BITSX vs. ITOT
BITSX (iShares Total U.S. Stock Market Index Fund) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, BITSX returned 15.00%/yr vs 15.01%/yr for ITOT. With a 0.99 correlation, they move nearly in lockstep. BITSX charges 0.08%/yr vs 0.03%/yr for ITOT.
Performance
BITSX vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, BITSX achieves a 10.88% return, which is significantly lower than ITOT's 11.78% return. Both investments have delivered pretty close results over the past 10 years, with BITSX having a 15.00% annualized return and ITOT not far ahead at 15.01%.
BITSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.88%
- 6M
- 10.60%
- 1Y
- 27.66%
- 3Y*
- 21.94%
- 5Y*
- 12.72%
- 10Y*
- 15.00%
ITOT
- 1D
- 0.48%
- 1M
- 4.64%
- YTD
- 11.78%
- 6M
- 11.52%
- 1Y
- 28.81%
- 3Y*
- 22.39%
- 5Y*
- 12.80%
- 10Y*
- 15.01%
BITSX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 10.88% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.78% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between BITSX and ITOT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.99 |
The correlation between BITSX and ITOT has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
BITSX vs. ITOT — Risk / Return Rank
BITSX
ITOT
BITSX vs. ITOT - Risk-Adjusted Trends 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.
| BITSX | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.25 | -0.12 |
| Martin ratioReturn relative to average drawdown | 14.38 | 14.92 | -0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BITSX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.37 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.74 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.82 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.57 | +0.25 |
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.
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Drawdown Indicators
| BITSX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -55.20% | +20.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -8.90% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -19.44% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -25.36% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -35.00% | +0.03% |
Current DrawdownCurrent decline from peak | -0.75% | -0.25% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -6.97% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.94% | -0.01% |
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 3.05% and 2.94%, 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.
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Volatility by Period
| BITSX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.94% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 9.14% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 12.19% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 17.35% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 18.26% | +0.16% |
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%.
Dividends
BITSX vs. ITOT - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.02%, more than ITOT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.02% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.97% | 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
With a correlation of 1.00, BITSX and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BITSX has higher volatility (3.05%) compared to ITOT (2.94%). In terms of maximum drawdown, BITSX dropped -34.97% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.37 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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