STOT vs GGUS

Comparison between STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF) and GOLDMAN SACHS MARKETBETA(R) RUSSELL 1000 GROWTH EQUITY ETF (GGUS, ETF).

STOT vs GGUS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STOT(ETF)	GGUS(ETF)
Net Assets	$461M	$461M
Expense Ratio	0.45%	0.12%
Max Drawdown	9.93%	22.80%
Sharpe Ratio	0.42	0.97
5Y Beta	-0.01	1.16
P/E Ratio	N/A	36.05
Forward P/E	N/A	26.67
5Y Dividends CAGR	23.16%	N/A
5Y EPS CAGR	N/A	34.33%
Debt to Equity	N/A	58.51%
P/S Ratio	N/A	5.92
P/B Ratio	N/A	12.96

Net Assets

STOT

$461M

GGUS

$461M

Expense Ratio

STOT

0.45%

Winner

GGUS

0.12%

Max Drawdown

Winner

STOT

9.93%

GGUS

22.80%

Sharpe Ratio

STOT

0.42

Winner

GGUS

0.97

5Y Beta

Winner

STOT

-0.01

GGUS

1.16

P/E Ratio

STOT

N/A

GGUS

36.05

Forward P/E

STOT

N/A

GGUS

26.67

5Y Dividends CAGR

STOT

23.16%

GGUS

N/A

5Y EPS CAGR

STOT

N/A

GGUS

34.33%

Debt to Equity

STOT

N/A

GGUS

58.51%

P/S Ratio

STOT

N/A

GGUS

5.92

P/B Ratio

STOT

N/A

GGUS

12.96

STOT vs GGUS - Historical Returns

Returns include dividend reinvestment.

Period	STOT	GGUS
1 month	+0.26%	-0.11%
3 months	+0.82%	+10.44%
6 months	+1.59%	+4.62%
1 year	+4.16%	+18.64%
5 years(CAGR)	+2.83%	N/A
10 years(CAGR)	+2.44%	N/A
Max(CAGR)	+2.44%	+22.52%

Winner

STOT

+0.26%

GGUS

-0.11%

STOT

+0.82%

Winner

GGUS

+10.44%

STOT

+1.59%

Winner

GGUS

+4.62%

STOT

+4.16%

Winner

GGUS

+18.64%

5Y(CAGR)

STOT

+2.83%

GGUS

N/A

10Y(CAGR)

STOT

+2.44%

GGUS

N/A

Max(CAGR)

STOT

+2.44%

Winner

GGUS

+22.52%

STOT vs GGUS - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	STOT	GGUS
2026	+1.09%	+4.46%
2025	+5.61%	+17.72%
2024	+5.33%	+32.78%
2023	+6.34%	+4.54%
2022	-3.62%	N/A
2021	+0.38%	N/A
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 GGUS Drawdown Comparison

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

The maximum drawdown for GGUS was -22.59%, occurring on Apr 8, 2025. Recovery took 129 trading sessions.

The current STOT drawdown is -0.01%. The current GGUS drawdown is -4.36%.

Rank	STOT	GGUS
#1	-6.07% Aug 3, 2021 - Nov 2, 2023	-22.59% Dec 16, 2024 - Jun 25, 2025
#2	-5.13% Mar 5, 2020 - Jul 23, 2020	-14.91% Oct 29, 2025 - May 6, 2026
#3	-1.59% Nov 7, 2016 - Apr 12, 2017	-11.62% Jul 10, 2024 - Oct 9, 2024
#4	-1.33% Sep 7, 2017 - Aug 20, 2018	-6.87% Mar 21, 2024 - May 15, 2024
#5	-0.85% Feb 12, 2021 - Jul 6, 2021	-6.11% Jun 1, 2026 - Jun 10, 2026
#6	-0.80% May 18, 2017 - Aug 3, 2017	-3.08% Oct 29, 2024 - Nov 6, 2024
#7	-0.76% Feb 27, 2026 - Apr 17, 2026	-3.07% Dec 28, 2023 - Jan 10, 2024
#8	-0.72% Oct 1, 2024 - Nov 27, 2024	-2.99% Oct 8, 2025 - Oct 24, 2025
#9	-0.72% Aug 20, 2018 - Dec 18, 2018	-2.83% Nov 11, 2024 - Nov 26, 2024
#10	-0.71% May 7, 2025 - May 22, 2025	-2.38% Aug 12, 2025 - Aug 28, 2025
#11	-0.66% Apr 4, 2025 - Apr 28, 2025	-2.36% Sep 22, 2025 - Oct 6, 2025
#12	-0.57% Apr 18, 2017 - May 16, 2017	-2.27% Feb 9, 2024 - Feb 22, 2024
#13	-0.51% May 22, 2025 - Jun 18, 2025	-2.14% Jan 29, 2024 - Feb 2, 2024
#14	-0.48% Oct 18, 2016 - Nov 7, 2016	-2.12% May 14, 2026 - May 26, 2026
#15	-0.44% Sep 4, 2019 - Oct 2, 2019	-1.95% Aug 28, 2025 - Sep 8, 2025

Correlation

Correlation between STOT and GGUS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2016 - 2026)

STOT vs GGUS dividend yield comparison.

Year	STOT	GGUS
2026	1.74%	0.11%
2025	4.52%	0.43%
2024	5.10%	0.68%
2023	4.53%	0.00%
2022	2.54%	0.00%
2021	1.76%	0.00%
2020	1.66%	0.00%
2019	2.61%	0.00%
2018	2.50%	0.00%
2017	1.95%	0.00%
2016	2.08%	0.00%