DJD vs. ITOT

Last updated Jun 5, 2026

DJD (Invesco Dow Jones Industrial Average Dividend ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds - DJD tracks the Dow Jones Industrial Average Yield Weight while ITOT tracks the S&P Total Market Index. Both are passively managed. Over the past 10 years, DJD returned 12.42%/yr vs 15.01%/yr for ITOT. A 0.71 correlation means they provide meaningful diversification when combined. DJD charges 0.07%/yr vs 0.03%/yr for ITOT.

Performance

DJD vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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, DJD achieves a 11.06% return, which is significantly lower than ITOT's 11.78% return. Over the past 10 years, DJD has underperformed ITOT with an annualized return of 12.42%, while ITOT has yielded a comparatively higher 15.01% annualized return.

DJD

• 1D: 0.67%
• 1M: 4.78%
• YTD: 11.06%
• 6M: 10.78%
• 1Y: 24.75%
• 3Y*: 18.13%
• 5Y*: 10.23%
• 10Y*: 12.42%

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%

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

DJD vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DJD Invesco Dow Jones Industrial Average Dividend ETF	11.06%	15.83%	13.66%	9.41%	-0.73%	22.40%	0.87%	22.00%	0.03%	21.65%
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 DJD and ITOT is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Dec 17, 2015	0.71

The correlation between DJD and ITOT shifts across timeframes, from 0.55 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.

DJD vs. ITOT - Sectors Allocation Comparison

Sectors	DJD	ITOT
Healthcare	19.9%	9.0%
Financial Services	14.7%	12.1%
Technology	13.3%	33.8%
Communication Services	12.5%	10.3%
Consumer Cyclical	11.7%	10.1%
Consumer Defensive	10.8%	4.7%
Industrials	8.4%	9.5%
Energy	7.1%	3.7%
Basic Materials	1.6%	2.1%
Real Estate	-	2.4%
Utilities	-	2.3%

Return for Risk

DJD vs. ITOT — Risk / Return Rank

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

DJD

DJD Risk / Return Rank: 77
DJD Sharpe Ratio Rank: 76
DJD Sortino Ratio Rank: 82
DJD Omega Ratio Rank: 72
DJD Calmar Ratio Rank: 83
DJD Martin Ratio Rank: 71

ITOT

ITOT Risk / Return Rank: 73
ITOT Sharpe Ratio Rank: 74
ITOT Sortino Ratio Rank: 73
ITOT Omega Ratio Rank: 72
ITOT Calmar Ratio Rank: 66
ITOT Martin Ratio Rank: 78

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.

DJD vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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.

	DJD	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.37	+0.05
Sortino ratio: Return per unit of downside risk	3.64	3.24	+0.40
Omega ratio: Gain probability vs. loss probability	1.42	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	4.41	3.25	+1.16
Martin ratio: Return relative to average drawdown	12.95	14.92	-1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJD vs. ITOT - Sharpe Ratio Comparison

The current DJD Sharpe Ratio is 2.42, which is comparable to the ITOT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of DJD 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.

Sharpe Ratios by Period

	DJD	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	2.37	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.74	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.82	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.57	+0.17

Drawdowns

DJD vs. ITOT - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DJD and ITOT.

Drawdown Indicators

	DJD	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-34.66%	-55.20%	+20.54%
Max Drawdown (1Y) Largest decline over 1 year	-5.64%	-8.90%	+3.26%
Max Drawdown (3Y) Largest decline over 3 years	-12.28%	-19.44%	+7.16%
Max Drawdown (5Y) Largest decline over 5 years	-19.94%	-25.36%	+5.42%
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	-35.00%	+0.34%
Current Drawdown Current decline from peak	-0.38%	-0.25%	-0.13%
Average Drawdown Average peak-to-trough decline	-3.75%	-6.97%	+3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.94%	-0.02%

Volatility

DJD vs. ITOT - Volatility Comparison

The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 2.68%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.94%. This indicates that DJD experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJD	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	2.94%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	7.55%	9.14%	-1.59%
Volatility (1Y) Calculated over the trailing 1-year period	10.27%	12.19%	-1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.36%	17.35%	-3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	18.26%	-1.62%

DJD vs. ITOT - Expense Ratio Comparison

DJD has a 0.07% 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

DJD vs. ITOT - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.42%, more than ITOT's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DJD Invesco Dow Jones Industrial Average Dividend ETF	2.42%	2.62%	3.00%	3.49%	3.16%	2.82%	3.47%	2.80%	2.66%	2.75%	2.46%	0.08%
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

Can I hold both DJD and ITOT in my portfolio?

DJD and ITOT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJD or ITOT?

ITOT has higher volatility (2.94%) compared to DJD (2.68%). In terms of maximum drawdown, DJD dropped -34.66% vs ITOT's -55.20%.

Which ETF is better, DJD or ITOT?

On 10-year performance, ITOT leads with 15.01% vs 12.42% for DJD. On fees, ITOT is cheaper at 0.03% per year. On volatility, DJD has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJD or ITOT?

Over the 10-year period, ITOT has performed better with a 15.01% return vs 12.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJD or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.07% for DJD.

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

DJD has the higher dividend yield at 2.42%, compared with 0.97% for ITOT.

What is the main difference between DJD and ITOT?

DJD tracks Dow Jones Industrial Average Yield Weight, while ITOT tracks S&P Total Market Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.07% for DJD and 0.03% for ITOT.

Which has better risk-adjusted returns?

DJD currently has the higher Sharpe Ratio (2.42 vs 2.37), 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.