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STOT vs DJAN

Comparison between STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF) and FT VEST U.S. EQUITY DEEP BUFFER ETF - JANUARY (DJAN, ETF).

5-Year PerformanceDJAN has outperformed STOT, delivering a return of +7.6% compared to +2.8%

STOT vs DJAN - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
STOT
$473M
DJAN
$472M
Expense Ratio
Winner
STOT
0.45%
DJAN
0.85%
Max Drawdown
STOT
9.93%
Winner
DJAN
9.57%
Sharpe Ratio
STOT
-0.03
Winner
DJAN
1.38
5Y Beta
Winner
STOT
-0.00
DJAN
0.41
5Y Dividends CAGR
STOT
23.68%
DJAN
N/A

STOT vs DJAN - Historical Returns

Returns include dividend reinvestment.

1M
STOT
+0.19%
Winner
DJAN
+0.57%
3M
STOT
+0.41%
Winner
DJAN
+3.29%
6M
STOT
+1.14%
Winner
DJAN
+5.13%
1Y
STOT
+3.73%
Winner
DJAN
+12.20%
5Y(CAGR)
STOT
+2.81%
Winner
DJAN
+7.64%
10Y(CAGR)
STOT
+2.38%
DJAN
N/A
Max(CAGR)
STOT
+2.43%
Winner
DJAN
+7.83%

STOT vs DJAN - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearSTOTDJAN
2026+1.23%+5.20%
2025+5.61%+11.10%
2024+5.33%+13.08%
2023+6.34%+13.68%
2022-3.62%-5.89%
2021+0.38%+6.72%
2020+2.47%N/A
2019+4.31%N/A
2018+0.97%N/A
2017+1.72%N/A
2016+0.89%N/A

STOT vs DJAN Drawdown Comparison

The maximum drawdown for STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The maximum drawdown for DJAN was -9.57%, occurring on Jun 16, 2022. Recovery took 325 trading sessions.

The current STOT drawdown is -0.16%. The current DJAN drawdown is -0.27%.

RankSTOTDJAN
#1-6.07%
Aug 3, 2021 - Nov 2, 2023
-9.57%
Mar 29, 2022 - Jul 17, 2023
#2-5.13%
Mar 5, 2020 - Jul 23, 2020
-9.33%
Feb 19, 2025 - Jun 24, 2025
#3-1.59%
Nov 7, 2016 - Apr 12, 2017
-5.29%
Sep 14, 2023 - Nov 10, 2023
#4-1.33%
Sep 7, 2017 - Aug 20, 2018
-4.27%
Feb 2, 2026 - Apr 14, 2026
#5-0.85%
Feb 12, 2021 - Jul 6, 2021
-3.84%
Feb 2, 2022 - Mar 29, 2022
#6-0.80%
May 18, 2017 - Aug 3, 2017
-3.30%
Jul 16, 2024 - Aug 16, 2024
#7-0.76%
Feb 27, 2026 - Apr 17, 2026
-2.43%
Apr 1, 2024 - May 9, 2024
#8-0.72%
Oct 1, 2024 - Nov 27, 2024
-1.88%
Nov 12, 2025 - Nov 26, 2025
#9-0.72%
Aug 20, 2018 - Dec 18, 2018
-1.69%
Jan 21, 2021 - Feb 5, 2021
#10-0.71%
May 7, 2025 - May 22, 2025
-1.68%
Jul 28, 2023 - Aug 30, 2023
#11-0.66%
Apr 4, 2025 - Apr 28, 2025
-1.68%
Aug 30, 2024 - Sep 16, 2024
#12-0.57%
Apr 18, 2017 - May 16, 2017
-1.59%
Jun 2, 2026 - Jul 6, 2026
#13-0.51%
May 22, 2025 - Jun 18, 2025
-1.54%
Feb 16, 2021 - Mar 11, 2021
#14-0.48%
Oct 18, 2016 - Nov 7, 2016
-1.32%
May 7, 2021 - May 28, 2021
#15-0.44%
Sep 4, 2019 - Oct 2, 2019
-1.22%
Oct 8, 2025 - Oct 20, 2025

Correlation

Correlation between STOT and DJAN is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98
-101

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