LRNZ vs. ITOT
Compare and contrast key facts about TrueShares Technology, AI & Deep Learning ETF (LRNZ) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
LRNZ and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRNZ is an actively managed fund by TrueMark Investments. It was launched on Feb 28, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRNZ or ITOT.
Performance
LRNZ vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, LRNZ achieves a 2.35% return, which is significantly lower than ITOT's 23.59% return.
LRNZ
2.35%
-0.08%
2.17%
24.03%
N/A
N/A
ITOT
23.59%
0.89%
11.48%
32.37%
14.63%
12.67%
Key characteristics
| LRNZ | ITOT | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.57 |
| Sortino Ratio | 1.33 | 3.45 |
| Omega Ratio | 1.17 | 1.47 |
| Calmar Ratio | 0.54 | 3.80 |
| Martin Ratio | 3.07 | 16.52 |
| Ulcer Index | 7.48% | 1.96% |
| Daily Std Dev | 26.28% | 12.57% |
| Max Drawdown | -61.38% | -55.21% |
| Current Drawdown | -29.05% | -2.49% |
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LRNZ vs. ITOT - Expense Ratio Comparison
LRNZ has a 0.68% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Correlation
The correlation between LRNZ and ITOT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LRNZ vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Technology, AI & Deep Learning ETF (LRNZ) 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
LRNZ vs. ITOT - Dividend Comparison
LRNZ has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRNZ TrueShares Technology, AI & Deep Learning ETF | 0.00% | 0.00% | 0.00% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
LRNZ vs. ITOT - Drawdown Comparison
The maximum LRNZ drawdown since its inception was -61.38%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for LRNZ and ITOT. For additional features, visit the drawdowns tool.
Volatility
LRNZ vs. ITOT - Volatility Comparison
TrueShares Technology, AI & Deep Learning ETF (LRNZ) has a higher volatility of 7.00% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.26%. This indicates that LRNZ'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.