PEVC vs. ITOT

Last updated Jun 6, 2026

PEVC (Pacer PE/VC ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - PEVC is a Large Cap Growth Equities fund tracking the FTSE PE/VC Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past year, PEVC returned 22.30% vs 25.86% for ITOT. Their correlation of 0.94 suggests significant overlap in exposure. PEVC charges 0.85%/yr vs 0.03%/yr for ITOT.

Performance

PEVC vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) 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, PEVC achieves a 5.73% return, which is significantly lower than ITOT's 8.76% return.

PEVC

• 1D: -3.46%
• 1M: 0.89%
• YTD: 5.73%
• 6M: 5.24%
• 1Y: 22.30%
• 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)

PEVC vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	5.73%	18.18%
ITOT iShares Core S&P Total U.S. Stock Market ETF	8.76%	14.42%

Correlation

The correlation between PEVC and ITOT is 0.94, 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	0.94
Correlation (All Time) Calculated using the full available price history since Feb 4, 2025	0.94

The correlation between PEVC and ITOT has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

PEVC vs. ITOT - Sectors Allocation Comparison

Sectors	PEVC	ITOT
Technology	38.0%	33.8%
Communication Services	14.9%	10.3%
Financial Services	12.7%	12.1%
Consumer Cyclical	8.7%	10.1%
Industrials	7.3%	9.5%
Healthcare	6.0%	9.0%
Consumer Defensive	6.0%	4.7%
Energy	2.6%	3.7%
Basic Materials	2.4%	2.1%
Utilities	1.1%	2.3%
Real Estate	0.3%	2.4%

Return for Risk

PEVC vs. ITOT — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 38
PEVC Sharpe Ratio Rank: 37
PEVC Sortino Ratio Rank: 36
PEVC Omega Ratio Rank: 35
PEVC Calmar Ratio Rank: 38
PEVC Martin Ratio Rank: 44

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.

PEVC vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) 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.

	PEVC	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.08	-0.83
Sortino ratio: Return per unit of downside risk	1.75	2.80	-1.05
Omega ratio: Gain probability vs. loss probability	1.22	1.37	-0.16
Calmar ratio: Return relative to maximum drawdown	1.73	2.92	-1.19
Martin ratio: Return relative to average drawdown	6.60	13.34	-6.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEVC vs. ITOT - Sharpe Ratio Comparison

The current PEVC Sharpe Ratio is 1.25, which is lower than the ITOT Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PEVC 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

	PEVC	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	2.08	-0.83
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	0.68	0.57	+0.11

Drawdowns

PEVC vs. ITOT - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PEVC and ITOT.

Drawdown Indicators

	PEVC	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-55.20%	+26.28%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-8.90%	-4.07%
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	-5.61%	-2.95%	-2.66%
Average Drawdown Average peak-to-trough decline	-4.40%	-6.97%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	1.94%	+1.45%

Volatility

PEVC vs. ITOT - Volatility Comparison

Pacer PE/VC ETF (PEVC) has a higher volatility of 5.70% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.93%. This indicates that PEVC'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

	PEVC	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	3.93%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	13.15%	9.56%	+3.59%
Volatility (1Y) Calculated over the trailing 1-year period	17.99%	12.51%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.88%	17.39%	+9.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.88%	18.28%	+8.60%

PEVC vs. ITOT - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

PEVC vs. ITOT - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.35%, more 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%
PEVC Pacer PE/VC ETF	4.35%	4.52%	0.00%	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 PEVC and ITOT in my portfolio?

With a correlation of 0.94, PEVC 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, PEVC or ITOT?

PEVC has higher volatility (5.70%) compared to ITOT (3.93%). In terms of maximum drawdown, PEVC dropped -28.92% vs ITOT's -55.20%.

Which ETF is better, PEVC or ITOT?

On 1-year performance, ITOT leads with 25.86% vs 22.30% for PEVC. 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, PEVC or ITOT?

Over the 1-year period, ITOT has performed better with a 25.86% return vs 22.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PEVC or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.85% for PEVC.

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

PEVC has the higher dividend yield at 4.35%, compared with 1.00% for ITOT.

What is the main difference between PEVC and ITOT?

PEVC is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. PEVC tracks FTSE PE/VC Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.85% for PEVC and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.08 vs 1.25), 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.