ISCB vs. ITOT
Compare and contrast key facts about iShares Morningstar Small-Cap ETF (ISCB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ISCB and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Extended 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 ISCB 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: ISCB or ITOT.
Key characteristics
| ISCB | ITOT | |
|---|---|---|
| YTD Return | 15.49% | 25.22% |
| 1Y Return | 30.18% | 34.05% |
| 3Y Return (Ann) | 1.82% | 8.46% |
| 5Y Return (Ann) | 7.54% | 14.94% |
| 10Y Return (Ann) | 7.70% | 12.88% |
| Sharpe Ratio | 1.66 | 2.76 |
| Sortino Ratio | 2.36 | 3.68 |
| Omega Ratio | 1.29 | 1.51 |
| Calmar Ratio | 1.46 | 4.05 |
| Martin Ratio | 9.17 | 17.65 |
| Ulcer Index | 3.37% | 1.95% |
| Daily Std Dev | 18.66% | 12.49% |
| Max Drawdown | -61.25% | -55.21% |
| Current Drawdown | -3.23% | -1.20% |
Correlation
The correlation between ISCB and ITOT is 0.88, 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
ISCB vs. ITOT - Performance Comparison
In the year-to-date period, ISCB achieves a 15.49% return, which is significantly lower than ITOT's 25.22% return. Over the past 10 years, ISCB has underperformed ITOT with an annualized return of 7.70%, while ITOT has yielded a comparatively higher 12.88% 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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ISCB vs. ITOT - Expense Ratio Comparison
ISCB has a 0.04% 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
ISCB vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) 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
ISCB vs. ITOT - Dividend Comparison
ISCB's dividend yield for the trailing twelve months is around 1.21%, which matches ITOT's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 1.21% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% | 1.18% | 0.87% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
ISCB vs. ITOT - Drawdown Comparison
The maximum ISCB drawdown since its inception was -61.25%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for ISCB and ITOT. For additional features, visit the drawdowns tool.
Volatility
ISCB vs. ITOT - Volatility Comparison
iShares Morningstar Small-Cap ETF (ISCB) has a higher volatility of 6.41% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.02%. This indicates that ISCB'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.