ITOT vs. T
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 T (AT&T Inc.) is a stock. Over the past 10 years, ITOT returned 14.99%/yr vs 3.33%/yr for T. At a 0.46 correlation, their price movements are largely independent.
Performance
ITOT vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.69% return, which is significantly higher than T's -2.96% return. Over the past 10 years, ITOT has outperformed T with an annualized return of 14.99%, while T has yielded a comparatively lower 3.33% annualized return.
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
ITOT vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between ITOT and T is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.46 |
The correlation between ITOT and T shifts across timeframes, from -0.14 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITOT vs. T — Risk / Return Rank
ITOT
T
ITOT vs. T - 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 AT&T Inc. (T). 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.
| ITOT | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.55 | ||
| Sortino ratioReturn per unit of downside risk | +3.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.92 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.59 | +3.39 |
| Martin ratioReturn relative to average drawdown | 12.50 | -1.22 | +13.72 |
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Drawdowns
ITOT vs. T - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for ITOT and T.
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Drawdown Indicators
| ITOT | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -64.15% | +8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -21.87% | +12.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -21.87% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -32.01% | +6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -42.35% | +7.35% |
Current DrawdownCurrent decline from peak | -2.12% | -18.12% | +16.00% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -15.72% | +8.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 10.64% | -8.65% |
Volatility
ITOT vs. T - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 4.57%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 8.21% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 17.80% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 22.13% | -9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 24.01% | -6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 23.73% | -5.44% |
Dividends
ITOT vs. T - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 0.99%, less than T's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
ITOT and T have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to ITOT (4.57%). In terms of maximum drawdown, ITOT dropped -55.20% vs T's -64.15%.
ITOT currently has the higher Sharpe Ratio (1.96 vs -0.59), 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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