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DBSDY vs. IUIT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBSDY and IUIT.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DBSDY vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%SeptemberOctoberNovemberDecember2025February
384.70%
577.72%
DBSDY
IUIT.L

Key characteristics

Sharpe Ratio

DBSDY:

3.52

IUIT.L:

1.25

Sortino Ratio

DBSDY:

4.77

IUIT.L:

1.73

Omega Ratio

DBSDY:

1.70

IUIT.L:

1.23

Calmar Ratio

DBSDY:

5.00

IUIT.L:

1.89

Martin Ratio

DBSDY:

22.18

IUIT.L:

6.03

Ulcer Index

DBSDY:

2.88%

IUIT.L:

4.60%

Daily Std Dev

DBSDY:

18.15%

IUIT.L:

22.07%

Max Drawdown

DBSDY:

-68.44%

IUIT.L:

-33.46%

Current Drawdown

DBSDY:

-0.02%

IUIT.L:

-2.03%

Returns By Period

In the year-to-date period, DBSDY achieves a 4.87% return, which is significantly higher than IUIT.L's -0.09% return.


DBSDY

YTD

4.87%

1M

5.56%

6M

26.34%

1Y

57.19%

5Y*

21.04%

10Y*

15.22%

IUIT.L

YTD

-0.09%

1M

2.51%

6M

9.15%

1Y

28.18%

5Y*

21.83%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DBSDY vs. IUIT.L — Risk-Adjusted Performance Rank

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

DBSDY
The Risk-Adjusted Performance Rank of DBSDY is 9898
Overall Rank
The Sharpe Ratio Rank of DBSDY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSDY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of DBSDY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of DBSDY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of DBSDY is 9898
Martin Ratio Rank

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 5252
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBSDY vs. IUIT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.


Sharpe ratio
The chart of Sharpe ratio for DBSDY, currently valued at 3.07, compared to the broader market-2.000.002.004.003.071.23
The chart of Sortino ratio for DBSDY, currently valued at 4.24, compared to the broader market-6.00-4.00-2.000.002.004.006.004.241.69
The chart of Omega ratio for DBSDY, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.23
The chart of Calmar ratio for DBSDY, currently valued at 4.29, compared to the broader market0.002.004.006.004.291.81
The chart of Martin ratio for DBSDY, currently valued at 19.04, compared to the broader market-10.000.0010.0020.0030.0019.045.77
DBSDY
IUIT.L

The current DBSDY Sharpe Ratio is 3.52, which is higher than the IUIT.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DBSDY and IUIT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
3.07
1.23
DBSDY
IUIT.L

Dividends

DBSDY vs. IUIT.L - Dividend Comparison

DBSDY's dividend yield for the trailing twelve months is around 4.69%, while IUIT.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DBSDY
DBS Group Holdings Ltd ADR
4.69%4.92%6.76%5.24%3.11%2.62%5.68%7.54%2.44%3.72%3.73%2.98%
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%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBSDY vs. IUIT.L - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -68.44%, 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 DBSDY and IUIT.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.02%
-2.03%
DBSDY
IUIT.L

Volatility

DBSDY vs. IUIT.L - Volatility Comparison

The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 2.64%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 9.14%. This indicates that DBSDY 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.64%
9.14%
DBSDY
IUIT.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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