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ITOT vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ITOTVT
YTD Return9.86%7.82%
1Y Return31.89%25.00%
3Y Return (Ann)9.80%6.66%
5Y Return (Ann)14.22%10.97%
10Y Return (Ann)12.43%8.77%
Sharpe Ratio2.822.31
Daily Std Dev12.02%11.47%
Max Drawdown-55.21%-50.27%
Current Drawdown0.00%0.00%

Correlation

0.94
-1.001.00

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.

Performance

ITOT vs. VT - Performance Comparison

In the year-to-date period, ITOT achieves a 9.86% return, which is significantly higher than VT's 7.82% return. Over the past 10 years, ITOT has outperformed VT with an annualized return of 12.43%, while VT has yielded a comparatively lower 8.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
438.32%
212.93%
ITOT
VT

Compare stocks, funds, or ETFs


iShares Core S&P Total U.S. Stock Market ETF

Vanguard Total World Stock ETF

ITOT vs. VT - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is lower than VT's 0.07% expense ratio.

VT
Vanguard Total World Stock ETF
0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ITOT
iShares Core S&P Total U.S. Stock Market ETF
2.82
VT
Vanguard Total World Stock ETF
2.31

ITOT vs. VT - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 2.82, which roughly equals the VT Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of ITOT and VT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.82
2.31
ITOT
VT

Dividends

ITOT vs. VT - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.31%, less than VT's 2.06% yield.


TTM20232022202120202019201820172016201520142013
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.31%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
2.06%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%. The drawdown chart below compares losses from any high point along the way for ITOT and VT


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ITOT
VT

Volatility

ITOT vs. VT - Volatility Comparison

iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 2.81% compared to Vanguard Total World Stock ETF (VT) at 2.57%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
2.81%
2.57%
ITOT
VT