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ITOT vs. GSWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITOT vs. GSWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ITOT having a 9.48% return and GSWO slightly higher at 9.77%.


ITOT

1D
0.07%
1M
0.48%
6M
7.83%
YTD
9.48%
1Y
17.56%
3Y*
18.70%
5Y*
11.47%
10Y*
14.42%
ALL TIME*
10.52%

GSWO

1D
0.17%
1M
0.80%
6M
8.66%
YTD
9.77%
1Y
15.09%
3Y*
16.39%
5Y*
10Y*
ALL TIME*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.06M$3.14M$3.93M
$228.53M$259.55M$322.53M

ITOT vs. GSWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ITOT
iShares Core S&P Total U.S. Stock Market ETF
9.48%17.00%23.80%26.12%-11.56%
GSWO
Goldman Sachs ActiveBeta World Equity ETF
9.77%18.97%15.29%16.28%-6.15%

Correlation

The correlation between ITOT and GSWO is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.88

The correlation between ITOT and GSWO has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

ITOT vs. GSWO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITOT
ITOT Risk / Return Rank: 6161
Overall Rank
ITOT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 5858
Sortino Ratio Rank
ITOT Omega Ratio Rank: 5858
Omega Ratio Rank
ITOT Calmar Ratio Rank: 5858
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7171
Martin Ratio Rank

GSWO
GSWO Risk / Return Rank: 5656
Overall Rank
GSWO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSWO Omega Ratio Rank: 5555
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSWO Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITOT vs. GSWO - 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 Goldman Sachs ActiveBeta World Equity ETF (GSWO). 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.


ITOTGSWODifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.04

1.72

+0.32

Martin ratioReturn relative to average drawdown

8.79

7.82

+0.98

ITOT vs. GSWO - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 1.40, which is comparable to the GSWO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ITOT and GSWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ITOT vs. GSWO - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, which is greater than GSWO's maximum drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for ITOT and GSWO.


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Drawdown Indicators


ITOTGSWODifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-17.77%

-37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.93%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-9.97%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-2.31%

-1.97%

-0.34%

Average Drawdown

Average peak-to-trough decline

-6.94%

-3.19%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.95%

+0.11%

Volatility

ITOT vs. GSWO - Volatility Comparison

iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Goldman Sachs ActiveBeta World Equity ETF (GSWO) have volatilities of 3.06% and 3.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITOTGSWODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.09%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

10.30%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

11.66%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

13.02%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

13.02%

+5.23%

ITOT vs. GSWO - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is lower than GSWO's 0.25% 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. GSWO - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.02%, less than GSWO's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.55%1.74%1.75%2.06%1.73%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 GSWO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSWO has higher volatility (3.09%) compared to ITOT (3.06%). In terms of maximum drawdown, ITOT dropped -55.20% vs GSWO's -17.77%.

On 3-year performance, ITOT leads with 18.70% vs 16.39% for GSWO. On fees, ITOT is cheaper at 0.03% per year. Their volatility is very similar. 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 18.70% return vs 16.39%. 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 0.25% for GSWO.

GSWO has the higher dividend yield at 1.55%, compared with 1.02% for ITOT.

ITOT is categorized as Large Cap Blend Equities, while GSWO is Global Equities. ITOT tracks S&P Total Market Index, while GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.03% for ITOT and 0.25% for GSWO.

ITOT currently has the higher Sharpe Ratio (1.40 vs 1.31), 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.

Portfolio Optimizer

Find the right allocation for ITOT and GSWO

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