SGRT vs. ITOT

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).

SGRT and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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.

Performance

SGRT vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

SGRT vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%
ITOT iShares Core S&P Total U.S. Stock Market ETF	-3.31%	7.34%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than ITOT's -3.31% return.

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.31%
• 6M: -1.32%
• 1Y: 18.51%
• 3Y*: 18.11%
• 5Y*: 10.62%
• 10Y*: 13.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRT vs. ITOT - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than ITOT's 0.03% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

ITOT

iShares Core S&P Total U.S. Stock Market ETF

Return for Risk

SGRT vs. ITOT — Risk / Return Rank

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

ITOT

ITOT Risk / Return Rank: 59
ITOT Sharpe Ratio Rank: 53
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 60
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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.

SGRT vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGRT	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.00	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.54	+1.55

Correlation

The correlation between SGRT and ITOT is 0.75, 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.

Dividends

SGRT vs. ITOT - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than ITOT's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	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	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Drawdowns

SGRT vs. ITOT - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SGRT and ITOT.

Drawdown Indicators

	SGRT	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-55.20%	+37.33%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.34%	—
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	-7.09%	-5.51%	-1.58%
Average Drawdown Average peak-to-trough decline	-3.52%	-7.02%	+3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.61%	—

Volatility

Volatility by Period

	SGRT	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.60%	18.68%	+13.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.60%	17.36%	+15.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	18.25%	+14.35%