ITOT vs. COST
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 22.25%/yr for COST. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly lower than COST's 13.35% return. Over the past 10 years, ITOT has underperformed COST with an annualized return of 14.81%, while COST has yielded a comparatively higher 22.25% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
ITOT vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between ITOT and COST is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.53 |
The correlation between ITOT and COST shifts across timeframes, from -0.02 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITOT vs. COST — Risk / Return Rank
ITOT
COST
ITOT vs. COST - 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 Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.22 | +3.03 |
| Martin ratioReturn relative to average drawdown | 12.79 | -0.51 | +13.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITOT | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.18 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.98 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 1.02 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.59 | -0.02 |
Drawdowns
ITOT vs. COST - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ITOT and COST.
Loading charts...
Drawdown Indicators
| ITOT | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -53.39% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -15.38% | +6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -20.74% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -31.40% | +6.04% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -31.40% | -3.60% |
Current DrawdownCurrent decline from peak | -2.65% | -10.93% | +8.28% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -13.36% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 7.15% | -5.20% |
Volatility
ITOT vs. COST - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Costco Wholesale Corporation (COST) has a volatility of 7.71%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITOT | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 7.71% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 14.53% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 18.79% | -6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 22.71% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 21.95% | -3.66% |
Dividends
ITOT vs. COST - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 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
ITOT and COST have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.71%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs COST's -53.39%.
ITOT currently has the higher Sharpe Ratio (2.01 vs -0.18), 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.
Find the right allocation for ITOT and COST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer