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UBND vs. TOTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

UBND vs. TOTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Core Plus Intermediate Bond ETF (UBND) and SPDR DoubleLine Total Return Tactical ETF (TOTL). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.28%
-4.32%
UBND
TOTL

Key characteristics

Sharpe Ratio

UBND:

0.66

TOTL:

0.59

Sortino Ratio

UBND:

0.95

TOTL:

0.87

Omega Ratio

UBND:

1.11

TOTL:

1.11

Calmar Ratio

UBND:

0.39

TOTL:

0.32

Martin Ratio

UBND:

2.06

TOTL:

2.17

Ulcer Index

UBND:

1.62%

TOTL:

1.65%

Daily Std Dev

UBND:

5.04%

TOTL:

6.11%

Max Drawdown

UBND:

-16.53%

TOTL:

-16.48%

Current Drawdown

UBND:

-3.39%

TOTL:

-5.05%

Returns By Period

In the year-to-date period, UBND achieves a 3.10% return, which is significantly lower than TOTL's 3.29% return.


UBND

YTD

3.10%

1M

-0.22%

6M

1.92%

1Y

3.38%

5Y*

N/A

10Y*

N/A

TOTL

YTD

3.29%

1M

-0.08%

6M

1.94%

1Y

3.70%

5Y*

-0.22%

10Y*

N/A

Compare stocks, funds, or ETFs

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


UBND vs. TOTL - Expense Ratio Comparison

UBND has a 0.40% expense ratio, which is lower than TOTL's 0.55% expense ratio.


TOTL
SPDR DoubleLine Total Return Tactical ETF
Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for UBND: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Sharpe ratio
The chart of Sharpe ratio for UBND, currently valued at 0.66, compared to the broader market0.002.004.000.660.59
The chart of Sortino ratio for UBND, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.950.87
The chart of Omega ratio for UBND, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.11
The chart of Calmar ratio for UBND, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.34
The chart of Martin ratio for UBND, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.062.17
UBND
TOTL

The current UBND Sharpe Ratio is 0.66, which is comparable to the TOTL Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of UBND and TOTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.66
0.59
UBND
TOTL

Dividends

UBND vs. TOTL - Dividend Comparison

UBND's dividend yield for the trailing twelve months is around 4.64%, less than TOTL's 5.34% yield.


TTM202320222021202020192018201720162015
UBND
VictoryShares Core Plus Intermediate Bond ETF
4.64%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
5.34%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.39%
-4.32%
UBND
TOTL

Volatility

UBND vs. TOTL - Volatility Comparison

VictoryShares Core Plus Intermediate Bond ETF (UBND) has a higher volatility of 1.41% compared to SPDR DoubleLine Total Return Tactical ETF (TOTL) at 1.26%. This indicates that UBND'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.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.41%
1.26%
UBND
TOTL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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