ITOT vs. GSWO
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and GSWO (Goldman Sachs ActiveBeta World Equity ETF) are both exchange-traded funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while GSWO is a Global Equities fund tracking the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, ITOT returned 18.70%/yr vs 16.39%/yr for GSWO. Their correlation of 0.88 means they have usually moved in the same direction. ITOT charges 0.03%/yr vs 0.25%/yr for GSWO.
Performance
ITOT vs. GSWO - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
ITOT
GSWO
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.
| ITOT | GSWO | Difference | |
|---|---|---|---|
| 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 |
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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
| ITOT | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.31% | -1.97% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -3.19% | -3.75% |
Ulcer IndexDepth 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
| ITOT | GSWO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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