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LRNZ vs. ITOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRNZ vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Technology, AI & Deep Learning ETF (LRNZ) 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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LRNZ vs. ITOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LRNZ
TrueShares Technology, AI & Deep Learning ETF
-16.03%22.27%2.01%67.11%-51.46%-0.96%87.82%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
-4.00%17.00%23.80%26.12%-19.47%25.68%26.04%

Returns By Period

In the year-to-date period, LRNZ achieves a -16.03% return, which is significantly lower than ITOT's -4.00% return.


LRNZ

1D
4.82%
1M
-1.95%
YTD
-16.03%
6M
-12.06%
1Y
16.36%
3Y*
13.01%
5Y*
-0.68%
10Y*

ITOT

1D
2.98%
1M
-4.92%
YTD
-4.00%
6M
-1.67%
1Y
18.07%
3Y*
17.83%
5Y*
10.46%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

LRNZ vs. ITOT — Risk / Return Rank

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

LRNZ
LRNZ Risk / Return Rank: 2828
Overall Rank
LRNZ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LRNZ Sortino Ratio Rank: 3333
Sortino Ratio Rank
LRNZ Omega Ratio Rank: 3131
Omega Ratio Rank
LRNZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
LRNZ Martin Ratio Rank: 2323
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 6565
Overall Rank
ITOT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6262
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6565
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7474
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.

LRNZ vs. ITOT - Risk-Adjusted Trends 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.


LRNZITOTDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.97

-0.47

Sortino ratio

Return per unit of downside risk

0.94

1.49

-0.55

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratio

Return relative to maximum drawdown

0.53

1.51

-0.99

Martin ratio

Return relative to average drawdown

1.46

7.22

-5.76

LRNZ vs. ITOT - Sharpe Ratio Comparison

The current LRNZ Sharpe Ratio is 0.50, which is lower than the ITOT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LRNZ and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LRNZITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.97

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.61

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.54

-0.33

Correlation

The correlation between LRNZ and ITOT is 0.70, 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.


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 1.13%.


TTM20252024202320222021202020192018201720162015
LRNZ
TrueShares Technology, AI & Deep Learning ETF
0.00%0.00%0.00%0.00%0.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.13%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Drawdowns

LRNZ vs. ITOT - Drawdown Comparison

The maximum LRNZ drawdown since its inception was -61.33%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for LRNZ and ITOT.


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Drawdown Indicators


LRNZITOTDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-55.20%

-6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-26.89%

-12.34%

-14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-61.33%

-25.36%

-35.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-27.31%

-6.18%

-21.13%

Average Drawdown

Average peak-to-trough decline

-27.04%

-7.02%

-20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

2.59%

+7.11%

Volatility

LRNZ vs. ITOT - Volatility Comparison

TrueShares Technology, AI & Deep Learning ETF (LRNZ) has a higher volatility of 9.50% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.47%. 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.


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Volatility by Period


LRNZITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

5.47%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.64%

9.76%

+11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

32.87%

18.67%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.17%

17.37%

+19.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.69%

18.25%

+19.44%