(ITOT) iShares Core S&P Total U.S. - Ratings and Ratios
Equities, Index, Futures, Options, Swaps
| Risk via 10d forecast | |
|---|---|
| Volatility | 18.3% |
| Value at Risk 5%th | 31.4% |
| Relative Tail Risk | 4.30% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.40 |
| Alpha | -1.12 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.420 |
| Beta | 0.984 |
| Beta Downside | 0.998 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.44% |
| Mean DD | 2.50% |
| Median DD | 1.40% |
Description: ITOT iShares Core S&P Total U.S. September 26, 2025
The iShares Core S&P Total U.S. Stock Market ETF (ITOT) tracks an index that captures **all U.S. common equities** listed across major exchanges-including NYSE, NASDAQ (Global Select, Select, Capital), and Cboe venues (BZX, BYX, EDGA, EDGX). This broad coverage aims to represent the entire investable U.S. equity market.
By policy, the fund invests **at least 80 % of assets** in the underlying index constituents and may allocate up to **20 % to derivatives (futures, options, swaps), cash, or cash equivalents** to manage liquidity, tracking error, or tax efficiency.
Key identifiers: **Ticker ITOT**, **ETF type**, **U.S.-based**, classified in the **Large Blend** category, which blends growth- and value-oriented large-cap stocks.
Additional data points (as of Q3 2024): the ETF holds **≈ 4,000 securities**, covering **≈ 99.9 % of the U.S. equity market cap**; its **expense ratio** stands at **0.03 %**, one of the lowest in the segment; the **average dividend yield** is roughly **1.6 %**, and the **sector tilt** leans toward **Technology (≈ 24 %)** and **Health Care (≈ 13 %)**, reflecting the macro-driven demand for digital and biotech services.
If you want a deeper, factor-based breakdown of ITOT’s risk-adjusted performance, consider exploring ValueRay’s analytics tools for a more granular view of its exposure to earnings growth, valuation, and macro-sensitivity.
ITOT ETF Overview
| Market Cap in USD | 77,824m |
| Category | Large Blend |
| TER | 0.03% |
| IPO / Inception | 2004-01-20 |
| Return 12m vs S&P 500 | -1.27% |
| Analyst Rating | - |
ITOT Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.15% |
| Yield on Cost 5y | 2.13% |
| Yield CAGR 5y | 6.67% |
| Payout Consistency | 97.8% |
| Payout Ratio | - |
ITOT Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 18.59% |
| CAGR/Max DD Calmar Ratio | 0.96 |
| CAGR/Mean DD Pain Ratio | 7.45 |
| Current Volume | 10679k |
| Average Volume | 2463.5k |
What is the price of ITOT shares?
Over the past week, the price has changed by -2.99%, over one month by -3.32%, over three months by +2.17% and over the past year by +10.43%.
Is ITOT a buy, sell or hold?
What are the forecasts/targets for the ITOT price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 162.4 | 14.4% |
ITOT Fundamental Data Overview November 19, 2025
Beta = 1.04
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 77.82b USD (77.82b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 77.82b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 77.82b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.64% (E(77.82b)/V(77.82b) * Re(9.64%) + (debt-free company))
Discount Rate = 9.64% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for ITOT ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle