ITOT vs. VT
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Vanguard Total World Stock ETF (VT).
ITOT and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both ITOT and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITOT or VT.
Performance
ITOT vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, ITOT achieves a 23.59% return, which is significantly higher than VT's 16.65% return. Over the past 10 years, ITOT has outperformed VT with an annualized return of 12.67%, while VT has yielded a comparatively lower 9.20% annualized return.
ITOT
23.59%
0.89%
11.48%
32.37%
14.63%
12.67%
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| ITOT | VT | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.11 |
| Sortino Ratio | 3.45 | 2.90 |
| Omega Ratio | 1.47 | 1.38 |
| Calmar Ratio | 3.80 | 3.03 |
| Martin Ratio | 16.52 | 13.62 |
| Ulcer Index | 1.96% | 1.80% |
| Daily Std Dev | 12.57% | 11.64% |
| Max Drawdown | -55.21% | -50.27% |
| Current Drawdown | -2.49% | -2.65% |
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ITOT vs. VT - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than VT's 0.07% 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%.
Correlation
The correlation between ITOT and VT is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ITOT vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Vanguard Total World Stock ETF (VT). 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.
Dividends
ITOT vs. VT - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.23%, less than VT's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
ITOT vs. VT - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.21%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ITOT and VT. For additional features, visit the drawdowns tool.
Volatility
ITOT vs. VT - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 4.26% compared to Vanguard Total World Stock ETF (VT) at 3.29%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.