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TOTL vs. TRSX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOTL vs. TRSX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street DoubleLine Total Return Tactical ETF (TOTL) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L). The values are adjusted to include any dividend payments, if applicable.

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TOTL vs. TRSX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOTL
State Street DoubleLine Total Return Tactical ETF
-0.46%7.68%3.15%5.55%-11.59%-1.00%3.56%6.93%0.76%-0.15%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
0.36%8.02%-0.62%3.29%-14.99%-2.94%9.77%6.30%-2.18%-0.07%

Returns By Period

In the year-to-date period, TOTL achieves a -0.46% return, which is significantly lower than TRSX.L's 0.36% return.


TOTL

1D
0.04%
1M
-1.72%
YTD
-0.46%
6M
0.32%
1Y
3.75%
3Y*
4.16%
5Y*
0.74%
10Y*
1.74%

TRSX.L

1D
0.21%
1M
-1.54%
YTD
0.36%
6M
0.97%
1Y
4.85%
3Y*
2.65%
5Y*
-0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOTL vs. TRSX.L - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than TRSX.L's 0.15% expense ratio.


Return for Risk

TOTL vs. TRSX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TOTL
TOTL Risk / Return Rank: 4949
Overall Rank
TOTL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TOTL Sortino Ratio Rank: 5252
Sortino Ratio Rank
TOTL Omega Ratio Rank: 4444
Omega Ratio Rank
TOTL Calmar Ratio Rank: 5252
Calmar Ratio Rank
TOTL Martin Ratio Rank: 4343
Martin Ratio Rank

TRSX.L
TRSX.L Risk / Return Rank: 7171
Overall Rank
TRSX.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TRSX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
TRSX.L Omega Ratio Rank: 7171
Omega Ratio Rank
TRSX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
TRSX.L Martin Ratio Rank: 6464
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. TRSX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Total Return Tactical ETF (TOTL) and SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L). 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.


TOTLTRSX.LDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.31

-0.31

Sortino ratio

Return per unit of downside risk

1.43

1.86

-0.43

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.40

2.48

-1.07

Martin ratio

Return relative to average drawdown

4.33

7.15

-2.82

TOTL vs. TRSX.L - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.00, which is comparable to the TRSX.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TOTL and TRSX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TOTLTRSX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.31

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.18

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.17

+0.21

Correlation

The correlation between TOTL and TRSX.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TOTL vs. TRSX.L - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.27%, more than TRSX.L's 4.07% yield.


TTM20252024202320222021202020192018201720162015
TOTL
State Street DoubleLine Total Return Tactical ETF
5.27%5.23%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.07%3.93%3.59%2.71%1.65%1.02%1.56%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TOTL vs. TRSX.L - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum TRSX.L drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for TOTL and TRSX.L.


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Drawdown Indicators


TOTLTRSX.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-23.50%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-3.36%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-20.96%

+4.48%

Max Drawdown (10Y)

Largest decline over 10 years

-16.48%

Current Drawdown

Current decline from peak

-2.09%

-10.19%

+8.10%

Average Drawdown

Average peak-to-trough decline

-3.15%

-11.07%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.18%

-1.28%

Volatility

TOTL vs. TRSX.L - Volatility Comparison

The current volatility for State Street DoubleLine Total Return Tactical ETF (TOTL) is 1.51%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a volatility of 1.72%. This indicates that TOTL experiences smaller price fluctuations and is considered to be less risky than TRSX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOTLTRSX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.72%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

7.86%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

14.10%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

13.99%

-9.23%