TRSX.L vs. TOTL
Compare and contrast key facts about SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and SPDR DoubleLine Total Return Tactical ETF (TOTL).
TRSX.L and TOTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRSX.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 17, 2016. TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRSX.L or TOTL.
Key characteristics
| TRSX.L | TOTL | |
|---|---|---|
| YTD Return | -0.15% | 3.24% |
| 1Y Return | 4.77% | 8.67% |
| 3Y Return (Ann) | -4.10% | -1.24% |
| 5Y Return (Ann) | -1.50% | -0.08% |
| Sharpe Ratio | 0.75 | 1.52 |
| Sortino Ratio | 1.14 | 2.24 |
| Omega Ratio | 1.14 | 1.30 |
| Calmar Ratio | 0.26 | 0.75 |
| Martin Ratio | 2.12 | 7.21 |
| Ulcer Index | 2.52% | 1.36% |
| Daily Std Dev | 7.24% | 6.45% |
| Max Drawdown | -23.60% | -16.48% |
| Current Drawdown | -16.95% | -5.10% |
Correlation
The correlation between TRSX.L and TOTL is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRSX.L vs. TOTL - Performance Comparison
In the year-to-date period, TRSX.L achieves a -0.15% return, which is significantly lower than TOTL's 3.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRSX.L vs. TOTL - Expense Ratio Comparison
TRSX.L has a 0.15% expense ratio, which is lower than TOTL's 0.55% expense ratio.
Risk-Adjusted Performance
TRSX.L vs. TOTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) and SPDR DoubleLine Total Return Tactical ETF (TOTL). 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.
Dividends
TRSX.L vs. TOTL - Dividend Comparison
TRSX.L's dividend yield for the trailing twelve months is around 3.57%, less than TOTL's 5.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRSX.L SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 3.57% | 2.71% | 1.65% | 1.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.22% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% |
Drawdowns
TRSX.L vs. TOTL - Drawdown Comparison
The maximum TRSX.L drawdown since its inception was -23.60%, which is greater than TOTL's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for TRSX.L and TOTL. For additional features, visit the drawdowns tool.
Volatility
TRSX.L vs. TOTL - Volatility Comparison
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a higher volatility of 1.95% compared to SPDR DoubleLine Total Return Tactical ETF (TOTL) at 1.62%. This indicates that TRSX.L's price experiences larger fluctuations and is considered to be riskier than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.