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ITOT vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITOT vs. SCHK

Last updated Jun 26, 2026

ITOT (iShares Core S&P Total U.S. Stock Market ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - ITOT tracks the S&P Total Market Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past 5 years, ITOT returned 11.85%/yr vs 12.22%/yr for SCHK. With a 1.00 correlation, they move nearly in lockstep. Both charge a 0.03% expense ratio.

Performance

ITOT vs. SCHK - 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 Schwab 1000 Index ETF (SCHK). 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 stocks are quite close, with ITOT having a 8.95% return and SCHK slightly lower at 8.52%.

ITOT

1D
0.08%
1M
-1.51%
YTD
8.95%
6M
7.49%
1Y
22.95%
3Y*
20.80%
5Y*
11.85%
10Y*
15.35%

SCHK

1D
0.06%
1M
-1.68%
YTD
8.52%
6M
7.14%
1Y
22.28%
3Y*
20.89%
5Y*
12.22%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITOT vs. SCHK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ITOT
iShares Core S&P Total U.S. Stock Market ETF		8.95%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%5.15%
SCHK
Schwab 1000 Index ETF		8.52%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%

Correlation

The correlation between ITOT and SCHK is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

1.00

The correlation between ITOT and SCHK has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

ITOT vs. SCHK - Sectors Allocation Comparison

Sectors
ITOT
SCHK

Technology

37.2%
38.0%

Financial Services

11.4%
11.2%

Consumer Cyclical

9.8%
9.8%

Communication Services

9.8%
10.1%

Industrials

9.1%
8.9%

Healthcare

8.8%
8.4%

Consumer Defensive

4.3%
4.3%

Energy

3.3%
3.2%

Real Estate

2.3%
2.0%

Utilities

2.1%
2.1%

Basic Materials

2.0%
1.9%

Technology

ITOT
37.2%
SCHK
38.0%

Financial Services

ITOT
11.4%
SCHK
11.2%

Consumer Cyclical

ITOT
9.8%
SCHK
9.8%

Communication Services

ITOT
9.8%
SCHK
10.1%

Industrials

ITOT
9.1%
SCHK
8.9%

Healthcare

ITOT
8.8%
SCHK
8.4%

Consumer Defensive

ITOT
4.3%
SCHK
4.3%

Energy

ITOT
3.3%
SCHK
3.2%

Real Estate

ITOT
2.3%
SCHK
2.0%

Utilities

ITOT
2.1%
SCHK
2.1%

Basic Materials

ITOT
2.0%
SCHK
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

Schwab 1000 Index ETF

Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. VOOSCHK vs. SCHXSCHK vs. SCHGSCHK vs. VONGSCHK vs. VTISCHK vs. SCHD

Return for Risk

ITOT vs. SCHK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITOT
ITOT Risk / Return Rank: 6464
Overall Rank
ITOT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6161
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6262
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7171
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 6161
Overall Rank
SCHK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5959
Sortino Ratio Rank
SCHK Omega Ratio Rank: 6060
Omega Ratio Rank
SCHK Calmar Ratio Rank: 5959
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6969
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. SCHK - 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 Schwab 1000 Index ETF (SCHK). 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.

ITOTSCHKDifference
Sharpe ratioReturn per unit of total volatility
1.81
1.75

+0.05

Sortino ratioReturn per unit of downside risk
2.47
2.40

+0.07

Omega ratioGain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.59

2.50

+0.09

Martin ratioReturn relative to average drawdown

11.40

11.02

+0.38

ITOT vs. SCHK - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 1.81, which is comparable to the SCHK Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ITOT and SCHK, 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. SCHK - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, which is greater than SCHK's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for ITOT and SCHK.

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Drawdown Indicators

ITOTSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-34.80%

-20.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.97%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-19.21%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.44%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

—

—

Current Drawdown

Current decline from peak

-2.78%

-3.00%

+0.22%

Average Drawdown

Average peak-to-trough decline

-6.96%

-5.16%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.03%

-0.01%

Volatility

ITOT vs. SCHK - Volatility Comparison

iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Schwab 1000 Index ETF (SCHK) have volatilities of 4.87% and 4.87%, 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

ITOTSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.87%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

10.04%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

12.77%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

17.33%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

19.11%

-0.84%

ITOT vs. SCHK - Expense Ratio Comparison

Both ITOT and SCHK have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

ITOT vs. SCHK - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.02%, less than SCHK's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SCHK
Schwab 1000 Index ETF		1.05%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%0.00%0.00%

Frequently Asked Questions

With a correlation of 1.00, ITOT and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHK has higher volatility (4.87%) compared to ITOT (4.87%). In terms of maximum drawdown, ITOT dropped -55.20% vs SCHK's -34.80%.

On 5-year performance, SCHK leads with 12.22% vs 11.85% for ITOT. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHK has performed better with a 12.22% return vs 11.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT and SCHK have the same expense ratio: 0.03% per year.

SCHK has the higher dividend yield at 1.05%, compared with 1.02% for ITOT.

ITOT tracks S&P Total Market Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: iShares and Charles Schwab.

ITOT currently has the higher Sharpe Ratio (1.80 vs 1.75), 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.

Portfolio Optimizer

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