KOOL vs. ITOT

Last updated Jun 6, 2026

KOOL (North Shore Equity Rotation ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. KOOL is actively managed, while ITOT is passively managed. Over the past year, KOOL returned 27.29% vs 25.86% for ITOT. Their correlation of 0.91 suggests significant overlap in exposure. KOOL charges 0.94%/yr vs 0.03%/yr for ITOT.

Performance

KOOL vs. ITOT - Performance Comparison

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

Returns By Period

In the year-to-date period, KOOL achieves a 12.06% return, which is significantly higher than ITOT's 8.76% return.

KOOL

• 1D: -3.11%
• 1M: -3.23%
• YTD: 12.06%
• 6M: 10.26%
• 1Y: 27.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: -2.71%
• 1M: 0.38%
• YTD: 8.76%
• 6M: 8.31%
• 1Y: 25.86%
• 3Y*: 21.07%
• 5Y*: 12.18%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOOL vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KOOL North Shore Equity Rotation ETF	12.06%	16.05%	10.71%
ITOT iShares Core S&P Total U.S. Stock Market ETF	8.76%	17.00%	13.81%

Correlation

The correlation between KOOL and ITOT is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024	0.91

The correlation between KOOL and ITOT has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

KOOL vs. ITOT - Sectors Allocation Comparison

Sectors	KOOL	ITOT
Technology	22.9%	33.8%
Energy	13.9%	3.7%
Industrials	13.6%	9.5%
Healthcare	8.6%	9.0%
Consumer Cyclical	8.1%	10.1%
Communication Services	7.9%	10.3%
Financial Services	7.6%	12.1%
Utilities	6.3%	2.3%
Basic Materials	4.8%	2.1%
Consumer Defensive	3.8%	4.7%
Real Estate	2.5%	2.4%

Return for Risk

KOOL vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KOOL

KOOL Risk / Return Rank: 72
KOOL Sharpe Ratio Rank: 67
KOOL Sortino Ratio Rank: 65
KOOL Omega Ratio Rank: 66
KOOL Calmar Ratio Rank: 79
KOOL Martin Ratio Rank: 83

ITOT

ITOT Risk / Return Rank: 64
ITOT Sharpe Ratio Rank: 64
ITOT Sortino Ratio Rank: 61
ITOT Omega Ratio Rank: 63
ITOT Calmar Ratio Rank: 60
ITOT Martin Ratio Rank: 72

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.

KOOL vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Shore Equity Rotation ETF (KOOL) 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.

	KOOL	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.08	-0.02
Sortino ratio: Return per unit of downside risk	2.78	2.80	-0.02
Omega ratio: Gain probability vs. loss probability	1.37	1.37	-0.01
Calmar ratio: Return relative to maximum drawdown	3.82	2.92	+0.90
Martin ratio: Return relative to average drawdown	15.52	13.34	+2.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KOOL vs. ITOT - Sharpe Ratio Comparison

The current KOOL Sharpe Ratio is 2.06, which is comparable to the ITOT Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of KOOL 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.

Sharpe Ratios by Period

	KOOL	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.08	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.70	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.57	+0.51

Drawdowns

KOOL vs. ITOT - Drawdown Comparison

The maximum KOOL drawdown since its inception was -20.46%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for KOOL and ITOT.

Drawdown Indicators

	KOOL	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-20.46%	-55.20%	+34.74%
Max Drawdown (1Y) Largest decline over 1 year	-7.18%	-8.90%	+1.72%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-3.70%	-2.95%	-0.75%
Average Drawdown Average peak-to-trough decline	-2.51%	-6.97%	+4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	1.94%	-0.18%

Volatility

KOOL vs. ITOT - Volatility Comparison

North Shore Equity Rotation ETF (KOOL) has a higher volatility of 4.63% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.93%. This indicates that KOOL's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOOL	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	3.93%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	9.56%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	12.51%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	17.39%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	18.28%	-1.22%

KOOL vs. ITOT - Expense Ratio Comparison

KOOL has a 0.94% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

KOOL vs. ITOT - Dividend Comparison

KOOL's dividend yield for the trailing twelve months is around 0.36%, less than ITOT's 1.00% 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%
KOOL North Shore Equity Rotation ETF	0.36%	0.37%	0.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KOOL and ITOT in my portfolio?

With a correlation of 0.91, KOOL 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.

Which is riskier, KOOL or ITOT?

KOOL has higher volatility (4.63%) compared to ITOT (3.93%). In terms of maximum drawdown, KOOL dropped -20.46% vs ITOT's -55.20%.

Which ETF is better, KOOL or ITOT?

On 1-year performance, KOOL leads with 27.29% vs 25.86% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOOL or ITOT?

Over the 1-year period, KOOL has performed better with a 27.29% return vs 25.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOOL or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.94% for KOOL.

Which ETF pays a higher dividend yield, KOOL or ITOT?

ITOT has the higher dividend yield at 1.00%, compared with 0.36% for KOOL.

What is the main difference between KOOL and ITOT?

They also come from different issuers: North Shore and iShares. Their fees differ too: 0.94% for KOOL and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.08 vs 2.06), 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.