QLTY vs TOTL

Comparison between GMO U.S. QUALITY ETF (QLTY, ETF) and SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF (TOTL, ETF).

QLTY vs TOTL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QLTY(ETF)	TOTL(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.50%	0.55%
Max Drawdown	17.13%	25.48%
Sharpe Ratio	1.77	0.23
5Y Beta	0.89	0.02
P/E Ratio	26.42	N/A
Forward P/E	21.77	N/A
PEG Ratio	0.91	N/A
5Y Dividends CAGR	N/A	10.60%
5Y EPS CAGR	20.02%	N/A
Debt to Equity	48.91%	N/A
P/S Ratio	2.98	N/A
P/B Ratio	5.53	N/A

Net Assets

QLTY

$4.20B

TOTL

$4.20B

Expense Ratio

Winner

QLTY

0.50%

TOTL

0.55%

Max Drawdown

Winner

QLTY

17.13%

TOTL

25.48%

Sharpe Ratio

Winner

QLTY

1.77

TOTL

0.23

5Y Beta

QLTY

0.89

Winner

TOTL

0.02

P/E Ratio

QLTY

26.42

TOTL

N/A

Forward P/E

QLTY

21.77

TOTL

N/A

PEG Ratio

QLTY

0.91

TOTL

N/A

5Y Dividends CAGR

QLTY

N/A

TOTL

10.60%

5Y EPS CAGR

QLTY

20.02%

TOTL

N/A

Debt to Equity

QLTY

48.91%

TOTL

N/A

P/S Ratio

QLTY

2.98

TOTL

N/A

P/B Ratio

QLTY

5.53

TOTL

N/A

QLTY vs TOTL - Historical Returns

Returns include dividend reinvestment.

Period	QLTY	TOTL
1 month	+4.04%	-0.64%
3 months	+4.59%	-1.39%
6 months	+6.99%	-0.14%
1 year	+24.72%	+4.84%
5 years(CAGR)	N/A	+0.69%
10 years(CAGR)	N/A	+1.66%
Max(CAGR)	+21.45%	+1.71%

Winner

QLTY

+4.04%

TOTL

-0.64%

Winner

QLTY

+4.59%

TOTL

-1.39%

Winner

QLTY

+6.99%

TOTL

-0.14%

Winner

QLTY

+24.72%

TOTL

+4.84%

5Y(CAGR)

QLTY

N/A

TOTL

+0.69%

10Y(CAGR)

QLTY

N/A

TOTL

+1.66%

Max(CAGR)

Winner

QLTY

+21.45%

TOTL

+1.71%

QLTY vs TOTL - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	QLTY	TOTL
2026	+4.11%	-0.52%
2025	+21.37%	+7.65%
2024	+21.61%	+3.51%
2023	+5.68%	+5.14%
2022	N/A	-11.37%
2021	N/A	-0.98%
2020	N/A	+3.42%
2019	N/A	+7.11%
2018	N/A	+0.95%
2017	N/A	+3.49%
2016	N/A	+2.64%
2015	N/A	-0.28%

QLTY vs TOTL Drawdown Comparison

The maximum drawdown for QLTY was -17.00%, occurring on Apr 8, 2025. Recovery took 89 trading sessions.

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

The current QLTY drawdown is -0.74%. The current TOTL drawdown is -2.14%.

Rank	QLTY	TOTL
#1	-17.00% Feb 19, 2025 - Jun 27, 2025	-16.48% Sep 2, 2021 - Aug 29, 2025
#2	-11.71% Jan 12, 2026 - May 5, 2026	-7.29% Mar 6, 2020 - Jul 30, 2020
#3	-7.03% Jul 16, 2024 - Aug 30, 2024	-3.29% Sep 29, 2016 - Apr 18, 2017
#4	-4.36% Oct 14, 2024 - Dec 2, 2024	-3.04% Sep 5, 2017 - Jan 3, 2019
#5	-4.35% Oct 27, 2025 - Nov 25, 2025	-2.79% Feb 27, 2026 - Mar 27, 2026
#6	-4.24% Mar 27, 2024 - May 10, 2024	-1.99% Jan 27, 2021 - Sep 2, 2021
#7	-4.17% Dec 4, 2024 - Jan 23, 2025	-1.41% Oct 4, 2019 - Jan 3, 2020
#8	-3.31% Aug 30, 2024 - Sep 13, 2024	-1.35% Oct 14, 2015 - Feb 8, 2016
#9	-3.29% May 22, 2024 - Jun 11, 2024	-1.31% Sep 4, 2019 - Oct 3, 2019
#10	-3.05% Oct 6, 2025 - Oct 20, 2025	-1.22% Apr 20, 2015 - Oct 2, 2015
#11	-2.97% Jul 25, 2025 - Aug 13, 2025	-1.13% Aug 6, 2020 - Dec 11, 2020
#12	-2.49% Dec 11, 2025 - Dec 24, 2025	-1.00% Oct 22, 2025 - Nov 25, 2025
#13	-1.94% Sep 22, 2025 - Oct 1, 2025	-0.94% Jun 26, 2017 - Aug 1, 2017
#14	-1.84% Sep 30, 2024 - Oct 11, 2024	-0.80% Feb 24, 2015 - Mar 23, 2015
#15	-1.58% Jan 29, 2024 - Feb 2, 2024	-0.77% Nov 26, 2025 - Dec 29, 2025

Correlation

Correlation between QLTY and TOTL is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2015 - 2026)

QLTY vs TOTL dividend yield comparison.

Year	QLTY	TOTL
2026	0.15%	1.66%
2025	0.73%	5.23%
2024	0.79%	5.35%
2023	0.15%	4.85%
2022	0.00%	4.68%
2021	0.00%	3.07%
2020	0.00%	2.91%
2019	0.00%	3.31%
2018	0.00%	3.41%
2017	0.00%	3.00%
2016	0.00%	3.25%
2015	0.00%	2.67%