TGLR vs. ITOT

Last updated Jun 4, 2026

TGLR (LAFFER|TENGLER Equity Income ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - TGLR is a Large Cap Value Equities fund actively managed by LAFFER TENGLER, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. TGLR is actively managed, while ITOT is passively managed. Over the past year, TGLR returned 34.03% vs 28.12% for ITOT. Their correlation of 0.90 suggests significant overlap in exposure. TGLR charges 0.95%/yr vs 0.03%/yr for ITOT.

Performance

TGLR vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LAFFER|TENGLER Equity Income ETF (TGLR) 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, TGLR achieves a 13.10% return, which is significantly higher than ITOT's 11.25% return.

TGLR

• 1D: -0.66%
• 1M: 5.59%
• YTD: 13.10%
• 6M: 12.32%
• 1Y: 34.03%
• 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)

TGLR vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TGLR LAFFER|TENGLER Equity Income ETF	13.10%	23.30%	18.71%	4.07%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.25%	17.00%	23.80%	6.99%

Correlation

The correlation between TGLR 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 Aug 9, 2023	0.90

The correlation between TGLR and ITOT has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

TGLR vs. ITOT - Sectors Allocation Comparison

Sectors	TGLR	ITOT
Technology	24.6%	33.8%
Financial Services	15.2%	12.1%
Industrials	15.0%	9.5%
Consumer Cyclical	13.1%	10.1%
Healthcare	8.8%	9.0%
Energy	7.6%	3.7%
Consumer Defensive	4.7%	4.7%
Communication Services	3.7%	10.3%
Basic Materials	3.0%	2.1%
Utilities	2.1%	2.3%
Real Estate	2.1%	2.4%

Return for Risk

TGLR vs. ITOT — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 82
TGLR Sharpe Ratio Rank: 82
TGLR Sortino Ratio Rank: 84
TGLR Omega Ratio Rank: 80
TGLR Calmar Ratio Rank: 78
TGLR Martin Ratio Rank: 83

ITOT

ITOT Risk / Return Rank: 68
ITOT Sharpe Ratio Rank: 69
ITOT Sortino Ratio Rank: 68
ITOT Omega Ratio Rank: 67
ITOT Calmar Ratio Rank: 63
ITOT Martin Ratio Rank: 75

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.

TGLR vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LAFFER|TENGLER Equity Income ETF (TGLR) 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.

	TGLR	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.71	2.32	+0.39
Sortino ratio: Return per unit of downside risk	3.82	3.17	+0.65
Omega ratio: Gain probability vs. loss probability	1.48	1.42	+0.07
Calmar ratio: Return relative to maximum drawdown	3.97	3.17	+0.79
Martin ratio: Return relative to average drawdown	17.07	14.57	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TGLR vs. ITOT - Sharpe Ratio Comparison

The current TGLR Sharpe Ratio is 2.71, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of TGLR 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

	TGLR	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	2.32	+0.39
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	1.40	0.57	+0.83

Drawdowns

TGLR vs. ITOT - Drawdown Comparison

The maximum TGLR drawdown since its inception was -19.82%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TGLR and ITOT.

Drawdown Indicators

	TGLR	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-19.82%	-55.20%	+35.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-8.90%	+0.28%
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	-0.66%	-0.73%	+0.07%
Average Drawdown Average peak-to-trough decline	-2.36%	-6.97%	+4.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.94%	+0.06%

Volatility

TGLR vs. ITOT - Volatility Comparison

LAFFER|TENGLER Equity Income ETF (TGLR) has a higher volatility of 3.68% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that TGLR'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

	TGLR	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	2.99%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	9.13%	+0.79%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	12.20%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	17.36%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	18.26%	-2.97%

TGLR vs. ITOT - Expense Ratio Comparison

TGLR has a 0.95% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

TGLR vs. ITOT - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.88%, less than ITOT's 0.98% 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	0.98%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
TGLR LAFFER|TENGLER Equity Income ETF	0.88%	1.16%	1.02%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TGLR and ITOT in my portfolio?

TGLR 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.

Which is riskier, TGLR or ITOT?

TGLR has higher volatility (3.68%) compared to ITOT (2.99%). In terms of maximum drawdown, TGLR dropped -19.82% vs ITOT's -55.20%.

Which ETF is better, TGLR or ITOT?

On 1-year performance, TGLR leads with 34.03% vs 28.12% for ITOT. 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.

Which ETF has performed better, TGLR or ITOT?

Over the 1-year period, TGLR has performed better with a 34.03% return vs 28.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TGLR or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.95% for TGLR.

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

ITOT has the higher dividend yield at 0.98%, compared with 0.88% for TGLR.

What is the main difference between TGLR and ITOT?

TGLR is categorized as Large Cap Value Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: LAFFER TENGLER and iShares. Their fees differ too: 0.95% for TGLR and 0.03% for ITOT.

Which has better risk-adjusted returns?

TGLR currently has the higher Sharpe Ratio (2.71 vs 2.32), 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.