YALL vs. ITOT

Last updated Jun 4, 2026

YALL (God Bless America ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. YALL is actively managed, while ITOT is passively managed. Over the past 3 years, YALL returned 21.38%/yr vs 22.09%/yr for ITOT. Their correlation of 0.87 suggests significant overlap in exposure. YALL charges 0.65%/yr vs 0.03%/yr for ITOT.

Performance

YALL vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) 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

YALL

• 1D: -1.26%
• 1M: -0.74%
• YTD: 0.00%
• 6M: -1.23%
• 1Y: 5.94%
• 3Y*: 21.38%
• 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)

YALL vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
YALL God Bless America ETF	0.00%	14.36%	29.99%	40.74%	8.62%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.25%	17.00%	23.80%	26.12%	6.98%

Correlation

The correlation between YALL and ITOT is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.87

The correlation between YALL and ITOT has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

YALL vs. ITOT - Sectors Allocation Comparison

Sectors	YALL	ITOT
Technology	21.8%	33.8%
Industrials	13.4%	9.5%
Financial Services	13.0%	12.1%
Consumer Defensive	10.2%	4.7%
Healthcare	10.2%	9.0%
Consumer Cyclical	8.1%	10.1%
Communication Services	7.7%	10.3%
Basic Materials	5.3%	2.1%
Energy	5.0%	3.7%
Utilities	3.0%	2.3%
Real Estate	2.3%	2.4%

Return for Risk

YALL vs. ITOT — Risk / Return Rank

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

YALL

YALL Risk / Return Rank: 16
YALL Sharpe Ratio Rank: 15
YALL Sortino Ratio Rank: 14
YALL Omega Ratio Rank: 14
YALL Calmar Ratio Rank: 17
YALL Martin Ratio Rank: 18

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.

YALL vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.

	YALL	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	0.44	2.32	-1.88
Sortino ratio: Return per unit of downside risk	0.69	3.17	-2.48
Omega ratio: Gain probability vs. loss probability	1.08	1.42	-0.33
Calmar ratio: Return relative to maximum drawdown	0.63	3.17	-2.54
Martin ratio: Return relative to average drawdown	1.86	14.57	-12.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YALL vs. ITOT - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of YALL 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

	YALL	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	2.32	-1.88
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	1.46	0.57	+0.88

Drawdowns

YALL vs. ITOT - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for YALL and ITOT.

Drawdown Indicators

	YALL	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-55.20%	+35.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-8.90%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-19.72%	-19.44%	-0.28%
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	-4.47%	-0.73%	-3.74%
Average Drawdown Average peak-to-trough decline	-2.93%	-6.97%	+4.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	1.94%	+1.27%

Volatility

YALL vs. ITOT - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 3.31% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that YALL'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

	YALL	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	2.99%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	9.79%	9.13%	+0.66%
Volatility (1Y) Calculated over the trailing 1-year period	13.74%	12.20%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	17.36%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	18.26%	-0.77%

YALL vs. ITOT - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

YALL vs. ITOT - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.49%, less than ITOT's 0.98% 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	0.98%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
YALL God Bless America ETF	0.49%	0.49%	0.50%	3.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YALL and ITOT in my portfolio?

YALL and ITOT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YALL or ITOT?

YALL has higher volatility (3.31%) compared to ITOT (2.99%). In terms of maximum drawdown, YALL dropped -19.72% vs ITOT's -55.20%.

Which ETF is better, YALL or ITOT?

On 3-year performance, ITOT leads with 22.09% vs 21.38% for YALL. 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, YALL or ITOT?

Over the 3-year period, ITOT has performed better with a 22.09% return vs 21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YALL or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.65% for YALL.

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

ITOT has the higher dividend yield at 0.98%, compared with 0.49% for YALL.

What is the main difference between YALL and ITOT?

They also come from different issuers: Tidal ETFs and iShares. Their fees differ too: 0.65% for YALL and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.32 vs 0.44), 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.