VEGN vs. ITOT

Last updated Jun 3, 2026

VEGN (US Vegan Climate ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Growth Equities funds - VEGN tracks the US Vegan Climate Index while ITOT tracks the S&P Composite 1500 Index. Both are passively managed. Over the past 5 years, VEGN returned 17.14%/yr vs 13.05%/yr for ITOT. Their correlation of 0.94 suggests significant overlap in exposure. VEGN charges 0.60%/yr vs 0.03%/yr for ITOT.

Performance

VEGN vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) 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, VEGN achieves a 32.90% return, which is significantly higher than ITOT's 12.07% return.

VEGN

• 1D: 1.08%
• 1M: 19.56%
• YTD: 32.90%
• 6M: 34.35%
• 1Y: 52.58%
• 3Y*: 30.29%
• 5Y*: 17.14%
• 10Y*: —

ITOT

• 1D: 0.25%
• 1M: 5.39%
• YTD: 12.07%
• 6M: 12.47%
• 1Y: 29.98%
• 3Y*: 22.39%
• 5Y*: 13.05%
• 10Y*: 15.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGN vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VEGN US Vegan Climate ETF	32.90%	13.71%	25.42%	38.10%	-26.87%	26.01%	27.72%	9.10%
ITOT iShares Core S&P Total U.S. Stock Market ETF	12.07%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	8.80%

Correlation

The correlation between VEGN and ITOT is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Sep 11, 2019	0.94

The correlation between VEGN and ITOT has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

VEGN vs. ITOT - Sectors Allocation Comparison

Sectors	VEGN	ITOT
Technology	56.2%	33.8%
Financial Services	15.8%	12.1%
Communication Services	10.7%	10.3%
Industrials	5.7%	9.5%
Healthcare	5.6%	9.0%
Real Estate	3.7%	2.4%
Consumer Cyclical	2.1%	10.1%
Basic Materials	0.1%	2.1%
Utilities	0.1%	2.3%
Consumer Defensive	0.0%	4.7%
Energy	-	3.7%

Return for Risk

VEGN vs. ITOT — Risk / Return Rank

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

VEGN

VEGN Risk / Return Rank: 87
VEGN Sharpe Ratio Rank: 91
VEGN Sortino Ratio Rank: 90
VEGN Omega Ratio Rank: 87
VEGN Calmar Ratio Rank: 83
VEGN Martin Ratio Rank: 86

ITOT

ITOT Risk / Return Rank: 74
ITOT Sharpe Ratio Rank: 75
ITOT Sortino Ratio Rank: 73
ITOT Omega Ratio Rank: 74
ITOT Calmar Ratio Rank: 69
ITOT Martin Ratio Rank: 80

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.

VEGN vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) 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.

	VEGN	ITOT	Difference
Sharpe ratio Return per unit of total volatility	3.25	2.47	+0.78
Sortino ratio Return per unit of downside risk	4.22	3.36	+0.86
Omega ratio Gain probability vs. loss probability	1.55	1.44	+0.10
Calmar ratio Return relative to maximum drawdown	4.46	3.45	+1.02
Martin ratio Return relative to average drawdown	18.23	15.85	+2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEGN vs. ITOT - Sharpe Ratio Comparison

The current VEGN Sharpe Ratio is 3.25, which is higher than the ITOT Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VEGN 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

	VEGN	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	2.47	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.76	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.57	+0.30

Drawdowns

VEGN vs. ITOT - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VEGN and ITOT.

Drawdown Indicators

	VEGN	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-55.20%	+21.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	-8.90%	-2.95%
Max Drawdown (3Y) Largest decline over 3 years	-20.91%	-19.44%	-1.47%
Max Drawdown (5Y) Largest decline over 5 years	-33.40%	-25.36%	-8.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.59%	-6.97%	-0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	1.93%	+0.97%

Volatility

VEGN vs. ITOT - Volatility Comparison

US Vegan Climate ETF (VEGN) has a higher volatility of 5.95% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.89%. This indicates that VEGN'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

	VEGN	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	2.89%	+3.06%
Volatility (6M) Calculated over the trailing 6-month period	13.38%	9.11%	+4.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.24%	12.18%	+4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.27%	17.36%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.77%	18.27%	+4.50%

VEGN vs. ITOT - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

VEGN vs. ITOT - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.44%, less than ITOT's 0.97% 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	0.97%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
VEGN US Vegan Climate ETF	0.44%	0.51%	0.51%	0.67%	0.81%	0.41%	0.71%	0.29%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VEGN and ITOT in my portfolio?

VEGN and ITOT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEGN or ITOT?

VEGN has higher volatility (5.95%) compared to ITOT (2.89%). In terms of maximum drawdown, VEGN dropped -34.14% vs ITOT's -55.20%.

Which ETF is better, VEGN or ITOT?

On 5-year performance, VEGN leads with 17.14% vs 13.05% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VEGN or ITOT?

Over the 5-year period, VEGN has performed better with a 17.14% return vs 13.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VEGN or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.60% for VEGN.

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

ITOT has the higher dividend yield at 0.97%, compared with 0.44% for VEGN.

What is the main difference between VEGN and ITOT?

VEGN tracks US Vegan Climate Index, while ITOT tracks S&P Composite 1500 Index. They also come from different issuers: Beyond Investing and iShares. Their fees differ too: 0.60% for VEGN and 0.03% for ITOT.

Which has better risk-adjusted returns?

VEGN currently has the higher Sharpe Ratio (3.25 vs 2.47), 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.