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

Performance

TOTL vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Total Return Tactical ETF (TOTL) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
8.18%
TOTL
IOO

Returns By Period

In the year-to-date period, TOTL achieves a 3.57% return, which is significantly lower than IOO's 24.58% return.


TOTL

YTD

3.57%

1M

-1.30%

6M

3.57%

1Y

8.66%

5Y (annualized)

-0.06%

10Y (annualized)

N/A

IOO

YTD

24.58%

1M

-1.04%

6M

7.66%

1Y

28.37%

5Y (annualized)

15.94%

10Y (annualized)

12.04%

Key characteristics


TOTLIOO
Sharpe Ratio1.402.15
Sortino Ratio2.042.86
Omega Ratio1.271.39
Calmar Ratio0.702.64
Martin Ratio6.1910.89
Ulcer Index1.43%2.69%
Daily Std Dev6.34%13.64%
Max Drawdown-16.48%-55.85%
Current Drawdown-4.79%-1.94%

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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.


TOTL
SPDR DoubleLine Total Return Tactical ETF
Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for IOO: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.0-0.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for TOTL, currently valued at 1.40, compared to the broader market0.002.004.006.001.402.15
The chart of Sortino ratio for TOTL, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.042.86
The chart of Omega ratio for TOTL, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.39
The chart of Calmar ratio for TOTL, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.702.64
The chart of Martin ratio for TOTL, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.1910.89
TOTL
IOO

The current TOTL Sharpe Ratio is 1.40, which is lower than the IOO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TOTL and IOO, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.40
2.15
TOTL
IOO

Dividends

TOTL vs. IOO - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.20%, more than IOO's 1.09% yield.


TTM20232022202120202019201820172016201520142013
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.20%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
1.09%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.79%
-1.94%
TOTL
IOO

Volatility

TOTL vs. IOO - Volatility Comparison

The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.46%, while iShares Global 100 ETF (IOO) has a volatility of 4.25%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
1.46%
4.25%
TOTL
IOO