BLUX vs. ITOT

Last updated Aug 4, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. BLUX is actively managed, while ITOT is passively managed. Over the past year, BLUX returned 25.99% vs 23.59% for ITOT. Their correlation of 0.94 means they have usually moved in the same direction. BLUX charges 0.25%/yr vs 0.03%/yr for ITOT.

Performance

BLUX vs. ITOT - Performance Comparison

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

Returns By Period

In the year-to-date period, BLUX achieves a 15.77% return, which is significantly higher than ITOT's 12.18% return.

BLUX

• 1D: 1.48%
• 1M: 1.02%
• 6M: 11.30%
• YTD: 15.77%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 26.95%

ITOT

• 1D: 1.46%
• 1M: 1.37%
• 6M: 9.88%
• YTD: 12.18%
• 1Y: 23.59%
• 3Y*: 20.38%
• 5Y*: 12.06%
• 10Y*: 14.61%
• ALL TIME*: 10.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLUX Bluemonte Dynamic Total Market ETF	$957.95K	$1.08M	$1.85M
ITOT iShares Core S&P Total U.S. Stock Market ETF	$218.20M	$235.22M	$304.20M

BLUX vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	15.77%	12.62%
ITOT iShares Core S&P Total U.S. Stock Market ETF	12.18%	15.23%

Correlation

The correlation between BLUX and ITOT is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.94

The correlation between BLUX and ITOT has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

BLUX vs. ITOT - Sectors Allocation Comparison

Sectors	BLUX	ITOT
Technology	26.7%	36.4%
Financial Services	14.7%	11.9%
Industrials	12.4%	9.9%
Healthcare	12.0%	9.5%
Consumer Cyclical	9.8%	9.5%
Communication Services	6.1%	9.1%
Real Estate	4.8%	2.3%
Energy	4.1%	3.1%
Consumer Defensive	3.8%	4.3%
Basic Materials	3.0%	1.9%
Utilities	2.7%	2.2%

Return for Risk

BLUX vs. ITOT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLUX

BLUX Risk / Return Rank: 74
BLUX Sharpe Ratio Rank: 73
BLUX Sortino Ratio Rank: 72
BLUX Omega Ratio Rank: 70
BLUX Calmar Ratio Rank: 75
BLUX Martin Ratio Rank: 82

ITOT

ITOT Risk / Return Rank: 78
ITOT Sharpe Ratio Rank: 78
ITOT Sortino Ratio Rank: 76
ITOT Omega Ratio Rank: 76
ITOT Calmar Ratio Rank: 75
ITOT Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLUX vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) 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.

	BLUX	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.81	+0.01
Sortino ratio: Return per unit of downside risk	2.57	2.50	+0.07
Omega ratio: Gain probability vs. loss probability	1.32	1.32	0.00
Calmar ratio: Return relative to maximum drawdown	2.89	2.66	+0.23
Martin ratio: Return relative to average drawdown	12.04	11.42	+0.62

BLUX vs. ITOT - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.82, which is comparable to the ITOT Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of BLUX and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLUX vs. ITOT - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BLUX and ITOT.

Drawdown Indicators

	BLUX	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-55.20%	+46.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-8.90%	-0.13%
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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.26%	-6.93%	+5.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.07%	+0.09%

Volatility

BLUX vs. ITOT - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.64% and 3.80%, 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.

Volatility by Period

	BLUX	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.80%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	10.35%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	13.11%	+1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	17.48%	-3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.96%	18.28%	-4.32%

BLUX vs. ITOT - Expense Ratio Comparison

BLUX has a 0.25% 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

BLUX vs. ITOT - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 1.06%, more than ITOT's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLUX Bluemonte Dynamic Total Market ETF	1.06%	0.73%	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	0.99%	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

Can I hold both BLUX and ITOT in my portfolio?

With a correlation of 0.94, BLUX 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.

Which is riskier, BLUX or ITOT?

ITOT has higher volatility (3.80%) compared to BLUX (3.64%). In terms of maximum drawdown, BLUX dropped -9.03% vs ITOT's -55.20%.

Which ETF is better, BLUX or ITOT?

On 1-year performance, BLUX leads with 25.99% vs 23.59% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, BLUX has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or ITOT?

Over the 1-year period, BLUX has performed better with a 25.99% return vs 23.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.25% for BLUX.

Which ETF pays a higher dividend yield, BLUX or ITOT?

BLUX has the higher dividend yield at 1.06%, compared with 0.99% for ITOT.

What is the main difference between BLUX and ITOT?

They also come from different issuers: Bluemonte and iShares. Their fees differ too: 0.25% for BLUX and 0.03% for ITOT.

Which has better risk-adjusted returns?

BLUX currently has the higher Sharpe Ratio (1.82 vs 1.81), 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.