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ITOT vs. SWTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITOT vs. SWTSX

Last updated Aug 4, 2026
Documentation

ITOT (iShares Core S&P Total U.S. Stock Market ETF) and SWTSX (Schwab Total Stock Market Index Fund) are both Large Cap Blend Equities funds - ITOT tracks the S&P Total Market Index while SWTSX tracks the Dow Jones U.S. Total Stock Market Index. Both are passively managed. Over the past 10 years, ITOT returned 14.61%/yr vs 14.58%/yr for SWTSX. Their 0.98 correlation means they have historically moved very closely together. Both charge a 0.03% expense ratio.

Performance

ITOT vs. SWTSX - 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 Total Stock Market Index Fund (SWTSX). 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 12.18% return, which is significantly higher than SWTSX's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with ITOT having a 14.61% annualized return and SWTSX not far behind at 14.58%.

ITOT

1D
1.46%
1M
1.37%
6M
9.88%
YTD
12.18%
1Y
23.59%
3Y*
20.38%
5Y*
12.06%
10Y*
14.61%
ALL TIME*
10.62%

SWTSX

1D
0.61%
1M
-0.22%
6M
8.25%
YTD
10.49%
1Y
21.67%
3Y*
18.91%
5Y*
11.73%
10Y*
14.58%
ALL TIME*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ITOT

iShares Core S&P Total U.S. Stock Market ETF
$218.20M$235.22M$304.20M

SWTSX

Schwab Total Stock Market Index Fund
$0.00$0.00$0.00

ITOT vs. SWTSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ITOT
iShares Core S&P Total U.S. Stock Market ETF		12.18%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%
SWTSX
Schwab Total Stock Market Index Fund		10.49%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Correlation

The correlation between ITOT and SWTSX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.99

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2004

0.98

The correlation between ITOT and SWTSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

ITOT vs. SWTSX - Sectors Allocation Comparison

Sectors
ITOT
SWTSX

Technology

36.4%
36.4%

Financial Services

11.9%
11.9%

Industrials

9.9%
9.9%

Healthcare

9.5%
9.5%

Consumer Cyclical

9.5%
9.5%

Communication Services

9.1%
9.1%

Consumer Defensive

4.3%
4.3%

Energy

3.1%
3.1%

Real Estate

2.3%
2.3%

Utilities

2.2%
2.2%

Basic Materials

1.9%
1.9%

Technology

ITOT
36.4%
SWTSX
36.4%

Financial Services

ITOT
11.9%
SWTSX
11.9%

Industrials

ITOT
9.9%
SWTSX
9.9%

Healthcare

ITOT
9.5%
SWTSX
9.5%

Consumer Cyclical

ITOT
9.5%
SWTSX
9.5%

Communication Services

ITOT
9.1%
SWTSX
9.1%

Consumer Defensive

ITOT
4.3%
SWTSX
4.3%

Energy

ITOT
3.1%
SWTSX
3.1%

Real Estate

ITOT
2.3%
SWTSX
2.3%

Utilities

ITOT
2.2%
SWTSX
2.2%

Basic Materials

ITOT
1.9%
SWTSX
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 Total Stock Market Index Fund

Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS
Often compared with SWTSX:
SWTSX vs. SWPPXSWTSX vs. VTSAXSWTSX vs. SCHBSWTSX vs. VTISWTSX vs. SWISXSWTSX vs. SWLGXSWTSX vs. SCHD

Return for Risk

ITOT vs. SWTSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ITOT
ITOT Risk / Return Rank: 7878
Overall Rank
ITOT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 7676
Sortino Ratio Rank
ITOT Omega Ratio Rank: 7676
Omega Ratio Rank
ITOT Calmar Ratio Rank: 7575
Calmar Ratio Rank
ITOT Martin Ratio Rank: 8383
Martin Ratio Rank
SWTSX
SWTSX Risk / Return Rank: 5858
Overall Rank
SWTSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5050
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ITOT vs. SWTSX - 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 Total Stock Market Index Fund (SWTSX). 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.

ITOTSWTSXDifference
Sharpe ratioReturn per unit of total volatility
1.81
1.50

+0.31

Sortino ratioReturn per unit of downside risk
2.50
2.08

+0.42

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

2.66

2.22

+0.44

Martin ratioReturn relative to average drawdown

11.42

9.54

+1.88

ITOT vs. SWTSX - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 1.81, which is comparable to the SWTSX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ITOT and SWTSX, 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. SWTSX - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for ITOT and SWTSX.

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Drawdown Indicators

ITOTSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-54.60%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.88%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-19.43%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.40%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-35.01%

+0.01%

Current Drawdown

Current decline from peak

0.00%

-1.36%

+1.36%

Average Drawdown

Average peak-to-trough decline

-6.93%

-10.51%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.07%

0.00%

Volatility

ITOT vs. SWTSX - Volatility Comparison

iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 3.80% compared to Schwab Total Stock Market Index Fund (SWTSX) at 3.52%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ITOTSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.52%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

10.32%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

13.21%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

17.54%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

18.60%

-0.32%

ITOT vs. SWTSX - Expense Ratio Comparison

Both ITOT and SWTSX 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. SWTSX - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 0.99%, which matches SWTSX's 1.00% yield.

PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.99%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
SWTSX
Schwab Total Stock Market Index Fund		1.00%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Frequently Asked Questions

With a correlation of 0.99, ITOT and SWTSX 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.

ITOT has higher volatility (3.80%) compared to SWTSX (3.52%). In terms of maximum drawdown, ITOT dropped -55.20% vs SWTSX's -54.60%.

ITOT currently has the higher Sharpe Ratio (1.81 vs 1.50), 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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