WINN vs. ITOT

Last updated Jun 3, 2026

WINN (Harbor Long-Term Growers ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Growth Equities funds. WINN is actively managed, while ITOT is passively managed. Over the past 3 years, WINN returned 23.93%/yr vs 22.09%/yr for ITOT. Their correlation of 0.91 suggests significant overlap in exposure. WINN charges 0.57%/yr vs 0.03%/yr for ITOT.

Performance

WINN vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Long-Term Growers ETF (WINN) 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, WINN achieves a 8.60% return, which is significantly lower than ITOT's 11.25% return.

WINN

• 1D: -0.68%
• 1M: 6.86%
• YTD: 8.60%
• 6M: 7.07%
• 1Y: 22.26%
• 3Y*: 23.93%
• 5Y*: —
• 10Y*: —

ITOT

• 1D: -0.73%
• 1M: 5.01%
• YTD: 11.25%
• 6M: 11.12%
• 1Y: 28.12%
• 3Y*: 22.09%
• 5Y*: 12.69%
• 10Y*: 15.01%

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

WINN vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WINN Harbor Long-Term Growers ETF	8.60%	14.31%	31.64%	52.44%	-26.67%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.25%	17.00%	23.80%	26.12%	-13.43%

Correlation

The correlation between WINN and ITOT is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Feb 4, 2022	0.91

The correlation between WINN and ITOT has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

WINN vs. ITOT - Sectors Allocation Comparison

Sectors	WINN	ITOT
Technology	49.2%	33.8%
Communication Services	15.9%	10.3%
Consumer Cyclical	13.3%	10.1%
Healthcare	6.8%	9.0%
Financial Services	5.1%	12.1%
Industrials	4.9%	9.5%
Consumer Defensive	2.9%	4.7%
Utilities	1.4%	2.3%
Real Estate	0.4%	2.4%
Basic Materials	-	2.1%
Energy	-	3.7%

Return for Risk

WINN vs. ITOT — Risk / Return Rank

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

WINN

WINN Risk / Return Rank: 33
WINN Sharpe Ratio Rank: 38
WINN Sortino Ratio Rank: 37
WINN Omega Ratio Rank: 37
WINN Calmar Ratio Rank: 27
WINN Martin Ratio Rank: 28

ITOT

ITOT Risk / Return Rank: 68
ITOT Sharpe Ratio Rank: 69
ITOT Sortino Ratio Rank: 68
ITOT Omega Ratio Rank: 67
ITOT Calmar Ratio Rank: 63
ITOT Martin Ratio Rank: 75

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.

WINN vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Long-Term Growers ETF (WINN) 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.

	WINN	ITOT	Difference
Sharpe ratio Return per unit of total volatility	1.39	2.32	-0.93
Sortino ratio Return per unit of downside risk	1.94	3.17	-1.23
Omega ratio Gain probability vs. loss probability	1.25	1.42	-0.17
Calmar ratio Return relative to maximum drawdown	1.29	3.17	-1.88
Martin ratio Return relative to average drawdown	4.05	14.57	-10.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WINN vs. ITOT - Sharpe Ratio Comparison

The current WINN Sharpe Ratio is 1.39, which is lower than the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of WINN 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

	WINN	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	2.32	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.57	+0.06

Drawdowns

WINN vs. ITOT - Drawdown Comparison

The maximum WINN drawdown since its inception was -32.07%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WINN and ITOT.

Drawdown Indicators

	WINN	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-32.07%	-55.20%	+23.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.06%	-8.90%	-9.16%
Max Drawdown (3Y) Largest decline over 3 years	-23.66%	-19.44%	-4.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.68%	-0.73%	+0.05%
Average Drawdown Average peak-to-trough decline	-9.10%	-6.97%	-2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	1.94%	+3.83%

Volatility

WINN vs. ITOT - Volatility Comparison

Harbor Long-Term Growers ETF (WINN) has a higher volatility of 3.71% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that WINN'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

	WINN	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	2.99%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	12.19%	9.13%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	12.20%	+3.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.74%	17.36%	+6.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.74%	18.26%	+5.48%

WINN vs. ITOT - Expense Ratio Comparison

WINN has a 0.57% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

WINN vs. ITOT - Dividend Comparison

WINN has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 0.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.98%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
WINN Harbor Long-Term Growers ETF	0.00%	0.00%	0.00%	0.06%	0.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WINN and ITOT in my portfolio?

WINN and ITOT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WINN or ITOT?

WINN has higher volatility (3.71%) compared to ITOT (2.99%). In terms of maximum drawdown, WINN dropped -32.07% vs ITOT's -55.20%.

Which ETF is better, WINN or ITOT?

On 3-year performance, WINN leads with 23.93% vs 22.09% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WINN or ITOT?

Over the 3-year period, WINN has performed better with a 23.93% return vs 22.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WINN or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.57% for WINN.

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

ITOT has the higher dividend yield at 0.98%, compared with 0.00% for WINN.

What is the main difference between WINN and ITOT?

They also come from different issuers: Harbor and iShares. Their fees differ too: 0.57% for WINN and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.32 vs 1.39), 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.