SCHB vs. ITOT
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
SCHB and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. 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. Both SCHB and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHB or ITOT.
Performance
SCHB vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, SCHB achieves a 26.08% return, which is significantly higher than ITOT's 23.59% return. Over the past 10 years, SCHB has outperformed ITOT with an annualized return of 14.91%, while ITOT has yielded a comparatively lower 12.67% annualized return.
SCHB
26.08%
0.89%
12.88%
36.13%
17.19%
14.91%
ITOT
23.59%
0.89%
11.48%
32.37%
14.63%
12.67%
Key characteristics
| SCHB | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.88 | 2.57 |
| Sortino Ratio | 3.82 | 3.45 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 4.23 | 3.80 |
| Martin Ratio | 18.57 | 16.52 |
| Ulcer Index | 1.94% | 1.96% |
| Daily Std Dev | 12.55% | 12.57% |
| Max Drawdown | -35.27% | -55.21% |
| Current Drawdown | -2.45% | -2.49% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHB vs. ITOT - Expense Ratio Comparison
Both SCHB and ITOT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHB and ITOT is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SCHB vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) 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
SCHB vs. ITOT - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.20%, less than ITOT's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.20% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
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
SCHB vs. ITOT - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for SCHB and ITOT. For additional features, visit the drawdowns tool.
Volatility
SCHB vs. ITOT - Volatility Comparison
Schwab U.S. Broad Market ETF (SCHB) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.28% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.