ANAU.DE vs. IUIT.L

Last updated Jun 5, 2026

ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ANAU.DE is a Nasdaq-100 fund tracking the NASDAQ-100 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 year, ANAU.DE returned 39.48% vs 50.55% for IUIT.L. Their correlation of 0.90 suggests significant overlap in exposure. ANAU.DE charges 0.14%/yr vs 0.15%/yr for IUIT.L.

Performance

ANAU.DE vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANAU.DE achieves a 19.26% return, which is significantly lower than IUIT.L's 23.04% return.

ANAU.DE

• 1D: -0.69%
• 1M: 6.81%
• YTD: 19.26%
• 6M: 18.67%
• 1Y: 39.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUIT.L

• 1D: -2.11%
• 1M: 10.65%
• YTD: 23.04%
• 6M: 22.40%
• 1Y: 50.55%
• 3Y*: 34.42%
• 5Y*: 24.18%
• 10Y*: 26.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAU.DE vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc	19.26%	20.55%	26.51%	13.09%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	23.04%	22.93%	38.51%	13.82%

Correlation

The correlation between ANAU.DE and IUIT.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Aug 23, 2023	0.90

The correlation between ANAU.DE and IUIT.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Return for Risk

ANAU.DE vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANAU.DE

ANAU.DE Risk / Return Rank: 76
ANAU.DE Sharpe Ratio Rank: 79
ANAU.DE Sortino Ratio Rank: 79
ANAU.DE Omega Ratio Rank: 75
ANAU.DE Calmar Ratio Rank: 75
ANAU.DE Martin Ratio Rank: 72

IUIT.L

IUIT.L Risk / Return Rank: 68
IUIT.L Sharpe Ratio Rank: 80
IUIT.L Sortino Ratio Rank: 76
IUIT.L Omega Ratio Rank: 70
IUIT.L Calmar Ratio Rank: 62
IUIT.L Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANAU.DE vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) 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.

	ANAU.DE	IUIT.L	Difference
Sharpe ratio: Return per unit of total volatility	2.53	2.55	-0.02
Sortino ratio: Return per unit of downside risk	3.49	3.36	+0.13
Omega ratio: Gain probability vs. loss probability	1.43	1.41	+0.02
Calmar ratio: Return relative to maximum drawdown	3.71	3.03	+0.68
Martin ratio: Return relative to average drawdown	13.31	8.99	+4.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANAU.DE vs. IUIT.L - Sharpe Ratio Comparison

The current ANAU.DE Sharpe Ratio is 2.53, which is comparable to the IUIT.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of ANAU.DE and IUIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ANAU.DE	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	2.55	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	1.16	+0.44

Drawdowns

ANAU.DE vs. IUIT.L - Drawdown Comparison

The maximum ANAU.DE drawdown since its inception was -22.35%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for ANAU.DE and IUIT.L.

Drawdown Indicators

	ANAU.DE	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-33.46%	+11.11%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-17.03%	+6.15%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.46%	—
Current Drawdown Current decline from peak	-0.77%	-3.14%	+2.37%
Average Drawdown Average peak-to-trough decline	-2.96%	-6.02%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	5.76%	-2.72%

Volatility

ANAU.DE vs. IUIT.L - Volatility Comparison

The current volatility for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) is 4.75%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that ANAU.DE 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.

Volatility by Period

	ANAU.DE	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	7.49%	-2.74%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	15.53%	-3.62%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	20.28%	-4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.40%	23.61%	-5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	22.47%	-4.07%

ANAU.DE vs. IUIT.L - Expense Ratio Comparison

ANAU.DE has a 0.14% expense ratio, which is lower than IUIT.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ANAU.DE vs. IUIT.L - Dividend Comparison

Neither ANAU.DE nor IUIT.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ANAU.DE and IUIT.L in my portfolio?

With a correlation of 0.92, ANAU.DE and IUIT.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ANAU.DE or IUIT.L?

On fees, ANAU.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ANAU.DE or IUIT.L?

ANAU.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for IUIT.L.

What is the main difference between ANAU.DE and IUIT.L?

ANAU.DE is categorized as Nasdaq-100, while IUIT.L is Technology Equities. ANAU.DE tracks NASDAQ-100 Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: AXA IM and iShares. Their fees differ too: 0.14% for ANAU.DE and 0.15% for IUIT.L.