IXUS vs. ITOT
Compare and contrast key facts about iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
IXUS and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012. 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. Both IXUS and ITOT 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: IXUS or ITOT.
Performance
IXUS vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, IXUS achieves a 5.83% return, which is significantly lower than ITOT's 23.59% return. Over the past 10 years, IXUS has underperformed ITOT with an annualized return of 4.76%, while ITOT has yielded a comparatively higher 12.67% annualized return.
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
ITOT
23.59%
0.89%
11.48%
32.37%
14.63%
12.67%
Key characteristics
| IXUS | ITOT | |
|---|---|---|
| Sharpe Ratio | 1.01 | 2.57 |
| Sortino Ratio | 1.46 | 3.45 |
| Omega Ratio | 1.18 | 1.47 |
| Calmar Ratio | 1.01 | 3.80 |
| Martin Ratio | 5.31 | 16.52 |
| Ulcer Index | 2.42% | 1.96% |
| Daily Std Dev | 12.73% | 12.57% |
| Max Drawdown | -36.23% | -55.21% |
| Current Drawdown | -7.70% | -2.49% |
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IXUS vs. ITOT - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, 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 IXUS and ITOT is 0.81, 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
IXUS vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
IXUS vs. ITOT - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.05%, more than ITOT's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.05% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
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% |
Drawdowns
IXUS vs. ITOT - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.23%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for IXUS and ITOT. For additional features, visit the drawdowns tool.
Volatility
IXUS vs. ITOT - Volatility Comparison
The current volatility for iShares Core MSCI Total International Stock ETF (IXUS) is 3.94%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.26%. This indicates that IXUS experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.