iShares Core S&P Total U.S. Stock Market ETF
ALTAR
Score™		 6.7% info Recommen-
dation		 NEUTRAL
2020E    2021E
P/E
ratio		 16.6x P/Sales
ratio		 1.7x
P/BV
ratio		 2.4x Div.
yield		 2.3%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
iShares Core S&P Total US Stock Market ETF is an exchange-traded fund incorporated in the USA. The Fund is designed to track the S&P 1500 Index, which combines the S&P 500, S&P MidCap 400 and the S&P SmallCap 600 Indices, and represents approximately 90% of the total US equity market capitalization.

FUND BASICS
Category US Equities
Fund Sponsor Barclays Global Fund Advisors
Website www.ishares.com
Inception date Jan 23, 2004
Assets (mns) $21,650
Currency USD
Expense ratio 3 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian State Street Bank & Trust
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 3634
Wgt avg mkt cap (mns) $238,023
Large cap (>$10bn) 85.1%
Mid cap ($2-10bn) 11.1%
Small cap (<$2bn) 3.9%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MICROSOFT CORP 4.6 %
APPLE INC 4.2 %
AMAZON.COM INC 3.2 %
FACEBOOK 1.5 %
BERKSHIRE HATHAWAY INC-CL B 1.4 %
ALPHABET INC. CLASS A 1.3 %
ALPHABET INC. CLASS C 1.3 %
JOHNSON & JOHNSON 1.3 %
JPMORGAN CHASE & CO 1.2 %
VISA INC-CLASS A SHARES 1.1 %
Total 21.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.4 %
IRELAND 1.7 %
BRITAIN 1.0 %
SWITZERLAND 0.3 %
BERMUDA 0.3 %
PUERTO RICO 0.0 %
CAYMAN ISLANDS 0.0 %
NETHERLANDS 0.0 %
CANADA 0.0 %
COLOMBIA 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 29)
Year-to-date 1 year 5 years 10 years Since Incep.
-8.2% 6.9% 8.8% -- 12.7%

Market Correlations
versus... Beta R-squared
S&P500 1.00 100%
MSCI EAFE 0.92 74%
MSCI Emg. Mkts. 0.65 54%

Technical Indicators
Recent close $58.09
30d moving avg. $63.79
Annualized volatility 13.2%
Short interest (ETF) 0.1%
Short interest (Underlying) 2.9%
Relative strength (RSI) 36

Liquidity measures
Avg. volume (thou.) 1,881
Turnover 0.5%
Bid/Ask (% of price) -0.01%
ADV underlying (mns) $353,007

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the iShares Core S&P Total U.S. Stock Market ETF ETF based on the alternatives' overlap in portfolio holdings with ITOT. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: ITOT Expense: 3 bp ALTAR Score™: 6.7%


