020Y.L vs. IUIT.L
020Y.L (iShares € Govt Bond 20yr Target Duration UCITS ETF) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - 020Y.L is a European Government Bonds fund tracking the Markit iBoxx EUR Eurozone 20yr Target Duration Index, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, 020Y.L returned -10.94%/yr vs 21.73%/yr for IUIT.L. At a 0.04 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
020Y.L vs. IUIT.L - Performance Comparison
Loading charts...
Different Trading Currencies
020Y.L is traded in EUR, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 020Y.L achieves a -1.53% return, which is significantly lower than IUIT.L's 19.87% return.
020Y.L
- 1D
- -0.14%
- 1M
- -3.05%
- 6M
- -2.14%
- YTD
- -1.53%
- 1Y
- -4.31%
- 3Y*
- -3.47%
- 5Y*
- -10.94%
- 10Y*
- —
IUIT.L
- 1D
- -1.25%
- 1M
- -1.95%
- 6M
- 21.43%
- YTD
- 19.87%
- 1Y
- 33.12%
- 3Y*
- 28.32%
- 5Y*
- 21.73%
- 10Y*
- 25.02%
020Y.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
020Y.L iShares € Govt Bond 20yr Target Duration UCITS ETF | -1.53% | -10.89% | -5.04% | 7.85% | -36.19% | -8.42% | 1.97% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 19.87% | 8.34% | 47.65% | 54.67% | -24.76% | 44.12% | 11.37% |
Correlation
The correlation between 020Y.L and IUIT.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
020Y.L vs. IUIT.L — Risk / Return Rank
020Y.L
IUIT.L
020Y.L vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 020Y.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.25 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.04 | -2.65 |
| Martin ratioReturn relative to average drawdown | -1.10 | 5.05 | -6.15 |
Loading charts...
Drawdowns
020Y.L vs. IUIT.L - Drawdown Comparison
The maximum 020Y.L drawdown since its inception was -48.58%, which is greater than IUIT.L's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for 020Y.L and IUIT.L.
Loading charts...
Drawdown Indicators
| 020Y.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.58% | -31.38% | -17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -16.15% | +8.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -29.93% | +10.70% |
Max Drawdown (5Y)Largest decline over 5 years | -47.47% | -29.93% | -17.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -48.12% | -6.57% | -41.55% |
Average DrawdownAverage peak-to-trough decline | -32.92% | -5.80% | -27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 6.55% | -2.64% |
Volatility
020Y.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares € Govt Bond 20yr Target Duration UCITS ETF (020Y.L) is 3.10%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.09%. This indicates that 020Y.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 020Y.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 7.09% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 17.34% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 22.43% | -11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.03% | 23.69% | +20.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.94% | 22.57% | +18.37% |
020Y.L vs. IUIT.L - Expense Ratio Comparison
Both 020Y.L and IUIT.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
020Y.L vs. IUIT.L - Dividend Comparison
020Y.L's dividend yield for the trailing twelve months is around 3.65%, while IUIT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
020Y.L iShares € Govt Bond 20yr Target Duration UCITS ETF | 3.65% | 3.42% | 2.94% | 2.11% | 0.91% | 0.10% | 0.11% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
020Y.L and IUIT.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
020Y.L and IUIT.L have the same expense ratio: 0.15% per year.
020Y.L is categorized as European Government Bonds, while IUIT.L is Technology Equities. 020Y.L tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index.
Find the right allocation for 020Y.L and IUIT.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer