ITOT vs. BBLU
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Ea Bridgeway Blue Chip ETF (BBLU).
ITOT and BBLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022.
Performance
ITOT vs. BBLU - Performance Comparison
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ITOT vs. BBLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.15% | 17.00% | 23.80% | 26.12% | 4.35% |
BBLU Ea Bridgeway Blue Chip ETF | -2.95% | 18.40% | 27.47% | 31.11% | 6.20% |
Returns By Period
In the year-to-date period, ITOT achieves a -3.15% return, which is significantly lower than BBLU's -2.95% return.
ITOT
- 1D
- 0.16%
- 1M
- -3.24%
- YTD
- -3.15%
- 6M
- -1.32%
- 1Y
- 17.82%
- 3Y*
- 18.06%
- 5Y*
- 10.65%
- 10Y*
- 13.71%
BBLU
- 1D
- 0.37%
- 1M
- -2.50%
- YTD
- -2.95%
- 6M
- -0.56%
- 1Y
- 17.21%
- 3Y*
- 20.03%
- 5Y*
- —
- 10Y*
- —
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ITOT vs. BBLU - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than BBLU's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ITOT vs. BBLU — Risk / Return Rank
ITOT
BBLU
ITOT vs. BBLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Ea Bridgeway Blue Chip ETF (BBLU). 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.
| ITOT | BBLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.02 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.55 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.61 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.10 | 7.16 | -0.06 |
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
| ITOT | BBLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.02 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.57 | -1.03 |
Correlation
The correlation between ITOT and BBLU is 0.90, 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.
Dividends
ITOT vs. BBLU - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.12%, less than BBLU's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
BBLU Ea Bridgeway Blue Chip ETF | 1.29% | 1.25% | 1.39% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ITOT vs. BBLU - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for ITOT and BBLU.
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Drawdown Indicators
| ITOT | BBLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -17.20% | -38.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -7.27% | -1.63% |
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 | -5.36% | -4.57% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -2.04% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.52% | +0.11% |
Volatility
ITOT vs. BBLU - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 5.43% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 4.26%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | BBLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.26% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 8.41% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 17.02% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 14.70% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 14.70% | +3.54% |