ALTERNATIVE ETFs BASED ON OVERLAP WITH ITOT
Ticker Fund
Name		 Overlap1
vs ITOT
(%)		 Expense
ratio
(bp)		 Savings
vs ITOT
(bp)		 ALTAR
Score™
(%)		 ALTAR
vs ITOT
(%)
SCHB Schwab U.S. Broad Market ETF 98.8 3 0 6.7 +0.1
IWV iShares Russell 3000 ETF 98.1 20 -17 6.5 -0.1
VTHR Vanguard Russell 3000 Index Fund 97.9 10 -7 6.6 -0.0
VTI Vanguard Total Stock Market Index Fund 97.8 3 0 6.7 0.0
IYY iShares Dow Jones U.S. ETF 95.6 20 -17 6.6 -0.0
SCHK Schwab 1000 Index ETF 94.7 5 -2 6.7 +0.1
IWB iShares Russell 1000 ETF 93.5 15 -12 6.7 +0.0
VONE Vanguard Russell 1000 ETF 93.2 8 -5 6.7 +0.1
SPTM SPDR Portfolio Total Stock Market ETF 92.1 3 0 7.0 +0.3
SCHX Schwab U.S. Large-Cap ETF 91.8 3 0 6.7 +0.1
PBUS Invesco PureBeta MSCI USA ETF 89.1 4 -1 6.8 +0.1
BBUS JP Morgan Betabuilders U.S. Equity ETF 88.7 2 1 6.8 +0.1
VV Vanguard Large-Cap Index Fund 87.6 4 -1 6.7 +0.0
IVV iShares Core S&P 500 ETF 85.2 4 -1 6.8 +0.2
SPY SPDR S&P 500 ETF Trust 85.2 9 -6 6.8 +0.1
PBP Invesco S&P 500 BuyWrite ETF 85.2 49 -46 6.5 -0.2
SPLG SPDR Portfolio Large Cap ETF 85.2 3 0 6.9 +0.2
HSPX Global X S&P 500 Covered Call ETF 84.9 65 -62 6.1 -0.5
VOO VANGUARD S&P 500 ETF 84.8 3 0 6.8 +0.2
SPXE ProShares S&P 500 Ex-Energy ETF 82.9 27 -24 6.7 +0.0
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 82.9 20 -17 6.8 +0.1
ESGV Vanguard ESG U.S. Stock ETF 82.4 12 -9 6.7 0.0
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 81.1 25 -22 8.2 +1.5
SFY SoFi Select 500 ETF 80.1 0 3 6.4 -0.3
JHML John Hancock Multifactor Large Cap ETF 77.5 34 -31 7.1 +0.4
MGC Vanguard Mega Cap Index Fund 74.7 7 -4 6.6 -0.1
SPXN ProShares S&P 500 Ex-Financials ETF 72.9 27 -24 6.4 -0.3
AVUS Avantis U.S. Equity ETF 72.8 15 -12 7.6 +1.0
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 72.7 9 -6 7.0 +0.3
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 72.5 20 -17 6.4 -0.3
SPXV ProShares S&P 500 Ex-Health Care ETF 72.3 27 -24 6.5 -0.2
CATH Global X S&P 500 Catholic Values Custom ETF 71.7 29 -26 6.7 +0.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 71.5 12 -9 6.4 -0.2
IWL iShares Russell Top 200 ETF 70.3 15 -12 6.4 -0.3
TOK iShares MSCI Kokusai ETF 70.3 25 -22 7.1 +0.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 70.1 25 -22 8.1 +1.5
EPS WisdomTree U.S. Earnings 500 Fund 69.7 8 -5 8.1 +1.5
PRF Invesco FTSE RAFI US 1000 ETF 67.6 39 -36 8.8 +2.2
ESGU iShares MSCI USA ESG Optimized ETF 67.1 15 -12 6.4 -0.3
FNDX Schwab Fundamental U.S. Large Co. Index ETF 67.0 25 -22 8.0 +1.4
VLU SPDR S&P 1500 Value Tilt ETF 66.9 12 -9 9.2 +2.5
QUS SPDR MSCI USA StrategicFactors ETF 63.8 15 -12 7.0 +0.3
URTH iShares MSCI World ETF 63.6 24 -21 7.3 +0.6
SPXT ProShares S&P 500 Ex-Technology ETF 63.6 27 -24 7.1 +0.4
IUSG iShares Core S&P US Growth ETF 63.4 4 -1 5.7 -1.0
SNPE Xtrackers S&P 500 ESG ETF 63.2 11 -8 6.6 -0.1
IUS Invesco Strategic US ETF 62.2 19 -16 7.6 +1.0
IQSU IQ Candriam ESG US Equity ETF 61.5 9 -6 6.4 -0.3
DTD WisdomTree U.S.Total Dividend Fund 60.3 28 -25 8.2 +1.5
SPYG SPDR Portfolio S&P 500 Growth ETF 60.1 4 -1 5.5 -1.1
IVW iShares S&P 500 Growth ETF 60.1 18 -15 5.4 -1.3
VOOG Vanguard S&P 500 Growth ETF 60.1 10 -7 5.5 -1.2
RWL Invesco S&P 500 Revenue ETF 58.1 39 -36 8.8 +2.1
DIVB iShares U.S. Dividend & Buyback ETF 57.5 25 -22 8.4 +1.8
IWF iShares Russell 1000 Growth ETF 57.2 19 -16 5.4 -1.3
