JUST vs. ITOT
Compare and contrast key facts about Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
JUST and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018. 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 JUST 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: JUST or ITOT.
Key characteristics
| JUST | ITOT | |
|---|---|---|
| YTD Return | 20.55% | 19.94% |
| 1Y Return | 32.45% | 32.83% |
| 3Y Return (Ann) | 7.85% | 6.84% |
| 5Y Return (Ann) | 14.68% | 14.31% |
| Sharpe Ratio | 2.85 | 2.76 |
| Sortino Ratio | 3.77 | 3.67 |
| Omega Ratio | 1.53 | 1.51 |
| Calmar Ratio | 3.81 | 3.69 |
| Martin Ratio | 17.30 | 17.64 |
| Ulcer Index | 1.95% | 1.95% |
| Daily Std Dev | 11.83% | 12.41% |
| Max Drawdown | -33.83% | -55.21% |
| Current Drawdown | -2.83% | -2.43% |
Correlation
The correlation between JUST and ITOT is 0.98, 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
JUST vs. ITOT - Performance Comparison
The year-to-date returns for both stocks are quite close, with JUST having a 20.55% return and ITOT slightly lower at 19.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JUST vs. ITOT - Expense Ratio Comparison
JUST 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%.
Risk-Adjusted Performance
JUST vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) 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
JUST vs. ITOT - Dividend Comparison
JUST's dividend yield for the trailing twelve months is around 1.17%, less than ITOT's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.17% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.27% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
JUST vs. ITOT - Drawdown Comparison
The maximum JUST drawdown since its inception was -33.83%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for JUST and ITOT. For additional features, visit the drawdowns tool.
Volatility
JUST vs. ITOT - Volatility Comparison
Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.03% and 3.09%, 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.