PortfoliosLab logoPortfoliosLab logo
WLTG vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WLTG vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WealthTrust DBS Long Term Growth ETF (WLTG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WLTG achieves a 8.40% return, which is significantly lower than ITOT's 11.78% return.


WLTG

1D
0.76%
1M
1.79%
YTD
8.40%
6M
8.94%
1Y
28.74%
3Y*
24.13%
5Y*
10Y*

ITOT

1D
0.48%
1M
4.64%
YTD
11.78%
6M
11.52%
1Y
28.81%
3Y*
22.39%
5Y*
12.80%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLTG vs. ITOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WLTG
WealthTrust DBS Long Term Growth ETF
8.40%24.55%26.90%17.00%-22.64%1.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
11.78%17.00%23.80%26.12%-19.47%1.30%

Correlation

The correlation between WLTG and ITOT is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.94

The correlation between WLTG and ITOT has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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

WLTG vs. ITOT — Risk / Return Rank

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

WLTG
WLTG Risk / Return Rank: 6666
Overall Rank
WLTG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 6666
Sortino Ratio Rank
WLTG Omega Ratio Rank: 6565
Omega Ratio Rank
WLTG Calmar Ratio Rank: 6262
Calmar Ratio Rank
WLTG Martin Ratio Rank: 7373
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 7373
Overall Rank
ITOT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 7373
Sortino Ratio Rank
ITOT Omega Ratio Rank: 7272
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6666
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7878
Martin Ratio Rank
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.

WLTG vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) 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.


WLTGITOTDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.02

3.25

-0.23

Martin ratioReturn relative to average drawdown

13.59

14.92

-1.34

WLTG vs. ITOT - Sharpe Ratio Comparison

The current WLTG Sharpe Ratio is 2.17, which is comparable to the ITOT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of WLTG 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.


Loading charts...

Sharpe Ratios by Period


WLTGITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.37

-0.21

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

0.70

0.57

+0.12

Drawdowns

WLTG vs. ITOT - Drawdown Comparison

The maximum WLTG drawdown since its inception was -25.14%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WLTG and ITOT.


Loading charts...

Drawdown Indicators


WLTGITOTDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-55.20%

+30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-8.90%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.12%

-19.44%

+2.32%

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

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-9.07%

-6.97%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.94%

+0.18%

Volatility

WLTG vs. ITOT - Volatility Comparison

WealthTrust DBS Long Term Growth ETF (WLTG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 2.93% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WLTGITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

2.94%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

9.14%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

12.19%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

17.35%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

18.26%

-3.13%

WLTG vs. ITOT - Expense Ratio Comparison

WLTG has a 0.75% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Dividends

WLTG vs. ITOT - Dividend Comparison

WLTG's dividend yield for the trailing twelve months is around 4.09%, more than ITOT's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WLTG
WealthTrust DBS Long Term Growth ETF
4.09%4.43%0.55%0.71%0.44%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, WLTG 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.

ITOT has higher volatility (2.94%) compared to WLTG (2.93%). In terms of maximum drawdown, WLTG dropped -25.14% vs ITOT's -55.20%.

On 3-year performance, WLTG leads with 24.13% vs 22.39% for ITOT. On fees, ITOT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WLTG has performed better with a 24.13% return vs 22.39%. 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 0.75% for WLTG.

WLTG has the higher dividend yield at 4.09%, compared with 0.97% for ITOT.

They also come from different issuers: WealthTrust and iShares. Their fees differ too: 0.75% for WLTG and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.37 vs 2.17), 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.

Portfolio Optimizer

Find the right allocation for WLTG 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