VONG Vanguard Russell 1000 Growth Index Fund 57.2 8 -5 5.5 -1.2
DLN WisdomTree U.S. LargeCap Dividend Fund 56.5 28 -25 7.7 +1.1
ACWI iShares MSCI ACWI ETF 55.9 32 -29 7.5 +0.9
OEF iShares S&P 100 ETF 55.7 20 -17 6.1 -0.5
IUSV iShares Core S&P U.S. Value ETF 55.3 4 -1 9.0 +2.4
VT Vanguard Total World Stock Index Fund 55.3 8 -5 7.8 +1.1
ESG FlexShares STOXX US ESG Impact Index Fund 55.2 32 -29 6.5 -0.2
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 55.0 15 -12 6.7 0.0
XOUT GraniteShares XOUT U.S. Large Cap ETF 54.3 60 -57 5.7 -1.0
LOWC SPDR MSCI ACWI Low Carbon Target ETF 53.7 20 -17 7.8 +1.1
CRBN iShares MSCI ACWI Low Carbon Target ETF 53.6 20 -17 7.8 +1.2
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 53.3 29 -26 7.8 +1.2
IVE iShares S&P 500 Value ETF 52.5 18 -15 8.7 +2.1
SPYV SPDR Portfolio S&P 500 Value ETF 52.5 4 -1 8.8 +2.2
VOOV Vanguard S&P 500 Value ETF 52.3 15 -12 8.8 +2.1
EXT WisdomTree U.S. Total Earnings Fund 52.2 28 -25 7.3 +0.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 51.8 30 -27 7.6 +0.9
OMFL Oppenheimer Russell 1000 Dynamic Multifactor ETF 51.2 29 -26 5.4 -1.3
DGRO iShares Core Dividend Growth ETF 50.5 8 -5 8.1 +1.4
ESGG FlexShares STOXX Global ESG Impact Index Fund 50.0 42 -39 6.9 +0.3
RECS Columbia Research Enhanced Core ETF 49.8 15 -12 7.2 +0.5
SCHG Schwab U.S. Large-Cap Growth ETF 49.8 4 -1 5.4 -1.3
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 49.0 9 -6 7.7 +1.0
QWLD SPDR MSCI World StrategicFactors ETF 48.9 30 -27 7.3 +0.6
IWD iShares Russell 1000 Value ETF 48.8 19 -16 8.7 +2.1
VONV Vanguard Russell 1000 Value Index Fund 48.7 8 -5 8.9 +2.2
RSP Invesco S&P 500 Equal Weight ETF 47.9 20 -17 8.3 +1.6
NACP Impact Shares NAACP Minority Empowerment ETF 47.8 75 -72 6.0 -0.7
VUG Vanguard Growth Index Fund 47.7 4 -1 5.3 -1.4
EUSA iShares MSCI USA Equal Weighted ETF 47.6 15 -12 8.0 +1.3
SPGM SPDR Portfolio MSCI Global Stock Market ETF 47.3 9 -6 7.5 +0.9
SIZE iShares Edge MSCI USA Size Factor ETF 46.9 15 -12 7.8 +1.1
DSI iShares MSCI KLD 400 Social ETF 46.8 25 -22 6.5 -0.2
IWY iShares Russell Top 200 Growth ETF 46.5 20 -17 5.3 -1.4
RNLC Large Cap US Equity Select ETF 45.9 60 -57 7.7 +1.0
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 45.9 75 -72 4.7 -1.9
XLG Invesco S&P 500 Top 50 ETF 45.3 20 -17 5.7 -0.9
VEGN US Vegan Climate ETF 45.3 60 -57 6.7 +0.0
SUSL iShares ESG MSCI USA Leaders ETF 44.7 10 -7 6.7 +0.0
WOMN Impact Shares YWCA Women's Empowerment ETF 44.7 75 -72 6.0 -0.7
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 44.7 10 -7 6.7 +0.0
EQWL Invesco Russell Top 200 Equal Weight ETF 44.5 25 -22 7.3 +0.6
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 44.4 49 -46 5.2 -1.4
MXDU Nationwide Maximum Diversification US Core Equity ETF 43.6 34 -31 6.5 -0.2
ROUS Hartford Multifactor US Equity ETF 43.2 19 -16 8.7 +2.1

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:		 iShares Core S&P Total U.S. Stock Market ETF
Relative
to:		 S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 15.8 %
Divided by: Fwd. P/BV 2.4 x
Less: Expense ratio 3 bp
Equals: ALTAR Score 6.7 %
info More information on ALTAR Score™
MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING		 1.44 CATEGORY
AVERAGE		 1.52
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.