COST vs. IITU.L

Last updated Jun 6, 2026

COST (Costco Wholesale Corporation) is a stock, while IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, COST returned 22.40%/yr vs 25.85%/yr for IITU.L. At a 0.26 correlation, their price movements are largely independent.

Performance

COST vs. IITU.L - Performance Comparison

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

Different Trading Currencies

COST is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COST achieves a 13.02% return, which is significantly lower than IITU.L's 18.75% return. Over the past 10 years, COST has underperformed IITU.L with an annualized return of 22.40%, while IITU.L has yielded a comparatively higher 25.85% annualized return.

COST

• 1D: -0.05%
• 1M: -2.40%
• YTD: 13.02%
• 6M: 8.93%
• 1Y: -3.31%
• 3Y*: 25.13%
• 5Y*: 21.49%
• 10Y*: 22.40%

IITU.L

• 1D: -3.42%
• 1M: 6.84%
• YTD: 18.75%
• 6M: 18.13%
• 1Y: 45.51%
• 3Y*: 33.37%
• 5Y*: 23.32%
• 10Y*: 25.85%

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

COST vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	13.02%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	18.75%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Correlation

The correlation between COST and IITU.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015	0.26

The correlation between COST and IITU.L shifts across timeframes, from -0.19 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

COST vs. IITU.L — Risk / Return Rank

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

COST

COST Risk / Return Rank: 32
COST Sharpe Ratio Rank: 34
COST Sortino Ratio Rank: 28
COST Omega Ratio Rank: 28
COST Calmar Ratio Rank: 35
COST Martin Ratio Rank: 34

IITU.L

IITU.L Risk / Return Rank: 68
IITU.L Sharpe Ratio Rank: 80
IITU.L Sortino Ratio Rank: 75
IITU.L Omega Ratio Rank: 73
IITU.L Calmar Ratio Rank: 62
IITU.L Martin Ratio Rank: 47

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.

COST vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (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.

	COST	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	2.23	-2.40
Sortino ratio: Return per unit of downside risk	-0.12	2.95	-3.07
Omega ratio: Gain probability vs. loss probability	0.99	1.36	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.21	2.70	-2.90
Martin ratio: Return relative to average drawdown	-0.47	8.10	-8.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. IITU.L - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.18, which is lower than the IITU.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of COST and IITU.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

	COST	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	2.23	-2.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.86	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	1.08	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.75	-0.17

Drawdowns

COST vs. IITU.L - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than IITU.L's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for COST and IITU.L.

Drawdown Indicators

	COST	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-43.85%	-9.54%
Max Drawdown (1Y) Largest decline over 1 year	-16.02%	-16.80%	+0.78%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-26.42%	+5.68%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-34.22%	+2.82%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-34.22%	+2.82%
Current Drawdown Current decline from peak	-11.19%	-6.51%	-4.68%
Average Drawdown Average peak-to-trough decline	-13.36%	-10.62%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.12%	5.60%	+1.52%

Volatility

COST vs. IITU.L - Volatility Comparison

Costco Wholesale Corporation (COST) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) have volatilities of 7.91% and 7.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	7.83%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	15.52%	-0.69%
Volatility (1Y) Calculated over the trailing 1-year period	19.15%	20.37%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.72%	27.15%	-4.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.94%	24.13%	-2.19%

Dividends

COST vs. IITU.L - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, while IITU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COST and IITU.L in my portfolio?

COST and IITU.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.