TOTL vs FEZ

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

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

TOTL vs FEZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

TOTL

$4.20B

Winner

FEZ

$4.30B

Expense Ratio

TOTL

0.55%

Winner

FEZ

0.29%

Max Drawdown

Winner

TOTL

25.48%

FEZ

66.17%

Sharpe Ratio

TOTL

0.28

Winner

FEZ

0.95

5Y Beta

Winner

TOTL

0.02

FEZ

0.81

5Y Dividends CAGR

TOTL

10.60%

Winner

FEZ

15.74%

TOTL vs FEZ - Historical Returns

Returns include dividend reinvestment.

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

TOTL

+0.07%

Winner

FEZ

+2.10%

Winner

TOTL

-0.45%

FEZ

-1.90%

TOTL

+0.61%

Winner

FEZ

+8.92%

TOTL

+5.16%

Winner

FEZ

+20.59%

5Y(CAGR)

TOTL

+0.70%

Winner

FEZ

+10.10%

10Y(CAGR)

TOTL

+1.72%

Winner

FEZ

+10.42%

Max(CAGR)

TOTL

+1.76%

Winner

FEZ

+7.54%

TOTL vs FEZ - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

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

TOTL vs FEZ Drawdown Comparison

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

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

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

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

Correlation

Correlation between TOTL and FEZ 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)

TOTL vs FEZ dividend yield comparison.

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