TOTL vs QLTY

Comparison between SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF (TOTL, ETF) and GMO U.S. QUALITY ETF (QLTY, ETF).

TOTL vs QLTY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TOTL(ETF)	QLTY(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.55%	0.50%
Max Drawdown	25.48%	17.13%
Sharpe Ratio	0.23	1.77
5Y Beta	0.02	0.89
P/E Ratio	N/A	26.42
Forward P/E	N/A	21.77
PEG Ratio	N/A	0.91
5Y Dividends CAGR	10.60%	N/A
5Y EPS CAGR	N/A	20.02%
Debt to Equity	N/A	48.91%
P/S Ratio	N/A	2.98
P/B Ratio	N/A	5.53

Net Assets

TOTL

$4.20B

QLTY

$4.20B

Expense Ratio

TOTL

0.55%

Winner

QLTY

0.50%

Max Drawdown

TOTL

25.48%

Winner

QLTY

17.13%

Sharpe Ratio

TOTL

0.23

Winner

QLTY

1.77

5Y Beta

Winner

TOTL

0.02

QLTY

0.89

P/E Ratio

TOTL

N/A

QLTY

26.42

Forward P/E

TOTL

N/A

QLTY

21.77

PEG Ratio

TOTL

N/A

QLTY

0.91

5Y Dividends CAGR

TOTL

10.60%

QLTY

N/A

5Y EPS CAGR

TOTL

N/A

QLTY

20.02%

Debt to Equity

TOTL

N/A

QLTY

48.91%

P/S Ratio

TOTL

N/A

QLTY

2.98

P/B Ratio

TOTL

N/A

QLTY

5.53

TOTL vs QLTY - Historical Returns

Returns include dividend reinvestment.

Period	TOTL	QLTY
1 month	-0.64%	+4.04%
3 months	-1.39%	+4.59%
6 months	-0.14%	+6.99%
1 year	+4.84%	+24.72%
5 years(CAGR)	+0.69%	N/A
10 years(CAGR)	+1.66%	N/A
Max(CAGR)	+1.71%	+21.45%

TOTL

-0.64%

Winner

QLTY

+4.04%

TOTL

-1.39%

Winner

QLTY

+4.59%

TOTL

-0.14%

Winner

QLTY

+6.99%

TOTL

+4.84%

Winner

QLTY

+24.72%

5Y(CAGR)

TOTL

+0.69%

QLTY

N/A

10Y(CAGR)

TOTL

+1.66%

QLTY

N/A

Max(CAGR)

TOTL

+1.71%

Winner

QLTY

+21.45%

TOTL vs QLTY - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	TOTL	QLTY
2026	-0.52%	+4.11%
2025	+7.65%	+21.37%
2024	+3.51%	+21.61%
2023	+5.14%	+5.68%
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 QLTY Drawdown Comparison

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

The maximum drawdown for QLTY was -17.00%, occurring on Apr 8, 2025. Recovery took 89 trading sessions.

The current TOTL drawdown is -2.14%. The current QLTY drawdown is -0.74%.

Rank	TOTL	QLTY
#1	-16.48% Sep 2, 2021 - Aug 29, 2025	-17.00% Feb 19, 2025 - Jun 27, 2025
#2	-7.29% Mar 6, 2020 - Jul 30, 2020	-11.71% Jan 12, 2026 - May 5, 2026
#3	-3.29% Sep 29, 2016 - Apr 18, 2017	-7.03% Jul 16, 2024 - Aug 30, 2024
#4	-3.04% Sep 5, 2017 - Jan 3, 2019	-4.36% Oct 14, 2024 - Dec 2, 2024
#5	-2.79% Feb 27, 2026 - Mar 27, 2026	-4.35% Oct 27, 2025 - Nov 25, 2025
#6	-1.99% Jan 27, 2021 - Sep 2, 2021	-4.24% Mar 27, 2024 - May 10, 2024
#7	-1.41% Oct 4, 2019 - Jan 3, 2020	-4.17% Dec 4, 2024 - Jan 23, 2025
#8	-1.35% Oct 14, 2015 - Feb 8, 2016	-3.31% Aug 30, 2024 - Sep 13, 2024
#9	-1.31% Sep 4, 2019 - Oct 3, 2019	-3.29% May 22, 2024 - Jun 11, 2024
#10	-1.22% Apr 20, 2015 - Oct 2, 2015	-3.05% Oct 6, 2025 - Oct 20, 2025
#11	-1.13% Aug 6, 2020 - Dec 11, 2020	-2.97% Jul 25, 2025 - Aug 13, 2025
#12	-1.00% Oct 22, 2025 - Nov 25, 2025	-2.49% Dec 11, 2025 - Dec 24, 2025
#13	-0.94% Jun 26, 2017 - Aug 1, 2017	-1.94% Sep 22, 2025 - Oct 1, 2025
#14	-0.80% Feb 24, 2015 - Mar 23, 2015	-1.84% Sep 30, 2024 - Oct 11, 2024
#15	-0.77% Nov 26, 2025 - Dec 29, 2025	-1.58% Jan 29, 2024 - Feb 2, 2024

Correlation

Correlation between TOTL and QLTY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2015 - 2026)

TOTL vs QLTY dividend yield comparison.

Year	TOTL	QLTY
2026	1.66%	0.15%
2025	5.23%	0.73%
2024	5.35%	0.79%
2023	4.85%	0.15%
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%