WUGI vs. ITOT
Compare and contrast key facts about Esoterica NextG Economy ETF (WUGI) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
WUGI and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WUGI is an actively managed fund by Esoterica. It was launched on Mar 31, 2020. 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.
Performance
WUGI vs. ITOT - Performance Comparison
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WUGI vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WUGI Esoterica NextG Economy ETF | -8.27% | 22.66% | 47.14% | 61.30% | -49.55% | 25.18% | 95.37% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 52.61% |
Returns By Period
In the year-to-date period, WUGI achieves a -8.27% return, which is significantly lower than ITOT's -3.31% return.
WUGI
- 1D
- 1.27%
- 1M
- -4.96%
- YTD
- -8.27%
- 6M
- -9.52%
- 1Y
- 22.81%
- 3Y*
- 29.06%
- 5Y*
- 10.21%
- 10Y*
- —
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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WUGI vs. ITOT - Expense Ratio Comparison
WUGI has a 0.75% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
WUGI vs. ITOT — Risk / Return Rank
WUGI
ITOT
WUGI vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) 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.
| WUGI | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.00 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.52 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.53 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.37 | 7.25 | -2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WUGI | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.00 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.61 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.54 | +0.17 |
Correlation
The correlation between WUGI and ITOT is 0.78, 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.
Dividends
WUGI vs. ITOT - Dividend Comparison
WUGI's dividend yield for the trailing twelve months is around 24.89%, more than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WUGI Esoterica NextG Economy ETF | 24.89% | 22.83% | 4.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
WUGI vs. ITOT - Drawdown Comparison
The maximum WUGI drawdown since its inception was -56.41%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WUGI and ITOT.
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Drawdown Indicators
| WUGI | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.41% | -55.20% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.99% | -12.34% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -56.41% | -25.36% | -31.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -13.11% | -5.51% | -7.60% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -7.02% | -10.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 2.61% | +2.98% |
Volatility
WUGI vs. ITOT - Volatility Comparison
Esoterica NextG Economy ETF (WUGI) has a higher volatility of 9.42% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that WUGI'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.
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Volatility by Period
| WUGI | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.42% | 5.49% | +3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 17.89% | 9.78% | +8.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.87% | 18.68% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.68% | 17.36% | +13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.92% | 18.25% | +12.67% |