TOTL vs SMLF

Comparison between STATE STREET(R) DOUBLELINE(R) TOTAL RETURN TACTICAL ETF (TOTL, ETF) and ISHARES U.S. SMALL-CAP EQUITY FACTOR ETF (SMLF, ETF).

5-Year PerformanceSMLF has outperformed TOTL, delivering a return of +11.8% compared to +0.5%

TOTL vs SMLF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TOTL(ETF)	SMLF(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.55%	0.15%
Max Drawdown	25.48%	43.06%
Sharpe Ratio	0.03	1.22
5Y Beta	0.02	1.09
P/E Ratio	N/A	126.61
Forward P/E	N/A	15.78
5Y Dividends CAGR	9.18%	10.44%
5Y EPS CAGR	N/A	16.34%
Debt to Equity	N/A	18.52%
P/S Ratio	N/A	1.55
P/B Ratio	N/A	2.85

Net Assets

TOTL

$4.20B

SMLF

$4.20B

Expense Ratio

TOTL

0.55%

Winner

SMLF

0.15%

Max Drawdown

Winner

TOTL

25.48%

SMLF

43.06%

Sharpe Ratio

TOTL

0.03

Winner

SMLF

1.22

5Y Beta

Winner

TOTL

0.02

SMLF

1.09

P/E Ratio

TOTL

N/A

SMLF

126.61

Forward P/E

TOTL

N/A

SMLF

15.78

5Y Dividends CAGR

TOTL

9.18%

Winner

SMLF

10.44%

5Y EPS CAGR

TOTL

N/A

SMLF

16.34%

Debt to Equity

TOTL

N/A

SMLF

18.52%

P/S Ratio

TOTL

N/A

SMLF

1.55

P/B Ratio

TOTL

N/A

SMLF

2.85

TOTL vs SMLF - Historical Returns

Returns include dividend reinvestment.

Period	TOTL	SMLF
1 month	-0.25%	-0.05%
3 months	-0.58%	+8.17%
6 months	-0.48%	+9.97%
1 year	+4.18%	+28.77%
5 years(CAGR)	+0.55%	+11.80%
10 years(CAGR)	+1.56%	+12.20%
Max(CAGR)	+1.70%	+11.60%

TOTL

-0.25%

Winner

SMLF

-0.05%

TOTL

-0.58%

Winner

SMLF

+8.17%

TOTL

-0.48%

Winner

SMLF

+9.97%

TOTL

+4.18%

Winner

SMLF

+28.77%

5Y(CAGR)

TOTL

+0.55%

Winner

SMLF

+11.80%

10Y(CAGR)

TOTL

+1.56%

Winner

SMLF

+12.20%

Max(CAGR)

TOTL

+1.70%

Winner

SMLF

+11.60%

TOTL vs SMLF - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	TOTL	SMLF
2026	-0.29%	+15.38%
2025	+7.65%	+11.90%
2024	+3.51%	+17.21%
2023	+5.14%	+20.62%
2022	-11.37%	-12.70%
2021	-0.98%	+27.90%
2020	+3.42%	+8.48%
2019	+7.11%	+21.53%
2018	+0.95%	-9.03%
2017	+3.49%	+12.31%
2016	+2.64%	+25.23%
2015	-0.28%	+2.39%

TOTL vs SMLF Drawdown Comparison

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

The maximum drawdown for SMLF was -41.89%, occurring on Mar 18, 2020. Recovery took 217 trading sessions.

The current TOTL drawdown is -1.91%. The current SMLF drawdown is -2.27%.

Rank	TOTL	SMLF
#1	-16.48% Sep 2, 2021 - Aug 29, 2025	-41.89% Jan 16, 2020 - Nov 24, 2020
#2	-7.29% Mar 6, 2020 - Jul 30, 2020	-26.27% Nov 25, 2024 - Aug 28, 2025
#3	-3.29% Sep 29, 2016 - Apr 18, 2017	-25.38% Nov 16, 2021 - Dec 14, 2023
#4	-3.04% Sep 5, 2017 - Jan 3, 2019	-24.77% Aug 29, 2018 - Jan 16, 2020
#5	-3.04% Feb 27, 2026 - May 19, 2026	-17.76% Jun 23, 2015 - Jul 12, 2016
#6	-1.99% Jan 27, 2021 - Sep 2, 2021	-9.35% Jan 23, 2018 - May 21, 2018
#7	-1.41% Oct 4, 2019 - Jan 3, 2020	-8.72% Jan 22, 2026 - Apr 14, 2026
#8	-1.35% Oct 14, 2015 - Feb 8, 2016	-8.55% Jul 31, 2024 - Sep 19, 2024
#9	-1.31% Sep 4, 2019 - Oct 3, 2019	-7.73% Oct 27, 2025 - Dec 10, 2025
#10	-1.22% Apr 20, 2015 - Oct 2, 2015	-7.66% Mar 28, 2024 - May 15, 2024
#11	-1.13% Aug 6, 2020 - Dec 11, 2020	-6.72% Jul 1, 2021 - Aug 11, 2021
#12	-1.00% Oct 22, 2025 - Nov 25, 2025	-6.52% Mar 15, 2021 - Apr 5, 2021
#13	-0.94% Jun 26, 2017 - Aug 1, 2017	-6.20% Feb 12, 2021 - Mar 11, 2021
#14	-0.80% Feb 24, 2015 - Mar 23, 2015	-5.88% Sep 22, 2016 - Nov 10, 2016
#15	-0.77% Nov 26, 2025 - Dec 29, 2025	-5.75% May 7, 2021 - Jun 8, 2021

Correlation

Correlation between TOTL and SMLF is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67

-101

Dividend Comparison (2015 - 2026)

TOTL vs SMLF dividend yield comparison.

Year	TOTL	SMLF
2026	2.51%	0.46%
2025	5.23%	1.14%
2024	5.35%	1.33%
2023	4.85%	1.13%
2022	4.68%	1.23%
2021	3.07%	1.07%
2020	2.91%	1.33%
2019	3.31%	1.39%
2018	3.41%	1.17%
2017	3.00%	0.93%
2016	3.25%	0.78%
2015	2.67%	0.79%