ZTRE vs. STOT
ZTRE (F/M 3-Year Investment Grade Corporate Bond ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both Short-Term Bond funds - ZTRE tracks the ICE 3-Year US Target Maturity Corporate Index - Benchmark TR Gross while STOT tracks the Bloomberg U.S. Aggregate 1-3 Year Index. Both are passively managed. Over the past year, ZTRE returned 3.03% vs 3.42% for STOT. Their 0.61 correlation means they have sometimes moved together and sometimes differently. ZTRE charges 0.15%/yr vs 0.45%/yr for STOT.
Performance
ZTRE vs. STOT - Performance Comparison
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Returns By Period
In the year-to-date period, ZTRE achieves a 0.80% return, which is significantly lower than STOT's 1.31% return.
ZTRE
- 1D
- -0.04%
- 1M
- -0.06%
- 6M
- 0.41%
- YTD
- 0.80%
- 1Y
- 3.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.76%
STOT
- 1D
- -0.02%
- 1M
- -0.01%
- 6M
- 0.95%
- YTD
- 1.31%
- 1Y
- 3.42%
- 3Y*
- 5.09%
- 5Y*
- 2.80%
- 10Y*
- 2.38%
- ALL TIME*
- 2.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.99M | $3.46M | $3.76M | |
| $361.74K | $257.68K | $173.89K |
ZTRE vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZTRE F/M 3-Year Investment Grade Corporate Bond ETF | 0.80% | 6.60% | 0.32% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 1.31% | 5.56% | 0.28% |
Correlation
The correlation between ZTRE and STOT is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.61 |
The correlation between ZTRE and STOT has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
ZTRE vs. STOT — Risk / Return Rank
ZTRE
STOT
ZTRE vs. STOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
| ZTRE | STOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.65 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 4.84 | -2.37 |
| Martin ratioReturn relative to average drawdown | 9.68 | 20.60 | -10.91 |
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Drawdowns
ZTRE vs. STOT - Drawdown Comparison
The maximum ZTRE drawdown since its inception was -1.45%, smaller than the maximum STOT drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for ZTRE and STOT.
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Drawdown Indicators
| ZTRE | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.45% | -6.07% | +4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.45% | -0.76% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.10% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -0.83% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.18% | +0.19% |
Volatility
ZTRE vs. STOT - Volatility Comparison
F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) has a higher volatility of 0.65% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.30%. This indicates that ZTRE's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZTRE | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 0.30% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 0.89% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.93% | 1.14% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.10% | 1.73% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.10% | 2.20% | -0.10% |
ZTRE vs. STOT - Expense Ratio Comparison
ZTRE has a 0.15% expense ratio, which is lower than STOT's 0.45% expense ratio.
Dividends
ZTRE vs. STOT - Dividend Comparison
ZTRE's dividend yield for the trailing twelve months is around 4.56%, more than STOT's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.06% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
ZTRE F/M 3-Year Investment Grade Corporate Bond ETF | 4.23% | 4.37% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZTRE and STOT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTRE has higher volatility (0.65%) compared to STOT (0.30%). In terms of maximum drawdown, ZTRE dropped -1.45% vs STOT's -6.07%.
On 1-year performance, STOT leads with 3.42% vs 3.03% for ZTRE. On fees, ZTRE is cheaper at 0.15% per year. On volatility, STOT has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STOT has performed better with a 3.42% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ZTRE is cheaper with a 0.15% expense ratio, compared with 0.45% for STOT.
ZTRE has the higher dividend yield at 4.23%, compared with 4.06% for STOT.
ZTRE tracks ICE 3-Year US Target Maturity Corporate Index - Benchmark TR Gross, while STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index. They also come from different issuers: F/m and State Street. Their fees differ too: 0.15% for ZTRE and 0.45% for STOT.
STOT currently has the higher Sharpe Ratio (3.25 vs 1.86), 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.
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