SSUS vs. ITOT
Compare and contrast key facts about Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
SSUS and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSUS is an actively managed fund by Donald L. Hagan LLC. It was launched on Jan 17, 2020. 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
SSUS vs. ITOT - Performance Comparison
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SSUS vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SSUS Day Hagan/Ned Davis Research Smart Sector ETF | -3.43% | 16.47% | 18.86% | 18.19% | -17.64% | 28.02% | 17.44% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 17.10% |
Returns By Period
The year-to-date returns for both investments are quite close, with SSUS having a -3.43% return and ITOT slightly higher at -3.31%.
SSUS
- 1D
- 0.85%
- 1M
- -4.72%
- YTD
- -3.43%
- 6M
- -2.31%
- 1Y
- 16.01%
- 3Y*
- 13.41%
- 5Y*
- 9.27%
- 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%
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SSUS vs. ITOT - Expense Ratio Comparison
SSUS has a 0.81% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
SSUS vs. ITOT — Risk / Return Rank
SSUS
ITOT
SSUS vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) 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.
| SSUS | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.00 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.52 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.53 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.32 | 7.25 | -0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSUS | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.00 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.54 | +0.14 |
Correlation
The correlation between SSUS and ITOT is 0.97, 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
SSUS vs. ITOT - Dividend Comparison
SSUS's dividend yield for the trailing twelve months is around 0.53%, less than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSUS Day Hagan/Ned Davis Research Smart Sector ETF | 0.53% | 0.52% | 0.68% | 1.07% | 0.63% | 0.55% | 0.50% | 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
SSUS vs. ITOT - Drawdown Comparison
The maximum SSUS drawdown since its inception was -23.75%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SSUS and ITOT.
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Drawdown Indicators
| SSUS | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.75% | -55.20% | +31.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.34% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -25.36% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -5.56% | -5.51% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -7.02% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.61% | -0.04% |
Volatility
SSUS vs. ITOT - Volatility Comparison
Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 5.61% and 5.49%, 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.
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Volatility by Period
| SSUS | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.49% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 9.78% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 18.68% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 17.36% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 18.25% | -1.29% |