ITOT vs. DFGR
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Dimensional Global Real Estate ETF (DFGR).
ITOT and DFGR 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. DFGR is an actively managed fund by Dimensional. It was launched on Dec 6, 2022.
Performance
ITOT vs. DFGR - Performance Comparison
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ITOT vs. DFGR - 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% | -2.24% |
DFGR Dimensional Global Real Estate ETF | 2.58% | 7.65% | 1.89% | 9.64% | -1.24% |
Returns By Period
In the year-to-date period, ITOT achieves a -3.15% return, which is significantly lower than DFGR's 2.58% 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%
DFGR
- 1D
- 0.97%
- 1M
- -4.74%
- YTD
- 2.58%
- 6M
- 1.68%
- 1Y
- 6.75%
- 3Y*
- 6.87%
- 5Y*
- —
- 10Y*
- —
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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%.
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.
| ITOT | DFGR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.46 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.73 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.64 | +0.87 |
Martin ratioReturn relative to average drawdown | 7.10 | 2.46 | +4.65 |
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 | DFGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.46 | +0.49 |
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 | 0.40 | +0.14 |
Correlation
The correlation between ITOT and DFGR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ITOT vs. DFGR - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.12%, less than DFGR's 4.15% 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% |
DFGR Dimensional Global Real Estate ETF | 4.15% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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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 (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% | -5.93% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -6.55% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.83% | -0.20% |
Volatility
ITOT vs. DFGR - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 5.43% compared to Dimensional Global Real Estate ETF (DFGR) at 4.71%. 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.
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Volatility by Period
| ITOT | DFGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.71% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 8.40% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 14.60% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 15.52% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 15.52% | +2.72% |