EUSA vs. ITOT
Compare and contrast key facts about iShares MSCI USA Equal Weighted ETF (EUSA) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
EUSA and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA Index. It was launched on May 5, 2010. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both EUSA and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSA or ITOT.
Key characteristics
| EUSA | ITOT | |
|---|---|---|
| YTD Return | 20.03% | 26.74% |
| 1Y Return | 36.47% | 38.99% |
| 3Y Return (Ann) | 5.18% | 8.91% |
| 5Y Return (Ann) | 12.07% | 15.42% |
| 10Y Return (Ann) | 10.62% | 13.03% |
| Sharpe Ratio | 3.08 | 3.24 |
| Sortino Ratio | 4.23 | 4.29 |
| Omega Ratio | 1.55 | 1.60 |
| Calmar Ratio | 2.50 | 4.83 |
| Martin Ratio | 17.91 | 21.09 |
| Ulcer Index | 2.13% | 1.95% |
| Daily Std Dev | 12.35% | 12.65% |
| Max Drawdown | -39.16% | -55.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EUSA and ITOT is 0.83, 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.
Performance
EUSA vs. ITOT - Performance Comparison
In the year-to-date period, EUSA achieves a 20.03% return, which is significantly lower than ITOT's 26.74% return. Over the past 10 years, EUSA has underperformed ITOT with an annualized return of 10.62%, while ITOT has yielded a comparatively higher 13.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUSA vs. ITOT - Expense Ratio Comparison
EUSA has a 0.15% 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%.
Risk-Adjusted Performance
EUSA vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) 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.
Dividends
EUSA vs. ITOT - Dividend Comparison
EUSA's dividend yield for the trailing twelve months is around 1.39%, more than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSA iShares MSCI USA Equal Weighted ETF | 1.39% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% | 1.91% | 1.97% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
EUSA vs. ITOT - Drawdown Comparison
The maximum EUSA drawdown since its inception was -39.16%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for EUSA and ITOT. For additional features, visit the drawdowns tool.
Volatility
EUSA vs. ITOT - Volatility Comparison
The current volatility for iShares MSCI USA Equal Weighted ETF (EUSA) is 3.59%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.03%. This indicates that EUSA 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.