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TOTL vs. TUSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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TOTL vs. TUSI - Yearly Performance Comparison


2026 (YTD)2025202420232022
TOTL
State Street DoubleLine Total Return Tactical ETF
-0.46%7.68%3.15%5.55%-4.35%
TUSI
Touchstone Ultra Short Income ETF
0.94%5.09%6.51%6.53%0.84%

Returns By Period

In the year-to-date period, TOTL achieves a -0.46% return, which is significantly lower than TUSI's 0.94% 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%

TUSI

1D
0.02%
1M
0.19%
YTD
0.94%
6M
2.03%
1Y
4.80%
3Y*
5.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOTL vs. TUSI - Expense Ratio Comparison

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


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: 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

TUSI
TUSI Risk / Return Rank: 9999
Overall Rank
TUSI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TUSI Sortino Ratio Rank: 9999
Sortino Ratio Rank
TUSI Omega Ratio Rank: 9999
Omega Ratio Rank
TUSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
TUSI Martin Ratio Rank: 9999
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 ratio

Return per unit of total volatility

1.00

4.56

-3.56

Sortino ratio

Return per unit of downside risk

1.43

7.51

-6.08

Omega ratio

Gain probability vs. loss probability

1.18

2.17

-0.99

Calmar ratio

Return relative to maximum drawdown

1.40

12.16

-10.75

Martin ratio

Return relative to average drawdown

4.33

58.38

-54.05

TOTL vs. TUSI - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.00, which is lower than the TUSI Sharpe Ratio of 4.56. The chart below compares the historical Sharpe Ratios of TOTL and TUSI, 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


TOTLTUSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

4.56

-3.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

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

5.75

-5.37

Correlation

The correlation between TOTL and TUSI is 0.31, 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. TUSI - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.27%, more than TUSI's 4.67% 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%
TUSI
Touchstone Ultra Short Income ETF
4.67%4.85%5.50%5.41%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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

-2.79%

-0.39%

-2.40%

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

-2.09%

0.00%

-2.09%

Average Drawdown

Average peak-to-trough decline

-3.15%

-0.04%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.08%

+0.82%

Volatility

TOTL vs. TUSI - Volatility Comparison

State Street DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.51% compared to Touchstone Ultra Short Income ETF (TUSI) at 0.23%. 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

1.51%

0.23%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

0.67%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

1.06%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

0.95%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

0.95%

+3.81%