ATT.L vs. IITU.L
Compare and contrast key facts about Allianz Technology Trust plc (ATT.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATT.L or IITU.L.
Key characteristics
| ATT.L | IITU.L | |
|---|---|---|
| YTD Return | 27.84% | 33.69% |
| 1Y Return | 45.59% | 41.72% |
| 3Y Return (Ann) | 3.20% | 18.65% |
| 5Y Return (Ann) | 19.56% | 25.53% |
| Sharpe Ratio | 1.36 | 2.00 |
| Sortino Ratio | 1.93 | 2.65 |
| Omega Ratio | 1.27 | 1.34 |
| Calmar Ratio | 1.64 | 2.73 |
| Martin Ratio | 4.79 | 8.32 |
| Ulcer Index | 8.90% | 4.83% |
| Daily Std Dev | 31.25% | 20.04% |
| Max Drawdown | -45.95% | -23.56% |
| Current Drawdown | -5.48% | -0.12% |
Correlation
The correlation between ATT.L and IITU.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ATT.L vs. IITU.L - Performance Comparison
In the year-to-date period, ATT.L achieves a 27.84% return, which is significantly lower than IITU.L's 33.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATT.L vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz Technology Trust plc (ATT.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.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.
Dividends
ATT.L vs. IITU.L - Dividend Comparison
Neither ATT.L nor IITU.L has paid dividends to shareholders.
Drawdowns
ATT.L vs. IITU.L - Drawdown Comparison
The maximum ATT.L drawdown since its inception was -45.95%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for ATT.L and IITU.L. For additional features, visit the drawdowns tool.
Volatility
ATT.L vs. IITU.L - Volatility Comparison
Allianz Technology Trust plc (ATT.L) has a higher volatility of 7.41% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 5.41%. This indicates that ATT.L's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.