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DGIT.L vs. SHLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGIT.L vs. SHLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DGIT.L achieves a 3.82% return, which is significantly lower than SHLD.L's 16.73% return.


DGIT.L

1D
-1.07%
1M
3.92%
6M
4.20%
YTD
3.82%
1Y
-1.33%
3Y*
10.99%
5Y*
1.12%
10Y*

SHLD.L

1D
-0.37%
1M
2.12%
6M
16.00%
YTD
16.73%
1Y
21.48%
3Y*
17.87%
5Y*
9.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGIT.L vs. SHLD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGIT.L
iShares Digitalisation UCITS Acc
3.82%-2.47%24.03%25.52%-28.82%2.05%37.30%20.58%-3.29%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.73%3.57%18.59%27.22%-20.68%17.61%23.48%23.39%-2.16%

Correlation

The correlation between DGIT.L and SHLD.L is 0.73, 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

0.73

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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.85

The correlation between DGIT.L and SHLD.L shifts across timeframes, from 0.73 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DGIT.L vs. SHLD.L — Risk / Return Rank

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

DGIT.L
DGIT.L Risk / Return Rank: 99
Overall Rank
DGIT.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 88
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 99
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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.

DGIT.L vs. SHLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.


DGIT.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.00

1.18

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.06

1.69

-1.75

Martin ratioReturn relative to average drawdown

-0.12

3.64

-3.76

DGIT.L vs. SHLD.L - Sharpe Ratio Comparison

The current DGIT.L Sharpe Ratio is -0.08, which is lower than the SHLD.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DGIT.L and SHLD.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.


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Drawdowns

DGIT.L vs. SHLD.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, which is greater than SHLD.L's maximum drawdown of -27.24%. Use the drawdown chart below to compare losses from any high point for DGIT.L and SHLD.L.


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Drawdown Indicators


DGIT.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-27.24%

-10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-12.66%

-10.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.88%

-24.26%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

-27.24%

-10.71%

Current Drawdown

Current decline from peak

-7.37%

-5.27%

-2.10%

Average Drawdown

Average peak-to-trough decline

-13.44%

-7.84%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

5.90%

+4.91%

Volatility

DGIT.L vs. SHLD.L - Volatility Comparison

The current volatility for iShares Digitalisation UCITS Acc (DGIT.L) is 5.63%, while iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) has a volatility of 7.09%. This indicates that DGIT.L experiences smaller price fluctuations and is considered to be less risky than SHLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGIT.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

7.09%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

17.91%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

21.43%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.76%

20.33%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

20.35%

+2.59%

DGIT.L vs. SHLD.L - Expense Ratio Comparison

Both DGIT.L and SHLD.L have an expense ratio of 0.40%.


Dividends

DGIT.L vs. SHLD.L - Dividend Comparison

DGIT.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
DGIT.L
iShares Digitalisation UCITS Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


DGIT.L and SHLD.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DGIT.L and SHLD.L have the same expense ratio: 0.40% per year.

DGIT.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD.

Portfolio Optimizer

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