AAUB vs. ITOT
AAUB (Alpha Architect U.S. Equity 4 ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. AAUB is actively managed, while ITOT is passively managed. Their -0.40 correlation means they have often moved in opposite directions in the past. AAUB charges 0.09%/yr vs 0.03%/yr for ITOT.
Performance
AAUB vs. ITOT - Performance Comparison
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Returns By Period
AAUB
- 1D
- -0.18%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ITOT
- 1D
- 0.25%
- 1M
- 1.04%
- 6M
- 7.32%
- YTD
- 9.82%
- 1Y
- 17.96%
- 3Y*
- 18.66%
- 5Y*
- 11.48%
- 10Y*
- 14.43%
- ALL TIME*
- 10.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.14K | $149.14K | $149.14K | |
| $218.60M | $245.89M | $312.30M |
AAUB vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AAUB Alpha Architect U.S. Equity 4 ETF | -0.65% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -0.82% |
Correlation
The correlation between AAUB and ITOT is -0.40, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2026 | -0.40 |
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Return for Risk
AAUB vs. ITOT — Risk / Return Rank
AAUB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ITOT
AAUB vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Equity 4 ETF (AAUB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AAUB | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.03 | — |
| Martin ratioReturn relative to average drawdown | — | 8.74 | — |
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Drawdowns
AAUB vs. ITOT - Drawdown Comparison
The maximum AAUB drawdown since its inception was -0.67%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for AAUB and ITOT.
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Drawdown Indicators
| AAUB | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.67% | -55.20% | +54.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.90% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.44% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -0.67% | -2.00% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -0.38% | -6.94% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.06% | — |
Volatility
AAUB vs. ITOT - Volatility Comparison
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Volatility by Period
| AAUB | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.05% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.02% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 12.94% | -8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 17.45% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.04% | 18.26% | -14.22% |
AAUB vs. ITOT - Expense Ratio Comparison
AAUB has a 0.09% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AAUB vs. ITOT - Dividend Comparison
AAUB has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUB Alpha Architect U.S. Equity 4 ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.01% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
AAUB and ITOT have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.09% for AAUB.
ITOT has the higher dividend yield at 1.01%, compared with 0.00% for AAUB.
They also come from different issuers: Alpha Architect and iShares. Their fees differ too: 0.09% for AAUB and 0.03% for ITOT.
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