ITOT vs. DD
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 DD (DuPont de Nemours, Inc.) is a stock. Over the past 5 years, ITOT returned 12.25%/yr vs 8.16%/yr for DD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. DD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly lower than DD's 18.70% 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%
DD
- 1D
- 0.30%
- 1M
- -4.49%
- YTD
- 18.70%
- 6M
- 17.59%
- 1Y
- 69.20%
- 3Y*
- 19.86%
- 5Y*
- 8.16%
- 10Y*
- —
ITOT vs. DD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 18.29% |
DD DuPont de Nemours, Inc. | 18.70% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -14.90% |
Correlation
The correlation between ITOT and DD is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019 | 0.63 |
The correlation between ITOT and DD has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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. DD — Risk / Return Rank
ITOT
DD
ITOT vs. DD - 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 DuPont de Nemours, Inc. (DD). 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 | DD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 4.02 | -1.21 |
| Martin ratioReturn relative to average drawdown | 12.79 | 12.57 | +0.22 |
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 | DD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.27 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.27 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.23 | +0.33 |
Drawdowns
ITOT vs. DD - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for ITOT and DD.
Loading charts...
Drawdown Indicators
| ITOT | DD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -62.03% | +6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -17.31% | +8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -37.84% | +18.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -40.22% | +14.86% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -2.65% | -7.40% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -14.58% | +7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.52% | -3.57% |
Volatility
ITOT vs. DD - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.34%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITOT | DD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 9.34% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 22.88% | -13.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 30.67% | -18.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 29.95% | -12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 33.77% | -15.48% |
Dividends
ITOT vs. DD - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, less than DD's 103.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 103.98% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
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 DD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (9.34%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs DD's -62.03%.
DD currently has the higher Sharpe Ratio (2.27 vs 2.01), 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 DD
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