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IYY vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYY vs. ITOT

Last updated Jun 4, 2026

IYY (iShares Dow Jones U.S. ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds from iShares - IYY tracks the Dow Jones U.S. Index while ITOT tracks the S&P Total Market Index. Both are passively managed. Over the past 10 years, IYY returned 15.01%/yr vs 15.01%/yr for ITOT. With a 0.98 correlation, they move nearly in lockstep. IYY charges 0.20%/yr vs 0.03%/yr for ITOT.

Performance

IYY vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IYY having a 10.92% return and ITOT slightly higher at 11.25%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IYY at 15.01% and ITOT at 15.01%.

IYY

1D
-0.73%
1M
5.06%
YTD
10.92%
6M
10.83%
1Y
27.47%
3Y*
22.10%
5Y*
12.92%
10Y*
15.01%

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. ITOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYY
iShares Dow Jones U.S. ETF		10.92%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-5.16%21.33%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		11.25%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between IYY and ITOT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2004

0.98

The correlation between IYY and ITOT has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

IYY vs. ITOT - Sectors Allocation Comparison

Sectors
IYY
ITOT

Technology

34.8%
33.8%

Financial Services

12.0%
12.1%

Communication Services

10.7%
10.3%

Consumer Cyclical

10.2%
10.1%

Industrials

9.0%
9.5%

Healthcare

8.6%
9.0%

Consumer Defensive

4.8%
4.7%

Energy

3.6%
3.7%

Utilities

2.3%
2.3%

Real Estate

2.2%
2.4%

Basic Materials

2.0%
2.1%

Technology

IYY
34.8%
ITOT
33.8%

Financial Services

IYY
12.0%
ITOT
12.1%

Communication Services

IYY
10.7%
ITOT
10.3%

Consumer Cyclical

IYY
10.2%
ITOT
10.1%

Industrials

IYY
9.0%
ITOT
9.5%

Healthcare

IYY
8.6%
ITOT
9.0%

Consumer Defensive

IYY
4.8%
ITOT
4.7%

Energy

IYY
3.6%
ITOT
3.7%

Utilities

IYY
2.3%
ITOT
2.3%

Real Estate

IYY
2.2%
ITOT
2.4%

Basic Materials

IYY
2.0%
ITOT
2.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Dow Jones U.S. ETF

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

Often compared with IYY:
IYY vs. DIAIYY vs. VOOIYY vs. VTIIYY vs. IYMIYY vs. QQQIYY vs. CIND.LIYY vs. SCHB
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

IYY vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYY
IYY Risk / Return Rank: 6868
Overall Rank
IYY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6868
Sortino Ratio Rank
IYY Omega Ratio Rank: 6868
Omega Ratio Rank
IYY Calmar Ratio Rank: 6161
Calmar Ratio Rank
IYY Martin Ratio Rank: 7474
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IYY vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) 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.

IYYITOTDifference
Sharpe ratioReturn per unit of total volatility
2.30
2.32

-0.02

Sortino ratioReturn per unit of downside risk
3.16
3.17

-0.01

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

3.17

-0.09

Martin ratioReturn relative to average drawdown

14.19

14.57

-0.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYY vs. ITOT - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 2.30, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IYY and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IYYITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.32

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.74

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.82

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.13

Drawdowns

IYY vs. ITOT - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for IYY and ITOT.

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Drawdown Indicators

IYYITOTDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-55.20%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-8.90%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-19.44%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-25.36%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-35.00%

+0.10%

Current Drawdown

Current decline from peak

-0.73%

-0.73%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.84%

-6.97%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.94%

0.00%

Volatility

IYY vs. ITOT - Volatility Comparison

iShares Dow Jones U.S. ETF (IYY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 2.93% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYYITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

2.99%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.13%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

12.20%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

17.36%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.26%

-0.10%

IYY vs. ITOT - Expense Ratio Comparison

IYY has a 0.20% 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%.

Dividends

IYY vs. ITOT - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 0.87%, less than ITOT's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
IYY
iShares Dow Jones U.S. ETF		0.87%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%

Frequently Asked Questions

With a correlation of 1.00, IYY and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ITOT has higher volatility (2.99%) compared to IYY (2.93%). In terms of maximum drawdown, IYY dropped -55.17% vs ITOT's -55.20%.

On 10-year performance, ITOT leads with 15.01% vs 15.01% for IYY. On fees, ITOT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITOT has performed better with a 15.01% return vs 15.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.20% for IYY.

ITOT has the higher dividend yield at 0.98%, compared with 0.87% for IYY.

IYY tracks Dow Jones U.S. Index, while ITOT tracks S&P Total Market Index. Their fees differ too: 0.20% for IYY and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.32 vs 2.30), 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.

Portfolio Optimizer

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