ITOT vs. DFGR
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and DFGR (Dimensional Global Real Estate ETF) are both exchange-traded funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while DFGR is a REIT fund actively managed by Dimensional. ITOT is passively managed, while DFGR is actively managed. Over the past 3 years, ITOT returned 20.64%/yr vs 11.39%/yr for DFGR. A 0.55 correlation means they provide meaningful diversification when combined. ITOT charges 0.03%/yr vs 0.22%/yr for DFGR.
Performance
ITOT vs. DFGR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 8.86% return, which is significantly lower than DFGR's 11.15% return.
ITOT
- 1D
- -0.07%
- 1M
- -0.87%
- YTD
- 8.86%
- 6M
- 7.40%
- 1Y
- 22.71%
- 3Y*
- 20.64%
- 5Y*
- 11.83%
- 10Y*
- 15.10%
DFGR
- 1D
- 0.21%
- 1M
- 1.09%
- YTD
- 11.15%
- 6M
- 11.02%
- 1Y
- 11.72%
- 3Y*
- 11.39%
- 5Y*
- —
- 10Y*
- —
ITOT vs. DFGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 8.86% | 17.00% | 23.80% | 26.12% | -2.42% |
DFGR Dimensional Global Real Estate ETF | 11.15% | 7.65% | 1.89% | 9.64% | -1.20% |
Correlation
The correlation between ITOT and DFGR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.55 |
Over the past year, the correlation between ITOT and DFGR has dropped to 0.35 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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. DFGR — Risk / Return Rank
ITOT
DFGR
ITOT vs. DFGR - 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 Dimensional Global Real Estate ETF (DFGR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITOT | DFGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.17 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.29 | +1.28 |
| Martin ratioReturn relative to average drawdown | 11.32 | 4.55 | +6.77 |
Loading charts...
Drawdowns
ITOT vs. DFGR - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for ITOT and DFGR.
Loading charts...
Drawdown Indicators
| ITOT | DFGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -21.28% | -33.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -9.15% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -17.57% | -1.87% |
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 | -2.86% | -0.76% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -6.22% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.59% | -0.58% |
Volatility
ITOT vs. DFGR - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 4.93% compared to Dimensional Global Real Estate ETF (DFGR) at 4.29%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITOT | DFGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.29% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 9.36% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 12.24% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 15.42% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 15.42% | +2.86% |
ITOT vs. DFGR - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than DFGR's 0.22% 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%.
Dividends
ITOT vs. DFGR - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.02%, less than DFGR's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 3.68% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.02% | 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 DFGR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (4.93%) compared to DFGR (4.29%). In terms of maximum drawdown, ITOT dropped -55.20% vs DFGR's -21.28%.
On 3-year performance, ITOT leads with 20.64% vs 11.39% for DFGR. On fees, ITOT is cheaper at 0.03% per year. On volatility, DFGR has been the lower-risk option at 4.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ITOT has performed better with a 20.64% return vs 11.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.22% for DFGR.
DFGR has the higher dividend yield at 3.68%, compared with 1.02% for ITOT.
ITOT is categorized as Large Cap Blend Equities, while DFGR is REIT. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.03% for ITOT and 0.22% for DFGR.
ITOT currently has the higher Sharpe Ratio (1.79 vs 0.96), 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 DFGR
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