PortfoliosLab logoPortfoliosLab logo
CT2B.L vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CT2B.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Smart City Infrastructure UCITS ETF USD (Dist) (CT2B.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...

Different Trading Currencies

CT2B.L is traded in GBP, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CT2B.L achieves a 11.13% return, which is significantly lower than IUIT.L's 16.58% return.


CT2B.L

1D
-0.71%
1M
-4.45%
6M
7.62%
YTD
11.13%
1Y
16.81%
3Y*
13.24%
5Y*
8.13%
10Y*

IUIT.L

1D
-1.81%
1M
-3.80%
6M
18.89%
YTD
16.58%
1Y
30.26%
3Y*
27.83%
5Y*
21.45%
10Y*
25.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CT2B.L vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CT2B.L
iShares Smart City Infrastructure UCITS ETF USD (Dist)
11.13%11.49%11.84%12.99%-12.67%-9.93%23.84%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
16.58%14.17%40.92%51.48%-20.73%35.36%34.44%

Correlation

The correlation between CT2B.L and IUIT.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.64

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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.66

The correlation between CT2B.L and IUIT.L has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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

CT2B.L vs. IUIT.L — Risk / Return Rank

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

CT2B.L
CT2B.L Risk / Return Rank: 4343
Overall Rank
CT2B.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CT2B.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
CT2B.L Omega Ratio Rank: 3939
Omega Ratio Rank
CT2B.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
CT2B.L Martin Ratio Rank: 4646
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.

CT2B.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Smart City Infrastructure UCITS ETF USD (Dist) (CT2B.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.


CT2B.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.10

1.78

+0.33

Martin ratioReturn relative to average drawdown

6.18

4.24

+1.94

CT2B.L vs. IUIT.L - Sharpe Ratio Comparison

The current CT2B.L Sharpe Ratio is 1.20, which is comparable to the IUIT.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CT2B.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

CT2B.L vs. IUIT.L - Drawdown Comparison

The maximum CT2B.L drawdown since its inception was -32.53%, which is greater than IUIT.L's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for CT2B.L and IUIT.L.


Loading charts...

Drawdown Indicators


CT2B.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-28.01%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-16.96%

+8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-28.01%

+9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-28.01%

+6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

Current Drawdown

Current decline from peak

-7.42%

-8.27%

+0.85%

Average Drawdown

Average peak-to-trough decline

-13.55%

-5.18%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

7.11%

-4.12%

Volatility

CT2B.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares Smart City Infrastructure UCITS ETF USD (Dist) (CT2B.L) is 5.26%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.26%. This indicates that CT2B.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


CT2B.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

7.26%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

17.36%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

22.17%

-6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

23.19%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.31%

22.24%

-0.93%

CT2B.L vs. IUIT.L - Expense Ratio Comparison

CT2B.L has a 0.40% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


Dividends

CT2B.L vs. IUIT.L - Dividend Comparison

CT2B.L's dividend yield for the trailing twelve months is around 0.90%, while IUIT.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CT2B.L
iShares Smart City Infrastructure UCITS ETF USD (Dist)
0.90%0.89%0.89%0.93%1.24%1.39%0.78%
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


CT2B.L and IUIT.L have a correlation of 0.67, 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 0.40% for CT2B.L.

CT2B.L is categorized as Building & Construction, while IUIT.L is Technology Equities. CT2B.L tracks STOXX Global Smart City Infrastructure Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.40% for CT2B.L and 0.15% for IUIT.L.

Portfolio Optimizer

Find the right allocation for CT2B.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