VT vs. ITOT
Compare and contrast key facts about Vanguard Total World Stock ETF (VT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
VT and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both VT and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VT or ITOT.
Key characteristics
| VT | ITOT | |
|---|---|---|
| YTD Return | 3.35% | 4.64% |
| 1Y Return | 16.58% | 22.58% |
| 3Y Return (Ann) | 3.54% | 6.05% |
| 5Y Return (Ann) | 9.43% | 12.37% |
| 10Y Return (Ann) | 8.37% | 11.97% |
| Sharpe Ratio | 1.43 | 1.86 |
| Daily Std Dev | 11.67% | 12.23% |
| Max Drawdown | -50.27% | -55.21% |
| Current Drawdown | -4.14% | -4.75% |
Correlation
The correlation between VT and ITOT is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VT vs. ITOT - Performance Comparison
In the year-to-date period, VT achieves a 3.35% return, which is significantly lower than ITOT's 4.64% return. Over the past 10 years, VT has underperformed ITOT with an annualized return of 8.37%, while ITOT has yielded a comparatively higher 11.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VT vs. ITOT - Expense Ratio Comparison
VT has a 0.07% 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%.
Risk-Adjusted Performance
VT vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
Dividends
VT vs. ITOT - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 2.15%, more than ITOT's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.15% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.37% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
VT vs. ITOT - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for VT and ITOT. For additional features, visit the drawdowns tool.
Volatility
VT vs. ITOT - Volatility Comparison
The current volatility for Vanguard Total World Stock ETF (VT) is 3.07%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 3.43%. This indicates that VT experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.