FLAG vs. ITOT
FLAG (Global X S&P 500 U.S. Market Leaders TOP 50 ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds - FLAG tracks the S&P 500 U.S. Revenue Market Leaders 50 Index while ITOT tracks the S&P Total Market Index. Both are passively managed. Over the past year, FLAG returned 7.89% vs 28.12% for ITOT. A 0.71 correlation means they provide meaningful diversification when combined. FLAG charges 0.29%/yr vs 0.03%/yr for ITOT.
Performance
FLAG vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, FLAG achieves a -0.18% return, which is significantly lower than ITOT's 11.25% return.
FLAG
- 1D
- -0.68%
- 1M
- 0.74%
- YTD
- -0.18%
- 6M
- 0.08%
- 1Y
- 7.89%
- 3Y*
- —
- 5Y*
- —
- 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%
FLAG vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FLAG Global X S&P 500 U.S. Market Leaders TOP 50 ETF | -0.18% | 13.67% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.25% | 30.91% |
Correlation
The correlation between FLAG and ITOT is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2025 | 0.71 |
The correlation between FLAG and ITOT has been stable across timeframes, ranging from 0.71 to 0.71 - a consistent structural relationship.
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Return for Risk
FLAG vs. ITOT — Risk / Return Rank
FLAG
ITOT
FLAG vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) 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.
| FLAG | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.17 | -2.32 |
| Martin ratioReturn relative to average drawdown | 2.92 | 14.57 | -11.65 |
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
| FLAG | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.32 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.57 | +0.48 |
Drawdowns
FLAG vs. ITOT - Drawdown Comparison
The maximum FLAG drawdown since its inception was -9.29%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FLAG and ITOT.
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Drawdown Indicators
| FLAG | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.29% | -55.20% | +45.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -8.90% | -0.39% |
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 DrawdownCurrent decline from peak | -2.00% | -0.73% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -6.97% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.94% | +0.77% |
Volatility
FLAG vs. ITOT - Volatility Comparison
The current volatility for Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) is 2.70%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.99%. This indicates that FLAG 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.
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Volatility by Period
| FLAG | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.99% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 9.13% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 12.20% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 17.36% | -6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 18.26% | -6.94% |
FLAG vs. ITOT - Expense Ratio Comparison
FLAG has a 0.29% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
FLAG vs. ITOT - Dividend Comparison
FLAG's dividend yield for the trailing twelve months is around 1.35%, more than ITOT's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLAG Global X S&P 500 U.S. Market Leaders TOP 50 ETF | 1.35% | 1.35% | 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 | 0.98% | 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
FLAG and ITOT have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (2.99%) compared to FLAG (2.70%). In terms of maximum drawdown, FLAG dropped -9.29% vs ITOT's -55.20%.
On 1-year performance, ITOT leads with 28.12% vs 7.89% for FLAG. On fees, ITOT is cheaper at 0.03% per year. On volatility, FLAG has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 28.12% return vs 7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.29% for FLAG.
FLAG has the higher dividend yield at 1.35%, compared with 0.98% for ITOT.
FLAG tracks S&P 500 U.S. Revenue Market Leaders 50 Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.29% for FLAG and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (2.32 vs 0.75), 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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