USTB vs. TOTL
Compare and contrast key facts about VictoryShares USAA Core Short-Term Bond ETF (USTB) and SPDR DoubleLine Total Return Tactical ETF (TOTL).
USTB and TOTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USTB is an actively managed fund by Crestview. It was launched on Oct 24, 2017. 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: USTB or TOTL.
Performance
USTB vs. TOTL - Performance Comparison
Returns By Period
In the year-to-date period, USTB achieves a 5.90% return, which is significantly higher than TOTL's 3.31% return.
USTB
5.90%
-0.10%
3.87%
8.21%
3.16%
N/A
TOTL
3.31%
-1.55%
3.49%
8.58%
-0.13%
N/A
Key characteristics
| USTB | TOTL | |
|---|---|---|
| Sharpe Ratio | 4.15 | 1.39 |
| Sortino Ratio | 6.72 | 2.02 |
| Omega Ratio | 1.96 | 1.27 |
| Calmar Ratio | 12.04 | 0.70 |
| Martin Ratio | 35.38 | 6.20 |
| Ulcer Index | 0.23% | 1.42% |
| Daily Std Dev | 1.98% | 6.35% |
| Max Drawdown | -5.32% | -16.48% |
| Current Drawdown | -0.40% | -5.02% |
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USTB vs. TOTL - Expense Ratio Comparison
USTB has a 0.34% expense ratio, which is lower than TOTL's 0.55% expense ratio.
Correlation
The correlation between USTB and TOTL is 0.55, 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.
Risk-Adjusted Performance
USTB vs. TOTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA Core Short-Term Bond ETF (USTB) 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
USTB vs. TOTL - Dividend Comparison
USTB's dividend yield for the trailing twelve months is around 5.01%, less than TOTL's 5.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
USTB VictoryShares USAA Core Short-Term Bond ETF | 5.01% | 4.48% | 2.54% | 1.83% | 2.58% | 2.69% | 2.32% | 0.31% | 0.00% | 0.00% |
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.21% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% |
Drawdowns
USTB vs. TOTL - Drawdown Comparison
The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum TOTL drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for USTB and TOTL. For additional features, visit the drawdowns tool.
Volatility
USTB vs. TOTL - Volatility Comparison
The current volatility for VictoryShares USAA Core Short-Term Bond ETF (USTB) is 0.52%, while SPDR DoubleLine Total Return Tactical ETF (TOTL) has a volatility of 1.58%. This indicates that USTB 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.