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TOTL vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOTL vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street DoubleLine Total Return Tactical ETF (TOTL) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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 IMTB's 0.14% 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%

IMTB

1D
0.16%
1M
0.13%
YTD
0.14%
6M
0.49%
1Y
5.66%
3Y*
4.82%
5Y*
0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOTL vs. IMTB - 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%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.14%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%

Correlation

The correlation between TOTL and IMTB is 0.91, 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

0.91

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

0.91

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.77

The correlation between TOTL and IMTB shifts across timeframes, from 0.77 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TOTL vs. IMTB — 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

IMTB
IMTB Risk / Return Rank: 4141
Overall Rank
IMTB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3939
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3939
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. IMTB - 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 Core 5-10 Year USD Bond ETF (IMTB). 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.


TOTLIMTBDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.42

1.99

-0.57

Martin ratioReturn relative to average drawdown

4.37

6.13

-1.77

TOTL vs. IMTB - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.27, which is comparable to the IMTB Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TOTL and IMTB, 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


TOTLIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.41

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.09

+0.02

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

0.36

+0.01

Drawdowns

TOTL vs. IMTB - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for TOTL and IMTB.


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Drawdown Indicators


TOTLIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-18.15%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.86%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-6.80%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-18.11%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-16.48%

Current Drawdown

Current decline from peak

-1.89%

-1.58%

-0.31%

Average Drawdown

Average peak-to-trough decline

-3.13%

-4.13%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.92%

+0.07%

Volatility

TOTL vs. IMTB - Volatility Comparison

The current volatility for State Street DoubleLine Total Return Tactical ETF (TOTL) is 1.17%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.46%. This indicates that TOTL experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOTLIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.46%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

3.02%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

4.05%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

6.28%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

5.18%

-0.40%

TOTL vs. IMTB - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Dividends

TOTL vs. IMTB - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.29%, more than IMTB's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IMTB
iShares Core 5-10 Year USD Bond ETF
4.52%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%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 0.91, TOTL and IMTB 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.

IMTB has higher volatility (1.46%) compared to TOTL (1.17%). In terms of maximum drawdown, TOTL dropped -16.48% vs IMTB's -18.15%.

On 5-year performance, TOTL leads with 0.64% vs 0.58% for IMTB. On fees, IMTB is cheaper at 0.06% per year. On volatility, TOTL has been the lower-risk option at 1.17%. 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 0.64% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.55% for TOTL.

TOTL has the higher dividend yield at 5.29%, compared with 4.52% for IMTB.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for TOTL and 0.06% for IMTB.

IMTB currently has the higher Sharpe Ratio (1.41 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.

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