ITOT vs. WM
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 WM (Waste Management, Inc.) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 15.25%/yr for WM. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. WM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly higher than WM's -0.81% return. Both investments have delivered pretty close results over the past 10 years, with ITOT having a 14.81% annualized return and WM not far ahead at 15.25%.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
WM
- 1D
- -1.93%
- 1M
- 0.79%
- YTD
- -0.81%
- 6M
- 3.67%
- 1Y
- -7.08%
- 3Y*
- 11.63%
- 5Y*
- 10.86%
- 10Y*
- 15.25%
ITOT vs. WM - 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 | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
WM Waste Management, Inc. | -0.81% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
Correlation
The correlation between ITOT and WM is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.51 |
The correlation between ITOT and WM shifts across timeframes, from -0.11 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITOT vs. WM — Risk / Return Rank
ITOT
WM
ITOT vs. WM - 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 Waste Management, Inc. (WM). 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.
| ITOT | WM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.95 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.43 | +3.24 |
| Martin ratioReturn relative to average drawdown | 12.79 | -0.95 | +13.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITOT | WM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.38 | +2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.78 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.36 | +0.21 |
Drawdowns
ITOT vs. WM - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ITOT and WM.
Loading charts...
Drawdown Indicators
| ITOT | WM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -77.85% | +22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -16.72% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -18.14% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -18.14% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -30.07% | -4.93% |
Current DrawdownCurrent decline from peak | -2.65% | -11.59% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -17.69% | +10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 7.49% | -5.54% |
Volatility
ITOT vs. WM - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Waste Management, Inc. (WM) has a volatility of 5.91%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITOT | WM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.91% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 13.69% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 18.73% | -6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 18.55% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 19.51% | -1.22% |
Dividends
ITOT vs. WM - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, less than WM's 1.64% 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 | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
WM Waste Management, Inc. | 1.64% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Frequently Asked Questions
ITOT and WM have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (5.91%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs WM's -77.85%.
ITOT currently has the higher Sharpe Ratio (2.01 vs -0.38), 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.
Find the right allocation for ITOT and WM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer