FEZ vs TOTL

Comparison between SPDR(R) EURO STOXX 50(R) ETF (FEZ, ETF) and SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF (TOTL, ETF).

5-Year PerformanceFEZ has outperformed TOTL, delivering a return of +10.1% compared to +0.7%

FEZ vs TOTL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEZ(ETF)	TOTL(ETF)
Net Assets	$4.30B	$4.20B
Expense Ratio	0.29%	0.55%
Max Drawdown	66.17%	25.48%
Sharpe Ratio	0.95	0.28
5Y Beta	0.81	0.02
5Y Dividends CAGR	15.74%	10.60%

Net Assets

Winner

FEZ

$4.30B

TOTL

$4.20B

Expense Ratio

Winner

FEZ

0.29%

TOTL

0.55%

Max Drawdown

FEZ

66.17%

Winner

TOTL

25.48%

Sharpe Ratio

Winner

FEZ

0.95

TOTL

0.28

5Y Beta

FEZ

0.81

Winner

TOTL

0.02

5Y Dividends CAGR

Winner

FEZ

15.74%

TOTL

10.60%

FEZ vs TOTL - Historical Returns

Returns include dividend reinvestment.

Period	FEZ	TOTL
1 month	+2.10%	+0.07%
3 months	-1.90%	-0.45%
6 months	+8.92%	+0.61%
1 year	+20.59%	+5.16%
5 years(CAGR)	+10.10%	+0.70%
10 years(CAGR)	+10.42%	+1.72%
Max(CAGR)	+7.54%	+1.76%

Winner

FEZ

+2.10%

TOTL

+0.07%

FEZ

-1.90%

Winner

TOTL

-0.45%

Winner

FEZ

+8.92%

TOTL

+0.61%

Winner

FEZ

+20.59%

TOTL

+5.16%

5Y(CAGR)

Winner

FEZ

+10.10%

TOTL

+0.70%

10Y(CAGR)

Winner

FEZ

+10.42%

TOTL

+1.72%

Max(CAGR)

Winner

FEZ

+7.54%

TOTL

+1.76%

FEZ vs TOTL - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	FEZ	TOTL
2026	+2.77%	+0.06%
2025	+39.20%	+7.65%
2024	+5.07%	+3.51%
2023	+25.34%	+5.14%
2022	-15.04%	-11.37%
2021	+13.98%	-0.98%
2020	+3.65%	+3.42%
2019	+26.61%	+7.11%
2018	-16.22%	+0.95%
2017	+24.52%	+3.49%
2016	+2.82%	+2.64%
2015	-3.89%	-0.28%
2014	-7.00%	N/A
2013	+24.54%	N/A
2012	+18.46%	N/A
2011	-17.11%	N/A
2010	-11.00%	N/A
2009	+23.23%	N/A
2008	-42.88%	N/A
2007	+19.59%	N/A
2006	+27.55%	N/A
2005	+8.91%	N/A
2004	+16.62%	N/A
2003	+37.66%	N/A
2002	+0.24%	N/A

FEZ vs TOTL Drawdown Comparison

The maximum drawdown for FEZ was -64.21%, occurring on Mar 9, 2009. Recovery took 3279 trading sessions.

The maximum drawdown for TOTL was -16.48%, occurring on Nov 7, 2022. Recovery took 1001 trading sessions.

The current FEZ drawdown is -3.12%. The current TOTL drawdown is -1.57%.

Rank	FEZ	TOTL
#1	-64.21% Dec 10, 2007 - Dec 17, 2020	-16.48% Sep 2, 2021 - Aug 29, 2025
#2	-35.07% Nov 5, 2021 - Jun 16, 2023	-7.29% Mar 6, 2020 - Jul 30, 2020
#3	-23.13% Jan 6, 2003 - May 5, 2003	-3.29% Sep 29, 2016 - Apr 18, 2017
#4	-15.85% Mar 19, 2025 - May 2, 2025	-3.04% Sep 5, 2017 - Jan 3, 2019
#5	-14.35% Jul 13, 2023 - Dec 13, 2023	-2.79% Feb 27, 2026 - Mar 27, 2026
#6	-14.10% Feb 17, 2004 - Nov 3, 2004	-1.99% Jan 27, 2021 - Sep 2, 2021
#7	-13.64% May 5, 2006 - Aug 18, 2006	-1.41% Oct 4, 2019 - Jan 3, 2020
#8	-13.63% Feb 25, 2026 - Mar 27, 2026	-1.35% Oct 14, 2015 - Feb 8, 2016
#9	-11.95% Jul 12, 2007 - Oct 1, 2007	-1.31% Sep 4, 2019 - Oct 3, 2019
#10	-11.48% Sep 26, 2024 - Feb 12, 2025	-1.22% Apr 20, 2015 - Oct 2, 2015
#11	-9.62% May 15, 2024 - Sep 26, 2024	-1.13% Aug 6, 2020 - Dec 11, 2020
#12	-9.17% Mar 10, 2005 - Aug 3, 2005	-1.00% Oct 22, 2025 - Nov 25, 2025
#13	-8.37% Feb 26, 2007 - Apr 3, 2007	-0.94% Jun 26, 2017 - Aug 1, 2017
#14	-7.88% Jun 15, 2021 - Nov 3, 2021	-0.80% Feb 24, 2015 - Mar 23, 2015
#15	-7.69% Nov 22, 2002 - Jan 6, 2003	-0.77% Nov 26, 2025 - Dec 29, 2025

Correlation

Correlation between FEZ and TOTL is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67

-101

Dividend Comparison (2003 - 2026)

FEZ vs TOTL dividend yield comparison.

Year	FEZ	TOTL
2026	0.14%	1.65%
2025	2.78%	5.23%
2024	2.94%	5.35%
2023	2.75%	4.85%
2022	3.06%	4.68%
2021	2.61%	3.07%
2020	2.13%	2.91%
2019	2.61%	3.31%
2018	3.45%	3.41%
2017	2.44%	3.00%
2016	3.35%	3.25%
2015	3.03%	2.67%
2014	3.78%	0.00%
2013	2.72%	0.00%
2012	3.64%	0.00%
2011	5.22%	0.00%
2010	3.36%	0.00%
2009	3.11%	0.00%
2008	5.71%	0.00%
2007	4.15%	0.00%
2006	2.43%	0.00%
2005	2.34%	0.00%
2004	2.07%	0.00%
2003	1.89%	0.00%