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ECOG.L vs. IITU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECOG.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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ECOG.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
-5.84%3.54%4.57%15.08%-12.19%19.87%38.74%26.75%-16.54%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
-7.60%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%0.36%

Returns By Period

In the year-to-date period, ECOG.L achieves a -5.84% return, which is significantly higher than IITU.L's -7.60% return.


ECOG.L

1D
2.39%
1M
-3.46%
YTD
-5.84%
6M
-5.65%
1Y
1.67%
3Y*
2.99%
5Y*
2.43%
10Y*

IITU.L

1D
2.99%
1M
-2.13%
YTD
-7.60%
6M
-5.52%
1Y
25.84%
3Y*
23.85%
5Y*
18.71%
10Y*
23.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECOG.L vs. IITU.L - Expense Ratio Comparison

ECOG.L has a 0.49% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Return for Risk

ECOG.L vs. IITU.L — Risk / Return Rank

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

ECOG.L
ECOG.L Risk / Return Rank: 1414
Overall Rank
ECOG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1313
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1414
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 5555
Overall Rank
IITU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4242
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.

ECOG.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (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.


ECOG.LIITU.LDifference

Sharpe ratio

Return per unit of total volatility

0.10

1.10

-1.00

Sortino ratio

Return per unit of downside risk

0.25

1.62

-1.37

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

0.13

1.51

-1.37

Martin ratio

Return relative to average drawdown

0.44

4.03

-3.59

ECOG.L vs. IITU.L - Sharpe Ratio Comparison

The current ECOG.L Sharpe Ratio is 0.10, which is lower than the IITU.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ECOG.L and IITU.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.


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Sharpe Ratios by Period


ECOG.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.10

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.86

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.09

-0.65

Correlation

The correlation between ECOG.L and IITU.L is 0.67, 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.


Dividends

ECOG.L vs. IITU.L - Dividend Comparison

Neither ECOG.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ECOG.L vs. IITU.L - Drawdown Comparison

The maximum ECOG.L drawdown since its inception was -26.12%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for ECOG.L and IITU.L.


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Drawdown Indicators


ECOG.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-28.03%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.37%

-16.76%

+3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

-28.03%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-9.24%

-13.74%

+4.50%

Average Drawdown

Average peak-to-trough decline

-7.66%

-5.17%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

6.26%

-2.35%

Volatility

ECOG.L vs. IITU.L - Volatility Comparison

Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) has a higher volatility of 5.88% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 5.29%. This indicates that ECOG.L's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECOG.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

5.29%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

14.91%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

23.56%

-6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

21.82%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

21.23%

-4.13%