ILCB vs. ITOT
Compare and contrast key facts about iShares Morningstar U.S. Equity ETF (ILCB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ILCB and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. 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 ILCB 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: ILCB or ITOT.
Key characteristics
| ILCB | ITOT | |
|---|---|---|
| YTD Return | 26.94% | 26.18% |
| 1Y Return | 38.29% | 38.45% |
| 3Y Return (Ann) | 9.45% | 8.73% |
| 5Y Return (Ann) | 15.02% | 15.29% |
| 10Y Return (Ann) | 12.59% | 12.97% |
| Sharpe Ratio | 3.08 | 3.04 |
| Sortino Ratio | 4.10 | 4.05 |
| Omega Ratio | 1.58 | 1.57 |
| Calmar Ratio | 0.38 | 4.52 |
| Martin Ratio | 19.90 | 19.70 |
| Ulcer Index | 1.91% | 1.95% |
| Daily Std Dev | 12.35% | 12.63% |
| Max Drawdown | -100.00% | -55.21% |
| Current Drawdown | -99.99% | -0.45% |
Correlation
The correlation between ILCB and ITOT is 0.95, 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
ILCB vs. ITOT - Performance Comparison
The year-to-date returns for both stocks are quite close, with ILCB having a 26.94% return and ITOT slightly lower at 26.18%. Both investments have delivered pretty close results over the past 10 years, with ILCB having a 12.59% annualized return and ITOT not far ahead at 12.97%. 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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ILCB vs. ITOT - Expense Ratio Comparison
Both ILCB and ITOT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ILCB vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) 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
ILCB vs. ITOT - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 1.18%, less than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 1.18% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% | 1.86% | 1.89% |
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
ILCB vs. ITOT - Drawdown Comparison
The maximum ILCB drawdown since its inception was -100.00%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for ILCB and ITOT. For additional features, visit the drawdowns tool.
Volatility
ILCB vs. ITOT - Volatility Comparison
iShares Morningstar U.S. Equity ETF (ILCB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.87% and 4.03%, 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.