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ITOT vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITOT vs. META

Last updated Jun 9, 2026

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 META (Meta Platforms, Inc.) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 17.60%/yr for META. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

ITOT vs. META - 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 Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITOT achieves a 9.09% return, which is significantly higher than META's -11.24% return. Over the past 10 years, ITOT has underperformed META with an annualized return of 14.81%, while META has yielded a comparatively higher 17.60% 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%

META

1D
-1.28%
1M
-3.98%
YTD
-11.24%
6M
-12.06%
1Y
-15.84%
3Y*
30.58%
5Y*
12.31%
10Y*
17.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITOT vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
META
Meta Platforms, Inc.		-11.24%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between ITOT and META is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.55

The correlation between ITOT and META has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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iShares Core S&P Total U.S. Stock Market ETF

Meta Platforms, Inc.

Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. VOO

Return for Risk

ITOT vs. META — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITOT
ITOT Risk / Return Rank: 6767
Overall Rank
ITOT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6666
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6262
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
Martin Ratio Rank
META
META Risk / Return Rank: 2323
Overall Rank
META Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
META Sortino Ratio Rank: 2222
Sortino Ratio Rank
META Omega Ratio Rank: 2222
Omega Ratio Rank
META Calmar Ratio Rank: 2626
Calmar Ratio Rank
META Martin Ratio Rank: 2222
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. META - 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 Meta Platforms, Inc. (META). 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.

ITOTMETADifference
Sharpe ratioReturn per unit of total volatility
2.01
-0.45

+2.46

Sortino ratioReturn per unit of downside risk
2.71
-0.44

+3.16

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.42

Calmar ratioReturn relative to maximum drawdown

2.81

-0.48

+3.29

Martin ratioReturn relative to average drawdown

12.79

-1.01

+13.81

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITOT vs. META - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 2.01, which is higher than the META Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of ITOT and META, 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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Sharpe Ratios by Period

ITOTMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

-0.45

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.28

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.46

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.54

+0.02

Drawdowns

ITOT vs. META - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for ITOT and META.

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Drawdown Indicators

ITOTMETADifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-76.74%

+21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-33.30%

+24.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-34.15%

+14.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-76.74%

+51.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-76.74%

+41.74%

Current Drawdown

Current decline from peak

-2.65%

-25.73%

+23.08%

Average Drawdown

Average peak-to-trough decline

-6.97%

-15.26%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

15.69%

-13.74%

Volatility

ITOT vs. META - Volatility Comparison

The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Meta Platforms, Inc. (META) has a volatility of 10.48%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ITOTMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

10.48%

-6.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

26.95%

-17.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

35.56%

-23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

44.05%

-26.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

38.69%

-20.40%

Dividends

ITOT vs. META - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.00%, more than META's 0.36% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
META
Meta Platforms, Inc.		0.36%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ITOT and META have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.48%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs META's -76.74%.

ITOT currently has the higher Sharpe Ratio (2.01 vs -0.45), 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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