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DGTL.L vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGTL.L vs. URTH

Last updated Jun 5, 2026

DGTL.L (iShares Digitalisation UCITS Acc) and URTH (iShares MSCI World ETF) are both exchange-traded funds - DGTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, DGTL.L returned 1.03%/yr vs 11.97%/yr for URTH. A 0.55 correlation means they provide meaningful diversification when combined. DGTL.L charges 0.40%/yr vs 0.24%/yr for URTH.

Performance

DGTL.L vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digitalisation UCITS Acc (DGTL.L) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGTL.L achieves a 1.73% return, which is significantly lower than URTH's 10.71% return.

DGTL.L

1D
1.04%
1M
7.87%
YTD
1.73%
6M
1.73%
1Y
-0.27%
3Y*
14.88%
5Y*
1.03%
10Y*
—

URTH

1D
0.50%
1M
4.39%
YTD
10.71%
6M
11.32%
1Y
26.53%
3Y*
21.13%
5Y*
11.97%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGTL.L vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGTL.L
iShares Digitalisation UCITS Acc		1.73%3.88%23.09%32.80%-36.42%0.64%41.58%25.49%-5.03%28.64%
URTH
iShares MSCI World ETF		10.71%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%22.95%

Correlation

The correlation between DGTL.L and URTH is 0.50, 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

0.50

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

0.52

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

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2016

0.55

The correlation between DGTL.L and URTH has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

DGTL.L vs. URTH - Sectors Allocation Comparison

Sectors
DGTL.L
URTH

Technology

38.6%
28.3%

Communication Services

20.0%
9.3%

Consumer Cyclical

17.4%
9.3%

Industrials

11.5%
11.3%

Real Estate

6.3%
1.9%

Financial Services

6.1%
15.8%

Healthcare

0.1%
8.8%

Consumer Defensive

0.1%
5.2%

Basic Materials

-

3.3%

Energy

-

4.2%

Utilities

-

2.7%

Technology

DGTL.L
38.6%
URTH
28.3%

Communication Services

DGTL.L
20.0%
URTH
9.3%

Consumer Cyclical

DGTL.L
17.4%
URTH
9.3%

Industrials

DGTL.L
11.5%
URTH
11.3%

Real Estate

DGTL.L
6.3%
URTH
1.9%

Financial Services

DGTL.L
6.1%
URTH
15.8%

Healthcare

DGTL.L
0.1%
URTH
8.8%

Consumer Defensive

DGTL.L
0.1%
URTH
5.2%

Basic Materials

DGTL.L

-

URTH
3.3%

Energy

DGTL.L

-

URTH
4.2%

Utilities

DGTL.L

-

URTH
2.7%

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iShares Digitalisation UCITS Acc

iShares MSCI World ETF

Often compared with DGTL.L:
DGTL.L vs. DGIT.LDGTL.L vs. SBIO.LDGTL.L vs. KFTK.DEDGTL.L vs. CSPX.LDGTL.L vs. VHYG.LDGTL.L vs. VWRA.LDGTL.L vs. WCLD
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

DGTL.L vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGTL.L
DGTL.L Risk / Return Rank: 99
Overall Rank
DGTL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DGTL.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DGTL.L Omega Ratio Rank: 99
Omega Ratio Rank
DGTL.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DGTL.L Martin Ratio Rank: 99
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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.

DGTL.L vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGTL.L) and iShares MSCI World ETF (URTH). 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.LURTHDifference
Sharpe ratioReturn per unit of total volatility
-0.02
2.21

-2.23

Sortino ratioReturn per unit of downside risk
0.11
3.06

-2.96

Omega ratioGain probability vs. loss probability

1.01

1.40

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.01

2.94

-2.95

Martin ratioReturn relative to average drawdown

-0.03

13.35

-13.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGTL.L vs. URTH - Sharpe Ratio Comparison

The current DGTL.L Sharpe Ratio is -0.02, which is lower than the URTH Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DGTL.L and URTH, 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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Sharpe Ratios by Period

DGTL.LURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.21

-2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.74

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.73

-0.29

Drawdowns

DGTL.L vs. URTH - Drawdown Comparison

The maximum DGTL.L drawdown since its inception was -46.85%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DGTL.L and URTH.

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Drawdown Indicators

DGTL.LURTHDifference

Max Drawdown

Largest peak-to-trough decline

-46.85%

-34.01%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-23.84%

-9.06%

-14.78%

Max Drawdown (3Y)

Largest decline over 3 years

-23.84%

-16.94%

-6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-46.85%

-26.05%

-20.80%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.01%

—

Current Drawdown

Current decline from peak

-6.57%

-0.25%

-6.32%

Average Drawdown

Average peak-to-trough decline

-12.96%

-4.37%

-8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

1.99%

+8.56%

Volatility

DGTL.L vs. URTH - Volatility Comparison

iShares Digitalisation UCITS Acc (DGTL.L) has a higher volatility of 5.79% compared to iShares MSCI World ETF (URTH) at 3.24%. This indicates that DGTL.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGTL.LURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

3.24%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

9.43%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

12.05%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

16.18%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

17.27%

+3.60%

DGTL.L vs. URTH - Expense Ratio Comparison

DGTL.L has a 0.40% expense ratio, which is higher than URTH's 0.24% expense ratio.

Dividends

DGTL.L vs. URTH - Dividend Comparison

DGTL.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.34%.

PositionTTM20252024202320222021202020192018201720162015
DGTL.L
iShares Digitalisation UCITS 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%
URTH
iShares MSCI World ETF		1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

DGTL.L and URTH have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.40% for DGTL.L.

DGTL.L is categorized as Technology Equities, while URTH is Global Equities. DGTL.L tracks MSCI World/Information Tech NR USD, while URTH tracks MSCI World Index (Net). Their fees differ too: 0.40% for DGTL.L and 0.24% for URTH.

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