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ISIN
US0919361610
CUSIP
091936161
Issuer
BlackRock
Inception Date
Aug 13, 2015
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BITSX Performance Chart

iShares Total U.S. Stock Market Index Fund (BITSX) is up 10.4% since the beginning of the year. BITSX is currently trading at $34 per share. Investors who bought $1,000 worth of BITSX shares 5 years ago would now be looking at an investment worth $1,835.


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S&P 500 Index

Returns By Period

iShares Total U.S. Stock Market Index Fund (BITSX) has returned 10.42% so far this year and 27.09% over the past 12 months. Looking at the last ten years, BITSX has achieved an annualized return of 15.03%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


iShares Total U.S. Stock Market Index Fund

1D
1.12%
1M
0.80%
YTD
10.42%
6M
9.65%
1Y
27.09%
3Y*
20.57%
5Y*
12.91%
10Y*
15.03%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITSX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, BITSX's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BITSX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.58%-0.48%-5.00%10.20%5.06%-0.70%10.42%
20253.17%-1.91%-5.85%-0.66%6.36%5.05%2.22%2.29%3.46%2.13%0.26%-0.02%17.10%
20241.09%5.41%3.21%-4.38%4.69%3.11%1.90%2.18%2.05%-0.72%6.64%-3.07%23.79%
20236.89%-2.33%2.65%1.05%0.42%6.78%3.60%-1.89%-4.77%-2.69%9.34%5.32%25.97%
2022-5.85%-2.53%3.24%-8.97%-0.05%-8.38%9.40%-3.67%-9.31%8.25%5.18%-5.85%-19.10%
2021-0.44%3.13%3.57%5.15%0.45%2.48%1.69%2.81%-4.50%6.73%-1.51%3.88%25.50%

Benchmark Metrics

iShares Total U.S. Stock Market Index Fund has an annualized alpha of 1.33%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund captured 105.28% of S&P 500 Index gains but only 98.74% of its losses - a favorable profile for investors.
  • With beta of 1.01 and R2 of 0.98, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.33%
Beta
1.01
0.98
Upside Capture
105.28%
Downside Capture
98.74%

Expense Ratio

BITSX has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

BITSX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BITSX Risk / Return Rank: 6464
Overall Rank
BITSX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BITSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BITSX Omega Ratio Rank: 5656
Omega Ratio Rank
BITSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BITSX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BITSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.04

2.78

+0.25

Martin ratioReturn relative to average drawdown

13.56

12.44

+1.12

Dividends

Dividend History

iShares Total U.S. Stock Market Index Fund provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.35$0.34$0.33$0.31$0.28$0.34$0.26$0.32$0.29$0.27$0.16

Dividend yield

1.02%1.10%1.24%1.42%1.59%1.53%1.47%2.11%2.44%2.14%1.51%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Total U.S. Stock Market Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.08$0.00$0.00$0.08
2025$0.00$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.09$0.34
2024$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.11$0.33
2023$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.10$0.31
2022$0.00$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.09$0.28
2021$0.00$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.18$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Total U.S. Stock Market Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Total U.S. Stock Market Index Fund was 34.97%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current iShares Total U.S. Stock Market Index Fund drawdown is 1.16%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.97%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-25.00%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-20.19%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019
2025 selloff2025
-19.29%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2018 pullback2018
-9.93%Feb 2018
10d5mo 17d
5mo 27dJan 2018 - Jul 2018

Drawdown Indicators


BITSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-56.78%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-9.10%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-18.90%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-25.43%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-33.92%

-1.05%

Current Drawdown

Current decline from peak

-1.16%

-1.80%

+0.64%

Average Drawdown

Average peak-to-trough decline

-4.52%

-10.71%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.03%

-0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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