EBLU vs. IITU.L
Compare and contrast key facts about Ecofin Global Water ESG Fund (EBLU) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
EBLU and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBLU is a passively managed fund by Tortoise that tracks the performance of the Ecofin Water ESG Index. It was launched on Feb 15, 2017. IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both EBLU and IITU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBLU or IITU.L.
Key characteristics
| EBLU | IITU.L | |
|---|---|---|
| YTD Return | 16.37% | 34.67% |
| 1Y Return | 34.01% | 41.23% |
| 3Y Return (Ann) | 1.88% | 18.96% |
| 5Y Return (Ann) | 10.50% | 25.69% |
| Sharpe Ratio | 2.36 | 1.97 |
| Sortino Ratio | 3.33 | 2.62 |
| Omega Ratio | 1.41 | 1.34 |
| Calmar Ratio | 1.42 | 2.69 |
| Martin Ratio | 12.36 | 8.20 |
| Ulcer Index | 2.71% | 4.83% |
| Daily Std Dev | 14.24% | 20.04% |
| Max Drawdown | -37.58% | -23.56% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EBLU and IITU.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EBLU vs. IITU.L - Performance Comparison
In the year-to-date period, EBLU achieves a 16.37% return, which is significantly lower than IITU.L's 34.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBLU vs. IITU.L - Expense Ratio Comparison
EBLU has a 0.40% expense ratio, which is higher than IITU.L's 0.15% expense ratio.
Risk-Adjusted Performance
EBLU vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.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.
Dividends
EBLU vs. IITU.L - Dividend Comparison
EBLU's dividend yield for the trailing twelve months is around 1.12%, while IITU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EBLU Ecofin Global Water ESG Fund | 1.12% | 1.46% | 0.00% | 1.55% | 1.42% | 1.58% | 1.35% | 0.20% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EBLU vs. IITU.L - Drawdown Comparison
The maximum EBLU drawdown since its inception was -37.58%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for EBLU and IITU.L. For additional features, visit the drawdowns tool.
Volatility
EBLU vs. IITU.L - Volatility Comparison
The current volatility for Ecofin Global Water ESG Fund (EBLU) is 4.70%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 5.40%. This indicates that EBLU experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.