ITOT vs. LPLA
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while LPLA (LPL Financial Holdings Inc.) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 29.01%/yr for LPLA. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. LPLA - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly higher than LPLA's -20.40% return. Over the past 10 years, ITOT has underperformed LPLA with an annualized return of 14.81%, while LPLA has yielded a comparatively higher 29.01% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
LPLA
- 1D
- -1.65%
- 1M
- -6.42%
- YTD
- -20.40%
- 6M
- -22.85%
- 1Y
- -26.79%
- 3Y*
- 12.01%
- 5Y*
- 15.99%
- 10Y*
- 29.01%
ITOT vs. LPLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
LPLA LPL Financial Holdings Inc. | -20.40% | 9.76% | 44.12% | 5.88% | 35.69% | 54.63% | 14.58% | 52.95% | 8.53% | 66.03% |
Correlation
The correlation between ITOT and LPLA 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 | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2010 | 0.54 |
The correlation between ITOT and LPLA shifts across timeframes, from 0.35 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITOT vs. LPLA — Risk / Return Rank
ITOT
LPLA
ITOT vs. LPLA - 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 LPL Financial Holdings Inc. (LPLA). 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 | LPLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.60 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.89 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.81 | +3.62 |
| Martin ratioReturn relative to average drawdown | 12.79 | -1.70 | +14.49 |
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 | LPLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.75 | +2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.45 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.76 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.47 | +0.10 |
Drawdowns
ITOT vs. LPLA - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum LPLA drawdown of -69.32%. Use the drawdown chart below to compare losses from any high point for ITOT and LPLA.
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Drawdown Indicators
| ITOT | LPLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -69.32% | +14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -33.12% | +24.22% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -33.18% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -33.18% | +7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -60.34% | +25.34% |
Current DrawdownCurrent decline from peak | -2.65% | -28.63% | +25.98% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -13.91% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 15.84% | -13.89% |
Volatility
ITOT vs. LPLA - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while LPL Financial Holdings Inc. (LPLA) has a volatility of 10.60%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than LPLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | LPLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 10.60% | -6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 27.76% | -18.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 36.06% | -23.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 36.03% | -18.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 38.12% | -19.83% |
Dividends
ITOT vs. LPLA - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, more than LPLA's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
LPLA LPL Financial Holdings Inc. | 0.42% | 0.34% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% |
Frequently Asked Questions
ITOT and LPLA 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.
LPLA has higher volatility (10.60%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs LPLA's -69.32%.
ITOT currently has the higher Sharpe Ratio (2.01 vs -0.75), 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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