PortfoliosLab logoPortfoliosLab logo
RILA vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RILA vs. ITOT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RILA achieves a 5.54% return, which is significantly lower than ITOT's 11.25% return.


RILA

1D
-1.28%
1M
7.26%
YTD
5.54%
6M
4.59%
1Y
12.73%
3Y*
5Y*
10Y*

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RILA vs. ITOT - Yearly Performance Comparison


Correlation

The correlation between RILA and ITOT is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2025

0.88

The correlation between RILA and ITOT has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RILA vs. ITOT — Risk / Return Rank

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

RILA
RILA Risk / Return Rank: 2222
Overall Rank
RILA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RILA Sortino Ratio Rank: 2323
Sortino Ratio Rank
RILA Omega Ratio Rank: 2323
Omega Ratio Rank
RILA Calmar Ratio Rank: 1919
Calmar Ratio Rank
RILA Martin Ratio Rank: 2020
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
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.

RILA vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Gorilla Aggressive Growth ETF (RILA) 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.


RILAITOTDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.27

Calmar ratioReturn relative to maximum drawdown

0.77

3.17

-2.40

Martin ratioReturn relative to average drawdown

2.32

14.57

-12.25

RILA vs. ITOT - Sharpe Ratio Comparison

The current RILA Sharpe Ratio is 0.81, which is lower than the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of RILA 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.


Loading charts...

Sharpe Ratios by Period


RILAITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.32

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.57

+0.18

Drawdowns

RILA vs. ITOT - Drawdown Comparison

The maximum RILA drawdown since its inception was -19.99%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for RILA and ITOT.


Loading charts...

Drawdown Indicators


RILAITOTDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-55.20%

+35.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-8.90%

-7.64%

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

-1.40%

-0.73%

-0.67%

Average Drawdown

Average peak-to-trough decline

-4.52%

-6.97%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

1.94%

+3.57%

Volatility

RILA vs. ITOT - Volatility Comparison

Indexperts Gorilla Aggressive Growth ETF (RILA) has a higher volatility of 3.98% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that RILA'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.


Loading charts...

Volatility by Period


RILAITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.99%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

9.13%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

12.20%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

17.36%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

18.26%

+1.98%

RILA vs. ITOT - Expense Ratio Comparison

RILA has a 0.50% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Dividends

RILA vs. ITOT - Dividend Comparison

RILA's dividend yield for the trailing twelve months is around 0.10%, less than ITOT's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
RILA
Indexperts Gorilla Aggressive Growth ETF
0.10%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RILA and ITOT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RILA has higher volatility (3.98%) compared to ITOT (2.99%). In terms of maximum drawdown, RILA dropped -19.99% vs ITOT's -55.20%.

On 1-year performance, ITOT leads with 28.12% vs 12.73% for RILA. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITOT has performed better with a 28.12% return vs 12.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.50% for RILA.

ITOT has the higher dividend yield at 0.98%, compared with 0.10% for RILA.

RILA is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: Indexperts and iShares. Their fees differ too: 0.50% for RILA and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.32 vs 0.81), 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.

Portfolio Optimizer

Find the right allocation for RILA and ITOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer