TOTL vs. IOO
Compare and contrast key facts about SPDR DoubleLine Total Return Tactical ETF (TOTL) and iShares Global 100 ETF (IOO).
TOTL and IOO 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. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTL or IOO.
Key characteristics
| TOTL | IOO | |
|---|---|---|
| YTD Return | 3.88% | 25.71% |
| 1Y Return | 10.47% | 33.18% |
| 3Y Return (Ann) | -1.03% | 11.32% |
| 5Y Return (Ann) | 0.05% | 16.09% |
| Sharpe Ratio | 1.67 | 2.57 |
| Sortino Ratio | 2.45 | 3.39 |
| Omega Ratio | 1.33 | 1.47 |
| Calmar Ratio | 0.79 | 3.17 |
| Martin Ratio | 8.11 | 13.17 |
| Ulcer Index | 1.32% | 2.67% |
| Daily Std Dev | 6.43% | 13.63% |
| Max Drawdown | -16.48% | -55.85% |
| Current Drawdown | -4.50% | -1.05% |
Correlation
The correlation between TOTL and IOO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
TOTL vs. IOO - Performance Comparison
In the year-to-date period, TOTL achieves a 3.88% return, which is significantly lower than IOO's 25.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TOTL vs. IOO - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is higher than IOO's 0.40% expense ratio.
Risk-Adjusted Performance
TOTL vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) and iShares Global 100 ETF (IOO). 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. IOO - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.18%, more than IOO's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.18% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
TOTL vs. IOO - Drawdown Comparison
The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for TOTL and IOO. For additional features, visit the drawdowns tool.
Volatility
TOTL vs. IOO - Volatility Comparison
The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.60%, while iShares Global 100 ETF (IOO) has a volatility of 4.20%. This indicates that TOTL experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.