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BITSX vs. ITOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BITSX and ITOT is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

BITSX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund (BITSX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.28%
7.37%
BITSX
ITOT

Key characteristics

Sharpe Ratio

BITSX:

1.65

ITOT:

1.64

Sortino Ratio

BITSX:

2.24

ITOT:

2.22

Omega Ratio

BITSX:

1.30

ITOT:

1.30

Calmar Ratio

BITSX:

2.54

ITOT:

2.54

Martin Ratio

BITSX:

10.04

ITOT:

9.94

Ulcer Index

BITSX:

2.16%

ITOT:

2.17%

Daily Std Dev

BITSX:

13.13%

ITOT:

13.14%

Max Drawdown

BITSX:

-34.97%

ITOT:

-55.20%

Current Drawdown

BITSX:

-2.38%

ITOT:

-2.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with BITSX having a 2.20% return and ITOT slightly lower at 2.13%.


BITSX

YTD

2.20%

1M

-1.54%

6M

7.28%

1Y

19.18%

5Y*

13.42%

10Y*

N/A

ITOT

YTD

2.13%

1M

-1.58%

6M

7.37%

1Y

19.20%

5Y*

13.49%

10Y*

12.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BITSX vs. ITOT - Expense Ratio Comparison

BITSX has a 0.08% 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%.


BITSX
iShares Total U.S. Stock Market Index Fund
Expense ratio chart for BITSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BITSX vs. ITOT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BITSX
The Risk-Adjusted Performance Rank of BITSX is 8383
Overall Rank
The Sharpe Ratio Rank of BITSX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BITSX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BITSX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BITSX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BITSX is 8888
Martin Ratio Rank

ITOT
The Risk-Adjusted Performance Rank of ITOT is 7272
Overall Rank
The Sharpe Ratio Rank of ITOT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ITOT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ITOT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ITOT is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ITOT is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BITSX vs. ITOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) 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.


Sharpe ratio
The chart of Sharpe ratio for BITSX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.651.64
The chart of Sortino ratio for BITSX, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.002.242.22
The chart of Omega ratio for BITSX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.30
The chart of Calmar ratio for BITSX, currently valued at 2.54, compared to the broader market0.005.0010.0015.0020.002.542.54
The chart of Martin ratio for BITSX, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.0010.049.94
BITSX
ITOT

The current BITSX Sharpe Ratio is 1.65, which is comparable to the ITOT Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BITSX and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.65
1.64
BITSX
ITOT

Dividends

BITSX vs. ITOT - Dividend Comparison

BITSX's dividend yield for the trailing twelve months is around 1.21%, which matches ITOT's 1.20% yield.


TTM20242023202220212020201920182017201620152014
BITSX
iShares Total U.S. Stock Market Index Fund
1.21%1.24%1.42%1.59%1.07%1.40%1.82%1.99%1.70%1.39%0.74%0.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.20%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%

Drawdowns

BITSX vs. ITOT - Drawdown Comparison

The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BITSX and ITOT. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.38%
-2.41%
BITSX
ITOT

Volatility

BITSX vs. ITOT - Volatility Comparison

iShares Total U.S. Stock Market Index Fund (BITSX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.53% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.53%
3.50%
BITSX
ITOT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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