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ITOT vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITOT vs. SPCT - 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 Liberty One Spectrum ETF (SPCT). 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 11.42% return, which is significantly higher than SPCT's 8.90% return.


ITOT

1D
0.41%
1M
1.58%
6M
9.14%
YTD
11.42%
1Y
21.88%
3Y*
19.93%
5Y*
12.17%
10Y*
14.68%

SPCT

1D
-0.13%
1M
0.99%
6M
6.70%
YTD
8.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITOT vs. SPCT - Yearly Performance Comparison


Correlation

The correlation between ITOT and SPCT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.49

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Return for Risk

ITOT vs. SPCT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITOT
ITOT Risk / Return Rank: 6666
Overall Rank
ITOT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6464
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6464
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6262
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7474
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SPCT - 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 Liberty One Spectrum ETF (SPCT). 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.


ITOTSPCTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

10.77

ITOT vs. SPCT - Sharpe Ratio Comparison


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Drawdowns

ITOT vs. SPCT - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for ITOT and SPCT.


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Drawdown Indicators


ITOTSPCTDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-7.17%

-48.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-0.57%

-0.49%

-0.08%

Average Drawdown

Average peak-to-trough decline

-6.94%

-1.50%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

ITOT vs. SPCT - Volatility Comparison


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Volatility by Period


ITOTSPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

9.26%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

9.26%

+8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

9.26%

+8.99%

ITOT vs. SPCT - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is lower than SPCT's 0.85% expense ratio.


Dividends

ITOT vs. SPCT - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.00%, more than SPCT's 0.74% 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%
SPCT
Liberty One Spectrum ETF
0.74%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITOT and SPCT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.85% for SPCT.

ITOT has the higher dividend yield at 1.00%, compared with 0.74% for SPCT.

They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.03% for ITOT and 0.85% for SPCT.

Portfolio Optimizer

Find the right allocation for ITOT and SPCT

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