ITOT vs. SGOV
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and iShares 0-3 Month Treasury Bond ETF (SGOV).
ITOT and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. Both ITOT and SGOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ITOT vs. SGOV - Performance Comparison
Loading graphics...
ITOT vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.15% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 28.47% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.92% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Returns By Period
In the year-to-date period, ITOT achieves a -3.15% return, which is significantly lower than SGOV's 0.92% return.
ITOT
- 1D
- 0.16%
- 1M
- -3.24%
- YTD
- -3.15%
- 6M
- -1.32%
- 1Y
- 17.82%
- 3Y*
- 18.06%
- 5Y*
- 10.65%
- 10Y*
- 13.71%
SGOV
- 1D
- 0.04%
- 1M
- 0.32%
- YTD
- 0.92%
- 6M
- 1.92%
- 1Y
- 4.10%
- 3Y*
- 4.81%
- 5Y*
- 3.42%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ITOT vs. SGOV - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than SGOV's 0.09% 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%.
Return for Risk
ITOT vs. SGOV — Risk / Return Rank
ITOT
SGOV
ITOT vs. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 20.63 | -19.67 |
Sortino ratioReturn per unit of downside risk | 1.47 | 286.00 | -284.53 |
Omega ratioGain probability vs. loss probability | 1.22 | 202.83 | -201.61 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 412.76 | -411.25 |
Martin ratioReturn relative to average drawdown | 7.10 | 4,634.41 | -4,627.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ITOT | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 20.63 | -19.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 14.13 | -13.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 12.35 | -11.82 |
Correlation
The correlation between ITOT and SGOV is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ITOT vs. SGOV - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.12%, less than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ITOT vs. SGOV - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ITOT and SGOV.
Loading graphics...
Drawdown Indicators
| ITOT | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -0.03% | -55.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -0.01% | -8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -0.03% | -25.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | 0.00% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -7.02% | 0.00% | -7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 0.00% | +2.63% |
Volatility
ITOT vs. SGOV - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 5.43% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ITOT | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 0.06% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 0.13% | +9.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 0.20% | +18.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 0.24% | +17.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 0.24% | +18.00% |