EEJD.L vs. IUIT.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 21.03%/yr for IUIT.L. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
EEJD.L vs. IUIT.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EEJD.L having a 16.29% return and IUIT.L slightly higher at 17.06%.
EEJD.L
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
IUIT.L
- 1D
- -0.78%
- 1M
- -2.95%
- 6M
- 19.62%
- YTD
- 17.06%
- 1Y
- 31.65%
- 3Y*
- 29.24%
- 5Y*
- 21.03%
- 10Y*
- 25.50%
EEJD.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 17.06% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 32.16% |
Correlation
The correlation between EEJD.L and IUIT.L is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.56 |
The correlation between EEJD.L and IUIT.L has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
EEJD.L vs. IUIT.L — Risk / Return Rank
EEJD.L
IUIT.L
EEJD.L vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEJD.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.85 | +0.93 |
| Martin ratioReturn relative to average drawdown | 9.14 | 4.97 | +4.17 |
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Drawdowns
EEJD.L vs. IUIT.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, roughly equal to the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for EEJD.L and IUIT.L.
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Drawdown Indicators
| EEJD.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -33.46% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -17.03% | +4.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -26.40% | +12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -33.46% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -3.82% | -7.85% | +4.03% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -5.91% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 6.35% | -2.40% |
Volatility
EEJD.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) is 6.68%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.15%. This indicates that EEJD.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
| EEJD.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 7.15% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 17.59% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 22.08% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 23.96% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 22.32% | -3.53% |
EEJD.L vs. IUIT.L - Expense Ratio Comparison
Both EEJD.L and IUIT.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EEJD.L vs. IUIT.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while IUIT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEJD.L and IUIT.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L and IUIT.L have the same expense ratio: 0.15% per year.
EEJD.L is categorized as Japan Equities, while IUIT.L is Technology Equities. EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index.
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