DGTL.L vs. DGIT.L
Compare and contrast key facts about iShares Digitalisation UCITS Acc (DGTL.L) and iShares Digitalisation UCITS Acc (DGIT.L).
DGTL.L and DGIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGTL.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 8, 2016. DGIT.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 8, 2016. Both DGTL.L and DGIT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGTL.L vs. DGIT.L - Performance Comparison
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DGTL.L vs. DGIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGTL.L iShares Digitalisation UCITS Acc | -13.41% | 3.88% | 23.09% | 32.80% | -36.42% | 0.64% | 41.58% | 25.49% | -5.03% | 28.64% |
DGIT.L iShares Digitalisation UCITS Acc | -12.93% | 4.31% | 21.96% | 32.15% | -36.43% | 1.12% | 41.50% | 25.41% | -4.95% | 27.67% |
Different Trading Currencies
DGTL.L is traded in USD, while DGIT.L is traded in GBp. To make them comparable, the DGIT.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with DGTL.L having a -13.41% return and DGIT.L slightly higher at -12.93%.
DGTL.L
- 1D
- 2.62%
- 1M
- -2.31%
- YTD
- -13.41%
- 6M
- -17.61%
- 1Y
- -5.21%
- 3Y*
- 9.79%
- 5Y*
- -1.84%
- 10Y*
- —
DGIT.L
- 1D
- 2.25%
- 1M
- -3.70%
- YTD
- -12.93%
- 6M
- -17.58%
- 1Y
- -5.32%
- 3Y*
- 9.87%
- 5Y*
- -1.79%
- 10Y*
- —
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DGTL.L vs. DGIT.L - Expense Ratio Comparison
Both DGTL.L and DGIT.L have an expense ratio of 0.40%.
Return for Risk
DGTL.L vs. DGIT.L — Risk / Return Rank
DGTL.L
DGIT.L
DGTL.L vs. DGIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGTL.L) and iShares Digitalisation UCITS Acc (DGIT.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.
| DGTL.L | DGIT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | -0.27 | +0.01 |
Sortino ratioReturn per unit of downside risk | -0.23 | -0.24 | 0.00 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.97 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.27 | +0.01 |
Martin ratioReturn relative to average drawdown | -0.69 | -0.75 | +0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGTL.L | DGIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | -0.27 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.08 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.35 | +0.01 |
Correlation
The correlation between DGTL.L and DGIT.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGTL.L vs. DGIT.L - Dividend Comparison
Neither DGTL.L nor DGIT.L has paid dividends to shareholders.
Drawdowns
DGTL.L vs. DGIT.L - Drawdown Comparison
The maximum DGTL.L drawdown since its inception was -46.85%, roughly equal to the maximum DGIT.L drawdown of -46.83%. Use the drawdown chart below to compare losses from any high point for DGTL.L and DGIT.L.
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Drawdown Indicators
| DGTL.L | DGIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.85% | -37.95% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -23.84% | -22.67% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -46.85% | -37.95% | -8.90% |
Current DrawdownCurrent decline from peak | -20.47% | -21.87% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -12.95% | -10.95% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.97% | 8.57% | +0.40% |
Volatility
DGTL.L vs. DGIT.L - Volatility Comparison
iShares Digitalisation UCITS Acc (DGTL.L) and iShares Digitalisation UCITS Acc (DGIT.L) have volatilities of 6.34% and 6.06%, 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.
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Volatility by Period
| DGTL.L | DGIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.06% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 12.79% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 19.90% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 21.24% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 20.30% | +0.55% |