PortfoliosLab logoPortfoliosLab logo
BTEC.L vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTEC.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTEC.L achieves a 15.22% return, which is significantly lower than IUIT.L's 17.06% return.


BTEC.L

1D
0.68%
1M
9.55%
6M
13.18%
YTD
15.22%
1Y
50.31%
3Y*
16.99%
5Y*
5.87%
10Y*

IUIT.L

1D
-0.78%
1M
-2.95%
6M
19.62%
YTD
17.06%
1Y
31.65%
3Y*
29.24%
5Y*
21.03%
10Y*
25.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTEC.L vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTEC.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Acc)
15.22%32.96%-2.04%6.22%-11.92%-0.49%27.40%25.57%-11.22%-3.31%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.06%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%6.28%

Correlation

The correlation between BTEC.L and IUIT.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.49

Over the past year, the correlation between BTEC.L and IUIT.L has dropped to 0.24 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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

BTEC.L vs. IUIT.L — Risk / Return Rank

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

BTEC.L
BTEC.L Risk / Return Rank: 9090
Overall Rank
BTEC.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BTEC.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
BTEC.L Omega Ratio Rank: 8282
Omega Ratio Rank
BTEC.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
BTEC.L Martin Ratio Rank: 9393
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 4646
Overall Rank
IUIT.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 4646
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 3939
Martin Ratio Rank
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.

BTEC.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.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.


BTEC.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratioReturn relative to maximum drawdown

6.22

1.85

+4.37

Martin ratioReturn relative to average drawdown

19.15

4.97

+14.18

BTEC.L vs. IUIT.L - Sharpe Ratio Comparison

The current BTEC.L Sharpe Ratio is 2.42, which is higher than the IUIT.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BTEC.L 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.


Loading charts...

Drawdowns

BTEC.L vs. IUIT.L - Drawdown Comparison

The maximum BTEC.L drawdown since its inception was -38.42%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for BTEC.L and IUIT.L.


Loading charts...

Drawdown Indicators


BTEC.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.42%

-33.46%

-4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-17.03%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-26.40%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-38.42%

-33.46%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-3.87%

-7.85%

+3.98%

Average Drawdown

Average peak-to-trough decline

-13.22%

-5.91%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

6.35%

-3.77%

Volatility

BTEC.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.L) is 5.91%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.15%. This indicates that BTEC.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


BTEC.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

7.15%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

17.59%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

22.08%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

23.96%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

22.32%

+0.05%

BTEC.L vs. IUIT.L - Expense Ratio Comparison

BTEC.L has a 0.35% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


Dividends

BTEC.L vs. IUIT.L - Dividend Comparison

Neither BTEC.L nor IUIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTEC.L and IUIT.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.35% for BTEC.L.

BTEC.L is categorized as Health & Biotech Equities, while IUIT.L is Technology Equities. BTEC.L tracks NASDAQ Biotechnology NET Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.35% for BTEC.L and 0.15% for IUIT.L.

Portfolio Optimizer

Find the right allocation for BTEC.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