YMAR vs. ITOT
Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF - March (YMAR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
YMAR and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAR is a passively managed fund by FT Vest that tracks the performance of the iShares MSCI EAFE ETF. It was launched on Mar 19, 2021. 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 YMAR 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.
Performance
YMAR vs. ITOT - Performance Comparison
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YMAR vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 2.02% | 18.55% | 3.12% | 16.31% | -8.46% | 3.24% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 18.46% |
Returns By Period
In the year-to-date period, YMAR achieves a 2.02% return, which is significantly higher than ITOT's -3.31% return.
YMAR
- 1D
- 0.78%
- 1M
- -0.32%
- YTD
- 2.02%
- 6M
- 4.59%
- 1Y
- 14.90%
- 3Y*
- 10.04%
- 5Y*
- 6.38%
- 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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YMAR vs. ITOT - Expense Ratio Comparison
YMAR has a 0.90% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
YMAR vs. ITOT — Risk / Return Rank
YMAR
ITOT
YMAR vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) 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.
| YMAR | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.00 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.52 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.53 | +0.72 |
Martin ratioReturn relative to average drawdown | 14.51 | 7.25 | +7.26 |
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
| YMAR | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.00 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.61 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.54 | +0.03 |
Correlation
The correlation between YMAR and ITOT is 0.72, 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
YMAR vs. ITOT - Dividend Comparison
YMAR has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.12%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 0.00% | 0.00% | 0.00% | 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
YMAR vs. ITOT - Drawdown Comparison
The maximum YMAR drawdown since its inception was -22.60%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for YMAR and ITOT.
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Drawdown Indicators
| YMAR | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -55.20% | +32.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -12.34% | +5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -25.36% | +2.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -0.52% | -5.51% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -7.02% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.61% | -1.58% |
Volatility
YMAR vs. ITOT - Volatility Comparison
The current volatility for FT Vest International Equity Moderate Buffer ETF - March (YMAR) is 3.68%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.49%. This indicates that YMAR 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.
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Volatility by Period
| YMAR | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 5.49% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 9.78% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 18.68% | -9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.37% | 17.36% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.36% | 18.25% | -6.89% |