SSgA Active ETF Trust SPDR DoubleLine Total Return Tactical ETF
Snapshot*
Top 10 Holdings
What is TOTL?
The SPDR DoubleLine Total Return Tactical ETF (the Fund ) seeks to maximize total return. Under normal circumstances, DoubleLine Capital LP (the Sub-Adviser or DoubleLine ) will invest at least 80% of the Portfolio s net assets in a portfolio of fixed income securities of any credit quality. Fixed income securities in which the Portfolio principally invests include securities issued or guaranteed by the U.S. government or its agencies, instrumentalities or sponsored corporations; inflation protected public obligations of the U.S. Treasury; agency and non-agency residential mortgage-backed securities ( RMBS ); agency and non-agency commercial mortgage-backed securities ( CMBS ); agency and non-agency asset-backed securities ( ABS ); domestic corporate bonds; fixed income securities issued by foreign corporations and foreign governments including emerging markets; bank loans (primarily senior loans, including loan participations or assignments whose loan syndication exceeds $300 million) municipal bonds; and other securities (such as perpetual bonds) bearing fixed interest rates of any maturity. The Portfolio may also invest in collateralized loan obligations, floating rate securities (including floating rate loans), variable rate securities, Rule 144A securities, and repurchase agreements and may enter into reverse repurchase agreements. The Portfolio may conduct foreign currency transactions on a spot (i.e., cash) or forward basis (i.e., by entering into forward contracts to purchase or sell foreign currencies).
TOTLPerformance Measures**
for the time period Feb 24, 2015 to Jul 29, 2026
1M Trailing Return: -1.5%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -0.9%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -16.5%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 4.6%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.38
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.10
The annualized return divided by the max drawdown for the selected time period.
ETFs related toTOTL
ETFs correlated to TOTL include FLCB, BND, AGG
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.