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ITOT vs SGOV

Comparison between ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF (ITOT, ETF) and ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF).

5-Year PerformanceITOT has outperformed SGOV, delivering a return of +12.2% compared to +3.5%

ITOT vs SGOV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
ITOT
$89B
SGOV
$85B
Expense Ratio
Winner
ITOT
0.03%
SGOV
0.09%
Max Drawdown
ITOT
56.33%
Winner
SGOV
0.68%
Sharpe Ratio
Winner
ITOT
1.58
SGOV
1.42
5Y Beta
ITOT
0.99
Winner
SGOV
-0.00
P/E Ratio
ITOT
29.90
SGOV
N/A
Forward P/E
ITOT
21.86
SGOV
N/A
5Y Dividends CAGR
ITOT
10.09%
Winner
SGOV
137.06%
5Y EPS CAGR
ITOT
24.44%
SGOV
N/A
Debt to Equity
ITOT
33.32%
SGOV
N/A
P/S Ratio
ITOT
3.42
SGOV
N/A
P/B Ratio
ITOT
5.05
SGOV
N/A

ITOT vs SGOV - Historical Returns

Returns include dividend reinvestment.

1M
Winner
ITOT
+1.80%
SGOV
+0.32%
3M
Winner
ITOT
+8.58%
SGOV
+0.93%
6M
Winner
ITOT
+8.31%
SGOV
+1.79%
1Y
Winner
ITOT
+25.86%
SGOV
+3.97%
5Y(CAGR)
Winner
ITOT
+12.18%
SGOV
+3.54%
10Y(CAGR)
ITOT
+14.70%
SGOV
N/A
Max(CAGR)
Winner
ITOT
+10.59%
SGOV
+2.95%

ITOT vs SGOV - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

YearITOTSGOV
2026+8.41%+1.52%
2025+17.22%+4.22%
2024+24.65%+5.25%
2023+26.70%+5.10%
2022-19.95%+1.58%
2021+27.30%+0.04%
2020+19.80%+0.05%
2019+30.74%N/A
2018-5.98%N/A
2017+20.37%N/A
2016+14.31%N/A
2015+0.99%N/A
2014+14.13%N/A
2013+29.61%N/A
2012+14.27%N/A
2011+0.56%N/A
2010+14.37%N/A
2009+23.36%N/A
2008-35.62%N/A
2007+5.37%N/A
2006+13.36%N/A
2005+6.51%N/A
2004+8.91%N/A

ITOT vs SGOV Drawdown Comparison

The maximum drawdown for ITOT was -55.21%, occurring on Mar 9, 2009. Recovery took 1118 trading sessions.

The maximum drawdown for SGOV was -0.03%, occurring on Aug 23, 2022. Recovery took 3 trading sessions.

The current ITOT drawdown is -2.95%.

RankITOTSGOV
#1-55.21%
Oct 9, 2007 - Mar 16, 2012
-0.03%
Aug 22, 2022 - Aug 25, 2022
#2-35.00%
Feb 19, 2020 - Aug 12, 2020
-0.02%
Aug 27, 2020 - Oct 5, 2020
#3-25.35%
Jan 3, 2022 - Dec 18, 2023
-0.02%
Nov 2, 2021 - Dec 16, 2021
#4-20.11%
Sep 20, 2018 - Apr 23, 2019
-0.02%
Mar 1, 2021 - Apr 6, 2021
#5-19.44%
Feb 19, 2025 - Jun 27, 2025
-0.02%
Aug 4, 2021 - Sep 7, 2021
#6-14.40%
May 21, 2015 - Jun 2, 2016
-0.02%
Oct 21, 2021 - Nov 2, 2021
#7-9.88%
Jan 26, 2018 - Jul 25, 2018
-0.02%
Jul 7, 2022 - Jul 14, 2022
#8-9.81%
Apr 2, 2012 - Aug 16, 2012
-0.02%
Jun 21, 2022 - Jun 29, 2022
#9-9.62%
Jul 19, 2007 - Oct 5, 2007
-0.02%
Jul 27, 2022 - Aug 1, 2022
#10-9.37%
Sep 2, 2020 - Nov 9, 2020
-0.02%
Oct 11, 2022 - Oct 13, 2022
#11-8.90%
Jan 27, 2026 - Apr 14, 2026
-0.02%
Mar 24, 2023 - Mar 28, 2023
#12-8.50%
Jul 16, 2024 - Sep 19, 2024
-0.02%
Dec 23, 2021 - Feb 16, 2022
#13-8.14%
May 9, 2006 - Sep 26, 2006
-0.02%
Aug 19, 2020 - Aug 27, 2020
#14-7.87%
Mar 5, 2004 - Nov 4, 2004
-0.01%
Jun 2, 2022 - Jun 16, 2022
#15-7.39%
Sep 14, 2012 - Jan 2, 2013
-0.01%
Jun 8, 2021 - Jun 25, 2021

Correlation

Correlation between ITOT and SGOV is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2004 - 2026)

ITOT vs SGOV dividend yield comparison.

YearITOTSGOV
20260.20%1.47%
20251.11%4.10%
20241.23%5.10%
20231.47%4.87%
20221.66%1.45%
20211.18%0.03%
20201.41%0.05%
20191.88%0.00%
20182.14%0.00%
20171.69%0.00%
20161.83%0.00%
20152.01%0.00%
20141.71%0.00%
20131.69%0.00%
20121.94%0.00%
20111.85%0.00%
20101.64%0.00%
20091.85%0.00%
20082.69%0.00%
20071.65%0.00%
20061.47%0.00%
20051.55%0.00%
20041.53%0.00%

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