | -17.45% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -16.48% | — | — |
Current DrawdownCurrent decline from peak | -1.99% | -1.36% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -6.50% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.82% | +0.16% |
Volatility
TOTL vs. EUSB - Volatility Comparison
State Street DoubleLine Total Return Tactical ETF (TOTL) and iShares ESG Advanced Total USD Bond Market ETF (EUSB) have volatilities of 1.16% and 1.17%, 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
| TOTL | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.17% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.45% | 2.49% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 3.57% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 5.77% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 5.41% | -0.63% |
TOTL vs. EUSB - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Dividends
TOTL vs. EUSB - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.29%, more than EUSB's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.97% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 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
With a correlation of 0.94, TOTL and EUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EUSB has higher volatility (1.17%) compared to TOTL (1.16%). In terms of maximum drawdown, TOTL dropped -16.48% vs EUSB's -17.87%.
On 5-year performance, TOTL leads with 0.62% vs 0.34% for EUSB. On fees, EUSB is cheaper at 0.12% 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, TOTL has performed better with a 0.62% return vs 0.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.55% for TOTL.
TOTL has the higher dividend yield at 5.29%, compared with 3.97% for EUSB.
They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for TOTL and 0.12% for EUSB.
EUSB currently has the higher Sharpe Ratio (1.45 vs 1.40), 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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