TOTL vs HELO

Comparison between STATE STREET(R) DOUBLELINE(R) TOTAL RETURN TACTICAL ETF (TOTL, ETF) and JPMORGAN HEDGED EQUITY LADDERED OVERLAY ETF (HELO, ETF).

TOTL vs HELO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TOTL(ETF)	HELO(ETF)
Net Assets	$4.20B	$4.10B
Expense Ratio	0.55%	0.50%
Max Drawdown	25.48%	11.02%
Sharpe Ratio	0.03	0.87
5Y Beta	0.02	0.46
P/E Ratio	N/A	26.85
Forward P/E	N/A	20.76
PEG Ratio	N/A	0.55
5Y Dividends CAGR	9.19%	N/A
5Y EPS CAGR	N/A	27.03%
Debt to Equity	N/A	7.87%
P/S Ratio	N/A	3.84
P/B Ratio	N/A	5.53

Net Assets

Winner

TOTL

$4.20B

HELO

$4.10B

Expense Ratio

TOTL

0.55%

Winner

HELO

0.50%

Max Drawdown

TOTL

25.48%

Winner

HELO

11.02%

Sharpe Ratio

TOTL

0.03

Winner

HELO

0.87

5Y Beta

Winner

TOTL

0.02

HELO

0.46

P/E Ratio

TOTL

N/A

HELO

26.85

Forward P/E

TOTL

N/A

HELO

20.76

PEG Ratio

TOTL

N/A

HELO

0.55

5Y Dividends CAGR

TOTL

9.19%

HELO

N/A

5Y EPS CAGR

TOTL

N/A

HELO

27.03%

Debt to Equity

TOTL

N/A

HELO

7.87%

P/S Ratio

TOTL

N/A

HELO

3.84

P/B Ratio

TOTL

N/A

HELO

5.53

TOTL vs HELO - Historical Returns

Returns include dividend reinvestment.

Period	TOTL	HELO
1 month	+0.18%	-0.62%
3 months	+0.13%	+4.25%
6 months	-0.42%	+0.78%
1 year	+3.57%	+9.11%
5 years(CAGR)	+0.58%	N/A
10 years(CAGR)	+1.61%	N/A
Max(CAGR)	+1.69%	+12.29%

Winner

TOTL

+0.18%

HELO

-0.62%

TOTL

+0.13%

Winner

HELO

+4.25%

TOTL

-0.42%

Winner

HELO

+0.78%

TOTL

+3.57%

Winner

HELO

+9.11%

5Y(CAGR)

TOTL

+0.58%

HELO

N/A

10Y(CAGR)

TOTL

+1.61%

HELO

N/A

Max(CAGR)

TOTL

+1.69%

Winner

HELO

+12.29%

TOTL vs HELO - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	TOTL	HELO
2026	-0.54%	+1.44%
2025	+7.65%	+8.10%
2024	+3.51%	+18.31%
2023	+5.14%	+6.30%
2022	-11.37%	N/A
2021	-0.98%	N/A
2020	+3.42%	N/A
2019	+7.11%	N/A
2018	+0.95%	N/A
2017	+3.49%	N/A
2016	+2.64%	N/A
2015	-0.28%	N/A

TOTL vs HELO Drawdown Comparison

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

The maximum drawdown for HELO was -10.89%, occurring on Apr 8, 2025. Recovery took 120 trading sessions.

The current TOTL drawdown is -2.16%. The current HELO drawdown is -1.11%.

Rank	TOTL	HELO
#1	-16.48% Sep 2, 2021 - Aug 29, 2025	-10.89% Feb 19, 2025 - Aug 12, 2025
#2	-7.29% Mar 6, 2020 - Jul 30, 2020	-5.76% Feb 9, 2026 - Apr 22, 2026
#3	-3.29% Sep 29, 2016 - Apr 18, 2017	-4.16% Jul 16, 2024 - Aug 16, 2024
#4	-3.04% Sep 5, 2017 - Jan 3, 2019	-3.60% Oct 17, 2023 - Nov 3, 2023
#5	-3.04% Feb 27, 2026 - May 19, 2026	-2.93% Mar 28, 2024 - May 6, 2024
#6	-1.99% Jan 27, 2021 - Sep 2, 2021	-2.71% Aug 30, 2024 - Sep 19, 2024
#7	-1.41% Oct 4, 2019 - Jan 3, 2020	-2.56% Dec 26, 2024 - Jan 23, 2025
#8	-1.35% Oct 14, 2015 - Feb 8, 2016	-2.38% Nov 12, 2025 - Nov 25, 2025
#9	-1.31% Sep 4, 2019 - Oct 3, 2019	-2.21% Dec 5, 2024 - Dec 26, 2024
#10	-1.22% Apr 20, 2015 - Oct 2, 2015	-2.09% Jan 12, 2026 - Jan 27, 2026
#11	-1.13% Aug 6, 2020 - Dec 11, 2020	-1.81% Dec 11, 2025 - Dec 22, 2025
#12	-1.00% Oct 22, 2025 - Nov 25, 2025	-1.72% Jun 1, 2026 - Jun 10, 2026
#13	-0.94% Jun 26, 2017 - Aug 1, 2017	-1.50% Oct 29, 2024 - Nov 6, 2024
#14	-0.80% Feb 24, 2015 - Mar 23, 2015	-1.45% Jan 23, 2025 - Feb 19, 2025
#15	-0.77% Nov 26, 2025 - Dec 29, 2025	-1.34% Oct 6, 2025 - Oct 20, 2025

Correlation

Correlation between TOTL and HELO is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2015 - 2026)

TOTL vs HELO dividend yield comparison.

Year	TOTL	HELO
2026	2.09%	0.26%
2025	5.23%	0.67%
2024	5.35%	0.60%
2023	4.85%	0.19%
2022	4.68%	0.00%
2021	3.07%	0.00%
2020	2.91%	0.00%
2019	3.31%	0.00%
2018	3.41%	0.00%
2017	3.00%	0.00%
2016	3.25%	0.00%
2015	2.67%	0.00%