UBND vs. TOTL
Compare and contrast key facts about VictoryShares Core Plus Intermediate Bond ETF (UBND) and SPDR DoubleLine Total Return Tactical ETF (TOTL).
UBND and TOTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBND is an actively managed fund by VictoryShares. It was launched on Oct 4, 2021. 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: UBND or TOTL.
Key characteristics
| UBND | TOTL | |
|---|---|---|
| YTD Return | 3.70% | 3.94% |
| 1Y Return | 10.06% | 10.78% |
| 3Y Return (Ann) | -0.83% | -1.17% |
| Sharpe Ratio | 1.75 | 1.53 |
| Sortino Ratio | 2.57 | 2.23 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 0.81 | 0.72 |
| Martin Ratio | 6.96 | 7.55 |
| Ulcer Index | 1.36% | 1.31% |
| Daily Std Dev | 5.41% | 6.48% |
| Max Drawdown | -16.53% | -16.48% |
| Current Drawdown | -2.82% | -4.45% |
Correlation
The correlation between UBND and TOTL is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UBND vs. TOTL - Performance Comparison
In the year-to-date period, UBND achieves a 3.70% return, which is significantly lower than TOTL's 3.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UBND vs. TOTL - Expense Ratio Comparison
UBND has a 0.40% expense ratio, which is lower than TOTL's 0.55% expense ratio.
Risk-Adjusted Performance
UBND vs. TOTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Plus Intermediate Bond ETF (UBND) 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
UBND vs. TOTL - Dividend Comparison
UBND's dividend yield for the trailing twelve months is around 4.51%, less than TOTL's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBND VictoryShares Core Plus Intermediate Bond ETF | 4.51% | 4.37% | 3.28% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.18% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% |
Drawdowns
UBND vs. TOTL - Drawdown Comparison
The maximum UBND drawdown since its inception was -16.53%, roughly equal to the maximum TOTL drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for UBND and TOTL. For additional features, visit the drawdowns tool.
Volatility
UBND vs. TOTL - Volatility Comparison
The current volatility for VictoryShares Core Plus Intermediate Bond ETF (UBND) is 1.44%, while SPDR DoubleLine Total Return Tactical ETF (TOTL) has a volatility of 1.61%. This indicates that UBND experiences smaller price fluctuations and is considered to be less risky than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.