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

Performance

ECOG.L vs. IUIT.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 (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ECOG.L achieves a -1.05% return, which is significantly lower than IUIT.L's 26.17% return.


ECOG.L

1D
-1.41%
1M
2.40%
YTD
-1.05%
6M
0.38%
1Y
7.32%
3Y*
5.55%
5Y*
2.25%
10Y*

IUIT.L

1D
-0.78%
1M
18.21%
YTD
26.17%
6M
24.98%
1Y
57.16%
3Y*
32.13%
5Y*
26.05%
10Y*
27.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
-1.05%3.54%4.57%15.08%-12.19%19.87%38.74%26.75%-16.54%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
26.17%14.17%40.92%51.48%-20.73%35.36%38.94%43.23%0.65%

Correlation

The correlation between ECOG.L and IUIT.L is 0.52, 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

0.52

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

0.51

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2018

0.65

The correlation between ECOG.L and IUIT.L shifts across timeframes, from 0.51 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.

ECOG.L vs. IUIT.L - Sectors Allocation Comparison


Sectors
ECOG.L
IUIT.L

Industrials

37.8%
0.0%

Consumer Cyclical

31.1%

-

Technology

16.9%
99.6%

Real Estate

7.7%

-

Consumer Defensive

4.2%

-

Financial Services

2.2%

-

Basic Materials

-

-

Communication Services

-

-

Energy

-

0.1%

Healthcare

-

-

Utilities

-

-

Industrials

ECOG.L
37.8%
IUIT.L
0.0%

Consumer Cyclical

ECOG.L
31.1%
IUIT.L

-

Technology

ECOG.L
16.9%
IUIT.L
99.6%

Real Estate

ECOG.L
7.7%
IUIT.L

-

Consumer Defensive

ECOG.L
4.2%
IUIT.L

-

Financial Services

ECOG.L
2.2%
IUIT.L

-

Basic Materials

ECOG.L

-

IUIT.L

-

Communication Services

ECOG.L

-

IUIT.L

-

Energy

ECOG.L

-

IUIT.L
0.1%

Healthcare

ECOG.L

-

IUIT.L

-

Utilities

ECOG.L

-

IUIT.L

-

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Return for Risk

ECOG.L vs. IUIT.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: 1616
Overall Rank
ECOG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1616
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1616
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 7171
Overall Rank
IUIT.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7373
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5555
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. IUIT.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 (IUIT.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.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-2.80

Omega ratioGain probability vs. loss probability

1.10

1.46

-0.36

Calmar ratioReturn relative to maximum drawdown

0.57

3.35

-2.78

Martin ratioReturn relative to average drawdown

1.54

8.51

-6.96

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

The current ECOG.L Sharpe Ratio is 0.51, which is lower than the IUIT.L Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of ECOG.L and IUIT.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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Sharpe Ratios by Period


ECOG.LIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.81

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

1.14

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.24

-0.77

Drawdowns

ECOG.L vs. IUIT.L - Drawdown Comparison

The maximum ECOG.L drawdown since its inception was -26.12%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for ECOG.L and IUIT.L.


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Drawdown Indicators


ECOG.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-28.01%

+1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-16.96%

+4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-28.01%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

-28.01%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

Current Drawdown

Current decline from peak

-4.62%

-0.78%

-3.84%

Average Drawdown

Average peak-to-trough decline

-7.65%

-5.29%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

6.70%

-1.97%

Volatility

ECOG.L vs. IUIT.L - Volatility Comparison

The current volatility for Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) is 4.15%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.14%. This indicates that ECOG.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

7.14%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

15.20%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

20.31%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

22.82%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

22.51%

-5.46%

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

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


Dividends

ECOG.L vs. IUIT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ECOG.L and IUIT.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.49% for ECOG.L.

ECOG.L tracks MSCI World/Information Tech NR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for ECOG.L and 0.15% for IUIT.L.

Portfolio Optimizer

Find the right allocation for ECOG.L and IUIT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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