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TTAC vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TTAC vs. ITOT

Last updated Aug 4, 2026
Documentation

TTAC (TrimTabs US Free Cash Flow Quality ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - TTAC is a Quality Factor fund actively managed by TrimTabs, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. TTAC is actively managed, while ITOT is passively managed. Over the past 5 years, TTAC returned 11.12%/yr vs 12.06%/yr for ITOT. Their correlation of 0.92 means they have usually moved in the same direction. TTAC charges 0.59%/yr vs 0.03%/yr for ITOT.

Performance

TTAC vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTAC achieves a 15.31% return, which is significantly higher than ITOT's 12.18% return.

TTAC

1D
0.84%
1M
-1.36%
6M
12.42%
YTD
15.31%
1Y
20.70%
3Y*
16.79%
5Y*
11.12%
10Y*
—
ALL TIME*
14.10%

ITOT

1D
1.46%
1M
1.37%
6M
9.88%
YTD
12.18%
1Y
23.59%
3Y*
20.38%
5Y*
12.06%
10Y*
14.61%
ALL TIME*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ITOT

iShares Core S&P Total U.S. Stock Market ETF
$218.20M$235.22M$304.20M

TTAC

TrimTabs US Free Cash Flow Quality ETF
$1.01M$1.13M$1.15M

TTAC vs. ITOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TTAC
TrimTabs US Free Cash Flow Quality ETF		15.31%8.07%18.26%22.97%-14.60%30.66%18.30%26.03%-6.26%15.11%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		12.18%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%10.70%

Correlation

The correlation between TTAC and ITOT is 0.85, 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.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.92

The correlation between TTAC and ITOT has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

TTAC vs. ITOT - Sectors Allocation Comparison

Sectors
TTAC
ITOT

Technology

31.4%
36.4%

Financial Services

14.5%
11.9%

Consumer Cyclical

11.8%
9.5%

Healthcare

11.6%
9.5%

Industrials

9.3%
9.9%

Consumer Defensive

8.0%
4.3%

Communication Services

5.0%
9.1%

Energy

2.6%
3.1%

Basic Materials

2.3%
1.9%

Real Estate

2.0%
2.3%

Utilities

-

2.2%

Technology

TTAC
31.4%
ITOT
36.4%

Financial Services

TTAC
14.5%
ITOT
11.9%

Consumer Cyclical

TTAC
11.8%
ITOT
9.5%

Healthcare

TTAC
11.6%
ITOT
9.5%

Industrials

TTAC
9.3%
ITOT
9.9%

Consumer Defensive

TTAC
8.0%
ITOT
4.3%

Communication Services

TTAC
5.0%
ITOT
9.1%

Energy

TTAC
2.6%
ITOT
3.1%

Basic Materials

TTAC
2.3%
ITOT
1.9%

Real Estate

TTAC
2.0%
ITOT
2.3%

Utilities

TTAC

-

ITOT
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TrimTabs US Free Cash Flow Quality ETF

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

Often compared with TTAC:
TTAC vs. COWGTTAC vs. SPYTTAC vs. DSTLTTAC vs. COWZTTAC vs. VFLOTTAC vs. VIGTTAC vs. BDGS
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

TTAC vs. ITOT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
TTAC
TTAC Risk / Return Rank: 5656
Overall Rank
TTAC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TTAC Sortino Ratio Rank: 4646
Sortino Ratio Rank
TTAC Omega Ratio Rank: 4444
Omega Ratio Rank
TTAC Calmar Ratio Rank: 7777
Calmar Ratio Rank
TTAC Martin Ratio Rank: 6969
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 7878
Overall Rank
ITOT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 7676
Sortino Ratio Rank
ITOT Omega Ratio Rank: 7676
Omega Ratio Rank
ITOT Calmar Ratio Rank: 7575
Calmar Ratio Rank
ITOT Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TTAC vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

TTACITOTDifference
Sharpe ratioReturn per unit of total volatility
1.24
1.81

-0.57

Sortino ratioReturn per unit of downside risk
1.76
2.50

-0.74

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.11

Calmar ratioReturn relative to maximum drawdown

2.90

2.66

+0.24

Martin ratioReturn relative to average drawdown

8.91

11.42

-2.51

TTAC vs. ITOT - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.24, which is lower than the ITOT Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TTAC 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.

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Drawdowns

TTAC vs. ITOT - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TTAC and ITOT.

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Drawdown Indicators

TTACITOTDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-55.20%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-8.90%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-19.44%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-25.36%

+3.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-4.50%

0.00%

-4.50%

Average Drawdown

Average peak-to-trough decline

-4.95%

-6.93%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.07%

+0.26%

Volatility

TTAC vs. ITOT - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 4.80% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.80%. This indicates that TTAC'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

TTACITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

3.80%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

10.35%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

13.11%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.48%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

18.28%

+0.47%

TTAC vs. ITOT - Expense Ratio Comparison

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

Dividends

TTAC vs. ITOT - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than ITOT's 0.99% yield.

PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.99%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
TTAC
TrimTabs US Free Cash Flow Quality ETF		0.54%0.62%0.70%0.94%1.36%9.63%0.41%0.72%0.62%0.40%0.00%0.00%

Frequently Asked Questions

TTAC and ITOT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTAC has higher volatility (4.80%) compared to ITOT (3.80%). In terms of maximum drawdown, TTAC dropped -34.95% vs ITOT's -55.20%.

On 5-year performance, ITOT leads with 12.06% vs 11.12% for TTAC. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ITOT has performed better with a 12.06% return vs 11.12%. 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 0.59% for TTAC.

ITOT has the higher dividend yield at 0.99%, compared with 0.54% for TTAC.

TTAC is categorized as Quality Factor, while ITOT is Large Cap Blend Equities. They also come from different issuers: TrimTabs and iShares. Their fees differ too: 0.59% for TTAC and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (1.81 vs 1.24), 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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