USEW vs. ITOT
USEW (Cambria U.S. Equal Weight ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. USEW is actively managed, while ITOT is passively managed. Their correlation of 0.95 suggests significant overlap in exposure. USEW charges 0.25%/yr vs 0.03%/yr for ITOT.
Performance
USEW vs. ITOT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USEW achieves a 11.02% return, which is significantly lower than ITOT's 11.88% return.
USEW
- 1D
- 0.29%
- 1M
- 2.10%
- 6M
- 8.79%
- YTD
- 11.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- 0.34%
- 1M
- 2.00%
- 6M
- 9.56%
- YTD
- 11.88%
- 1Y
- 22.72%
- 3Y*
- 20.65%
- 5Y*
- 12.10%
- 10Y*
- 14.77%
USEW vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USEW Cambria U.S. Equal Weight ETF | 11.02% | 0.51% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.88% | 1.68% |
Correlation
The correlation between USEW and ITOT is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 18, 2025 | 0.95 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USEW vs. ITOT — Risk / Return Rank
USEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ITOT
USEW vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria U.S. Equal Weight ETF (USEW) 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.
| USEW | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.50 | — |
| Martin ratioReturn relative to average drawdown | — | 10.92 | — |
Loading charts...
Drawdowns
USEW vs. ITOT - Drawdown Comparison
The maximum USEW drawdown since its inception was -7.85%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for USEW and ITOT.
Loading charts...
Drawdown Indicators
| USEW | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.85% | -55.20% | +47.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.90% | — |
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 | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -6.95% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.04% | — |
Volatility
USEW vs. ITOT - Volatility Comparison
Loading charts...
Volatility by Period
| USEW | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.83% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 17.46% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 18.24% | -5.55% |
USEW vs. ITOT - Expense Ratio Comparison
USEW has a 0.25% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
USEW vs. ITOT - Dividend Comparison
USEW's dividend yield for the trailing twelve months is around 0.55%, less than ITOT's 0.99% 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 | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
USEW Cambria U.S. Equal Weight ETF | 0.55% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, USEW and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.25% for USEW.
ITOT has the higher dividend yield at 0.99%, compared with 0.55% for USEW.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.25% for USEW and 0.03% for ITOT.
Find the right allocation for USEW and ITOT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer