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TOTL vs. TUSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOTL vs. TUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street DoubleLine Total Return Tactical ETF (TOTL) and Touchstone Ultra Short Income ETF (TUSI). 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 TUSI's 1.70% 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%

TUSI

1D
0.12%
1M
0.40%
YTD
1.70%
6M
2.09%
1Y
4.73%
3Y*
5.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOTL vs. TUSI - Yearly Performance Comparison


2026 (YTD)2025202420232022
TOTL
State Street DoubleLine Total Return Tactical ETF
-0.26%7.68%3.15%5.55%-4.35%
TUSI
Touchstone Ultra Short Income ETF
1.70%5.09%6.51%6.53%0.84%

Correlation

The correlation between TOTL and TUSI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.32

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Return for Risk

TOTL vs. TUSI — 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

TUSI
TUSI Risk / Return Rank: 9898
Overall Rank
TUSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TUSI Sortino Ratio Rank: 9898
Sortino Ratio Rank
TUSI Omega Ratio Rank: 9898
Omega Ratio Rank
TUSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
TUSI Martin Ratio Rank: 9898
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. TUSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Total Return Tactical ETF (TOTL) and Touchstone Ultra Short Income ETF (TUSI). 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.


TOTLTUSIDifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-5.96

Omega ratioGain probability vs. loss probability

1.23

2.16

-0.93

Calmar ratioReturn relative to maximum drawdown

1.42

20.15

-18.73

Martin ratioReturn relative to average drawdown

4.37

85.69

-81.32

TOTL vs. TUSI - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.27, which is lower than the TUSI Sharpe Ratio of 4.56. The chart below compares the historical Sharpe Ratios of TOTL and TUSI, 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


TOTLTUSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

4.56

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

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

5.62

-5.25

Drawdowns

TOTL vs. TUSI - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, which is greater than TUSI's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for TOTL and TUSI.


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Drawdown Indicators


TOTLTUSIDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-0.40%

-16.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-0.24%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-0.39%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-16.48%

Current Drawdown

Current decline from peak

-1.89%

0.00%

-1.89%

Average Drawdown

Average peak-to-trough decline

-3.13%

-0.04%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.06%

+0.93%

Volatility

TOTL vs. TUSI - Volatility Comparison

State Street DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.17% compared to Touchstone Ultra Short Income ETF (TUSI) at 0.38%. This indicates that TOTL's price experiences larger fluctuations and is considered to be riskier than TUSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOTLTUSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.38%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

0.66%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

1.04%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

0.97%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

0.97%

+3.81%

TOTL vs. TUSI - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than TUSI's 0.25% expense ratio.


Dividends

TOTL vs. TUSI - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.29%, more than TUSI's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TUSI
Touchstone Ultra Short Income ETF
4.57%4.85%5.50%5.41%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TOTL and TUSI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOTL has higher volatility (1.17%) compared to TUSI (0.38%). In terms of maximum drawdown, TOTL dropped -16.48% vs TUSI's -0.40%.

On 3-year performance, TUSI leads with 5.84% vs 4.41% for TOTL. On fees, TUSI is cheaper at 0.25% per year. On volatility, TUSI has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TUSI has performed better with a 5.84% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TUSI is cheaper with a 0.25% expense ratio, compared with 0.55% for TOTL.

TOTL has the higher dividend yield at 5.29%, compared with 4.57% for TUSI.

TOTL is categorized as Intermediate Core-Plus Bond, while TUSI is Ultrashort Bond. They also come from different issuers: State Street and Touchstone. Their fees differ too: 0.55% for TOTL and 0.25% for TUSI.

TUSI currently has the higher Sharpe Ratio (4.56 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.

Portfolio Optimizer

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