TSEL vs. ITOT
TSEL (Touchstone Sands Capital US Select Growth ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - TSEL is a Large Cap Growth Equities fund actively managed by Touchstone, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. TSEL is actively managed, while ITOT is passively managed. Over the past year, TSEL returned -2.29% vs 21.81% for ITOT. Their correlation of 0.81 means they have usually moved in the same direction. TSEL charges 0.67%/yr vs 0.03%/yr for ITOT.
Performance
TSEL vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, TSEL achieves a -2.19% return, which is significantly lower than ITOT's 10.57% return.
TSEL
- 1D
- 0.86%
- 1M
- -2.77%
- 6M
- 2.42%
- YTD
- -2.19%
- 1Y
- -2.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.22%
ITOT
- 1D
- 0.59%
- 1M
- -0.09%
- 6M
- 8.89%
- YTD
- 10.57%
- 1Y
- 21.81%
- 3Y*
- 18.94%
- 5Y*
- 11.75%
- 10Y*
- 14.60%
- ALL TIME*
- 10.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $209.16M | $238.83M | $306.83M | |
| $148.20K | $176.52K | $1.25M |
TSEL vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSEL Touchstone Sands Capital US Select Growth ETF | -2.19% | 12.41% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 10.57% | 17.22% |
Correlation
The correlation between TSEL and ITOT is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.81 |
The correlation between TSEL and ITOT has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.
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Return for Risk
TSEL vs. ITOT — Risk / Return Rank
TSEL
ITOT
TSEL vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSEL | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.23 | -2.45 |
| Martin ratioReturn relative to average drawdown | -0.51 | 9.56 | -10.08 |
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Drawdowns
TSEL vs. ITOT - Drawdown Comparison
The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TSEL and ITOT.
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Drawdown Indicators
| TSEL | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.95% | -55.20% | +26.25% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -8.90% | -14.57% |
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 DrawdownCurrent decline from peak | -10.40% | -1.34% | -9.06% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -6.93% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 2.07% | +7.95% |
Volatility
TSEL vs. ITOT - Volatility Comparison
Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 8.21% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.52%. This indicates that TSEL'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.
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Volatility by Period
| TSEL | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 3.52% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 10.27% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 13.14% | +9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.02% | 17.47% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.02% | 18.27% | +8.75% |
TSEL vs. ITOT - Expense Ratio Comparison
TSEL has a 0.67% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
TSEL vs. ITOT - Dividend Comparison
TSEL has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.01% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
TSEL Touchstone Sands Capital US Select Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSEL and ITOT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSEL has higher volatility (8.21%) compared to ITOT (3.52%). In terms of maximum drawdown, TSEL dropped -28.95% vs ITOT's -55.20%.
On 1-year performance, ITOT leads with 21.81% vs -2.29% for TSEL. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 3.52%. 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 21.81% return vs -2.29%. 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 0.67% for TSEL.
ITOT has the higher dividend yield at 1.01%, compared with 0.00% for TSEL.
TSEL is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.67% for TSEL and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (1.51 vs -0.23), 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.
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