ESGV vs. ITOT

Last updated Jun 4, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds - ESGV tracks the FTSE US All Cap Choice Index while ITOT tracks the S&P Total Market Index. Both are passively managed. Over the past 5 years, ESGV returned 12.64%/yr vs 12.69%/yr for ITOT. With a 0.99 correlation, they move nearly in lockstep. ESGV charges 0.09%/yr vs 0.03%/yr for ITOT.

Performance

ESGV vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) 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

The year-to-date returns for both investments are quite close, with ESGV having a 10.74% return and ITOT slightly higher at 11.25%.

ESGV

• 1D: -0.88%
• 1M: 6.08%
• YTD: 10.74%
• 6M: 10.73%
• 1Y: 28.04%
• 3Y*: 22.27%
• 5Y*: 12.64%
• 10Y*: —

ITOT

• 1D: -0.73%
• 1M: 5.01%
• YTD: 11.25%
• 6M: 11.12%
• 1Y: 28.12%
• 3Y*: 22.09%
• 5Y*: 12.69%
• 10Y*: 15.01%

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

ESGV vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	10.74%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	33.36%	-14.59%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.25%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-14.77%

Correlation

The correlation between ESGV and ITOT is 0.99 - 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	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018	0.99

The correlation between ESGV and ITOT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

ESGV vs. ITOT - Sectors Allocation Comparison

Sectors	ESGV	ITOT
Technology	39.5%	33.8%
Communication Services	13.0%	10.3%
Financial Services	12.3%	12.1%
Consumer Cyclical	12.2%	10.1%
Healthcare	9.8%	9.0%
Industrials	4.5%	9.5%
Consumer Defensive	3.9%	4.7%
Real Estate	2.8%	2.4%
Basic Materials	1.9%	2.1%
Utilities	0.2%	2.3%
Energy	0.1%	3.7%

Return for Risk

ESGV vs. ITOT — Risk / Return Rank

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

ESGV

ESGV Risk / Return Rank: 58
ESGV Sharpe Ratio Rank: 61
ESGV Sortino Ratio Rank: 60
ESGV Omega Ratio Rank: 61
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 58

ITOT

ITOT Risk / Return Rank: 68
ITOT Sharpe Ratio Rank: 69
ITOT Sortino Ratio Rank: 68
ITOT Omega Ratio Rank: 67
ITOT Calmar Ratio Rank: 63
ITOT Martin Ratio Rank: 75

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.

ESGV vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.

	ESGV	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.32	-0.21
Sortino ratio: Return per unit of downside risk	2.89	3.17	-0.28
Omega ratio: Gain probability vs. loss probability	1.38	1.42	-0.04
Calmar ratio: Return relative to maximum drawdown	2.43	3.17	-0.75
Martin ratio: Return relative to average drawdown	10.42	14.57	-4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGV vs. ITOT - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 2.11, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ESGV 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

	ESGV	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.32	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.74	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.57	+0.15

Drawdowns

ESGV vs. ITOT - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ESGV and ITOT.

Drawdown Indicators

	ESGV	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-55.20%	+21.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-8.90%	-2.70%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-19.44%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-25.36%	-3.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.88%	-0.73%	-0.15%
Average Drawdown Average peak-to-trough decline	-6.43%	-6.97%	+0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	1.94%	+0.76%

Volatility

ESGV vs. ITOT - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 3.37% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	2.99%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	9.13%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	12.20%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	17.36%	+0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.58%	18.26%	+2.32%

ESGV vs. ITOT - Expense Ratio Comparison

ESGV 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

ESGV vs. ITOT - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.85%, less than ITOT's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGV Vanguard ESG U.S. Stock ETF	0.85%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%	0.00%	0.00%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.98%	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 ESGV and ITOT in my portfolio?

With a correlation of 0.99, ESGV 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, ESGV or ITOT?

ESGV has higher volatility (3.37%) compared to ITOT (2.99%). In terms of maximum drawdown, ESGV dropped -33.66% vs ITOT's -55.20%.

Which ETF is better, ESGV or ITOT?

On 5-year performance, ITOT leads with 12.69% vs 12.64% for ESGV. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or ITOT?

Over the 5-year period, ITOT has performed better with a 12.69% return vs 12.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.09% for ESGV.

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

ITOT has the higher dividend yield at 0.98%, compared with 0.85% for ESGV.

What is the main difference between ESGV and ITOT?

ESGV tracks FTSE US All Cap Choice Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for ESGV and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.32 vs 2.11), 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.