PortfoliosLab logoPortfoliosLab logo
TOTL vs. USTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOTL vs. USTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street DoubleLine Total Return Tactical ETF (TOTL) and VictoryShares Short-Term Bond ETF (USTB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TOTL achieves a -0.54% return, which is significantly lower than USTB's 1.32% return.


TOTL

1D
-0.15%
1M
0.18%
YTD
-0.54%
6M
-0.42%
1Y
3.57%
3Y*
4.13%
5Y*
0.58%
10Y*
1.57%

USTB

1D
0.08%
1M
0.36%
YTD
1.32%
6M
1.52%
1Y
4.34%
3Y*
6.13%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOTL vs. USTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOTL
State Street DoubleLine Total Return Tactical ETF
-0.54%7.68%3.15%5.55%-11.59%-1.00%3.56%6.93%0.76%-0.04%
USTB
VictoryShares Short-Term Bond ETF
1.32%6.08%6.49%6.69%-2.82%0.90%5.12%5.10%1.08%0.35%

Correlation

The correlation between TOTL and USTB is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.58

Over the past year, TOTL and USTB have become more correlated (0.80) than their long-term average of 0.58, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TOTL vs. USTB — Risk / Return Rank

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

TOTL
TOTL Risk / Return Rank: 2828
Overall Rank
TOTL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TOTL Sortino Ratio Rank: 2929
Sortino Ratio Rank
TOTL Omega Ratio Rank: 2929
Omega Ratio Rank
TOTL Calmar Ratio Rank: 2525
Calmar Ratio Rank
TOTL Martin Ratio Rank: 2626
Martin Ratio Rank

USTB
USTB Risk / Return Rank: 9494
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9797
Sortino Ratio Rank
USTB Omega Ratio Rank: 9696
Omega Ratio Rank
USTB Calmar Ratio Rank: 9090
Calmar Ratio Rank
USTB Martin Ratio Rank: 9393
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. USTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Total Return Tactical ETF (TOTL) and VictoryShares Short-Term Bond ETF (USTB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TOTLUSTBDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-4.29

Omega ratioGain probability vs. loss probability

1.19

1.78

-0.59

Calmar ratioReturn relative to maximum drawdown

1.18

5.16

-3.98

Martin ratioReturn relative to average drawdown

3.30

23.33

-20.04

TOTL vs. USTB - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.04, which is lower than the USTB Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of TOTL and USTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TOTL vs. USTB - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, which is greater than USTB's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for TOTL and USTB.


Loading charts...

Drawdown Indicators


TOTLUSTBDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-5.32%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-0.84%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-1.02%

-5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-4.96%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-16.48%

Current Drawdown

Current decline from peak

-2.16%

-0.14%

-2.02%

Average Drawdown

Average peak-to-trough decline

-3.12%

-0.65%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.19%

+0.90%

Volatility

TOTL vs. USTB - Volatility Comparison

State Street DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.12% compared to VictoryShares Short-Term Bond ETF (USTB) at 0.43%. This indicates that TOTL's price experiences larger fluctuations and is considered to be riskier than USTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TOTLUSTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.43%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

0.90%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

1.23%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

2.02%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

2.00%

+2.79%

TOTL vs. USTB - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than USTB's 0.34% expense ratio.


Dividends

TOTL vs. USTB - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.30%, more than USTB's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
TOTL
State Street DoubleLine Total Return Tactical ETF
5.30%5.23%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%
USTB
VictoryShares Short-Term Bond ETF
4.57%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%0.00%0.00%

Frequently Asked Questions


TOTL and USTB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOTL has higher volatility (1.12%) compared to USTB (0.43%). In terms of maximum drawdown, TOTL dropped -16.48% vs USTB's -5.32%.

On 5-year performance, USTB leads with 3.51% vs 0.58% for TOTL. On fees, USTB is cheaper at 0.34% per year. On volatility, USTB has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USTB has performed better with a 3.51% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USTB is cheaper with a 0.34% expense ratio, compared with 0.55% for TOTL.

TOTL has the higher dividend yield at 5.30%, compared with 4.57% for USTB.

TOTL is categorized as Intermediate Core-Plus Bond, while USTB is Short-Term Bond. They also come from different issuers: State Street and Victory. Their fees differ too: 0.55% for TOTL and 0.34% for USTB.

USTB currently has the higher Sharpe Ratio (3.56 vs 1.04), 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

Find the right allocation for TOTL and USTB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer