STOT vs JIG

Comparison between STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF) and JPMORGAN INTERNATIONAL GROWTH ETF (JIG, ETF).

5-Year PerformanceSTOT has outperformed JIG, delivering a return of +2.8% compared to +2.7%

STOT vs JIG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STOT(ETF)	JIG(ETF)
Net Assets	$428M	$429M
Expense Ratio	0.45%	0.55%
Max Drawdown	9.93%	44.52%
Sharpe Ratio	0.28	0.80
5Y Beta	-0.01	0.90
5Y Dividends CAGR	23.16%	N/A

Net Assets

STOT

$428M

Winner

JIG

$429M

Expense Ratio

Winner

STOT

0.45%

JIG

0.55%

Max Drawdown

Winner

STOT

9.93%

JIG

44.52%

Sharpe Ratio

STOT

0.28

Winner

JIG

0.80

5Y Beta

Winner

STOT

-0.01

JIG

0.90

5Y Dividends CAGR

STOT

23.16%

JIG

N/A

STOT vs JIG - Historical Returns

Returns include dividend reinvestment.

Period	STOT	JIG
1 month	+0.06%	-0.99%
3 months	+0.30%	+5.43%
6 months	+1.24%	+11.02%
1 year	+4.08%	+18.96%
5 years(CAGR)	+2.79%	+2.66%
10 years(CAGR)	+2.43%	N/A
Max(CAGR)	+2.43%	+9.21%

Winner

STOT

+0.06%

JIG

-0.99%

STOT

+0.30%

Winner

JIG

+5.43%

STOT

+1.24%

Winner

JIG

+11.02%

STOT

+4.08%

Winner

JIG

+18.96%

5Y(CAGR)

Winner

STOT

+2.79%

JIG

+2.66%

10Y(CAGR)

STOT

+2.43%

JIG

N/A

Max(CAGR)

STOT

+2.43%

Winner

JIG

+9.21%

STOT vs JIG - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	STOT	JIG
2026	+0.89%	+8.85%
2025	+5.61%	+19.91%
2024	+5.33%	+10.50%
2023	+6.34%	+11.93%
2022	-3.62%	-30.73%
2021	+0.38%	+5.59%
2020	+2.47%	+40.92%
2019	+4.31%	N/A
2018	+0.97%	N/A
2017	+1.72%	N/A
2016	+0.89%	N/A

STOT vs JIG Drawdown Comparison

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

The maximum drawdown for JIG was -43.76%, occurring on Oct 14, 2022. Recovery took 1091 trading sessions.

The current STOT drawdown is -0.14%. The current JIG drawdown is -5.48%.

Rank	STOT	JIG
#1	-6.07% Aug 3, 2021 - Nov 2, 2023	-43.76% Sep 7, 2021 - Jan 12, 2026
#2	-5.13% Mar 5, 2020 - Jul 23, 2020	-14.04% Feb 16, 2021 - Sep 1, 2021
#3	-1.59% Nov 7, 2016 - Apr 12, 2017	-12.94% Feb 26, 2026 - Apr 17, 2026
#4	-1.33% Sep 7, 2017 - Aug 20, 2018	-6.08% Oct 12, 2020 - Nov 5, 2020
#5	-0.85% Feb 12, 2021 - Jul 6, 2021	-5.84% Sep 2, 2020 - Oct 8, 2020
#6	-0.80% May 18, 2017 - Aug 3, 2017	-5.54% May 6, 2026 - Jun 1, 2026
#7	-0.76% Feb 27, 2026 - Apr 17, 2026	-5.48% Jun 2, 2026 - Jun 5, 2026
#8	-0.72% Oct 1, 2024 - Nov 27, 2024	-5.22% Jan 25, 2021 - Feb 8, 2021
#9	-0.72% Aug 20, 2018 - Dec 18, 2018	-4.56% Apr 17, 2026 - May 6, 2026
#10	-0.71% May 7, 2025 - May 22, 2025	-4.21% Jun 10, 2020 - Jun 17, 2020
#11	-0.66% Apr 4, 2025 - Apr 28, 2025	-3.75% Jan 28, 2026 - Feb 9, 2026
#12	-0.57% Apr 18, 2017 - May 16, 2017	-3.04% Nov 6, 2020 - Nov 20, 2020
#13	-0.51% May 22, 2025 - Jun 18, 2025	-2.41% Jul 29, 2020 - Aug 5, 2020
#14	-0.48% Oct 18, 2016 - Nov 7, 2016	-2.19% Aug 6, 2020 - Aug 12, 2020
#15	-0.44% Sep 4, 2019 - Oct 2, 2019	-1.96% Jun 23, 2020 - Jul 1, 2020

Correlation

Correlation between STOT and JIG is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2016 - 2026)

STOT vs JIG dividend yield comparison.

Year	STOT	JIG
2026	1.74%	0.00%
2025	4.52%	2.25%
2024	5.10%	1.70%
2023	4.53%	1.69%
2022	2.54%	0.91%
2021	1.76%	1.35%
2020	1.66%	0.04%
2019	2.61%	0.00%
2018	2.50%	0.00%
2017	1.95%	0.00%
2016	2.08%	0.00%