ITOT vs. ESN
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and ESN (Essential 40 Stock ETF) are both Large Cap Blend Equities funds - ITOT tracks the S&P Total Market Index while ESN tracks the Essential 40 Stock Index. Both are passively managed. Over the past year, ITOT returned 27.18% vs 26.44% for ESN. A 0.80 correlation means they provide meaningful diversification when combined. ITOT charges 0.03%/yr vs 0.70%/yr for ESN.
Performance
ITOT vs. ESN - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 10.37% return, which is significantly lower than ESN's 14.09% return.
ITOT
- 1D
- -0.32%
- 1M
- 0.50%
- YTD
- 10.37%
- 6M
- 9.62%
- 1Y
- 27.18%
- 3Y*
- 21.20%
- 5Y*
- 12.36%
- 10Y*
- 15.26%
ESN
- 1D
- 0.35%
- 1M
- -0.32%
- YTD
- 14.09%
- 6M
- 14.56%
- 1Y
- 26.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT vs. ESN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 10.37% | 17.00% | 0.71% |
ESN Essential 40 Stock ETF | 14.09% | 16.52% | -3.53% |
Correlation
The correlation between ITOT and ESN is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024 | 0.80 |
The correlation between ITOT and ESN has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
ITOT vs. ESN — Risk / Return Rank
ITOT
ESN
ITOT vs. ESN - 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 Essential 40 Stock ETF (ESN). 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 | ESN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.45 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 4.08 | -1.01 |
| Martin ratioReturn relative to average drawdown | 13.65 | 16.09 | -2.43 |
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Drawdowns
ITOT vs. ESN - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than ESN's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for ITOT and ESN.
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Drawdown Indicators
| ITOT | ESN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -13.60% | -41.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -6.42% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
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 | -1.51% | -1.56% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -1.86% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.63% | +0.37% |
Volatility
ITOT vs. ESN - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 4.78% compared to Essential 40 Stock ETF (ESN) at 3.40%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than ESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | ESN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 3.40% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 7.47% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 10.03% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 13.31% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 13.31% | +5.00% |
ITOT vs. ESN - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than ESN's 0.70% expense ratio.
Dividends
ITOT vs. ESN - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.01%, more than ESN's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESN Essential 40 Stock ETF | 0.80% | 0.91% | 0.76% | 0.00% | 0.00% | 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 | 1.01% | 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 ESN have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (4.78%) compared to ESN (3.40%). In terms of maximum drawdown, ITOT dropped -55.20% vs ESN's -13.60%.
On 1-year performance, ITOT leads with 27.18% vs 26.44% for ESN. On fees, ITOT is cheaper at 0.03% per year. On volatility, ESN has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 27.18% return vs 26.44%. 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 0.70% for ESN.
ITOT has the higher dividend yield at 1.01%, compared with 0.80% for ESN.
ITOT tracks S&P Total Market Index, while ESN tracks Essential 40 Stock Index. They also come from different issuers: iShares and KKM Financial. Their fees differ too: 0.03% for ITOT and 0.70% for ESN.
ESN currently has the higher Sharpe Ratio (2.62 vs 2.14), 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.
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