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

Performance

EEJD.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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

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

EEJD.L
EEJD.L Risk / Return Rank: 6464
Overall Rank
EEJD.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EEJD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EEJD.L Omega Ratio Rank: 6161
Omega Ratio Rank
EEJD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EEJD.L Martin Ratio Rank: 6464
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 4646
Overall Rank
IUIT.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 4646
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 3939
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.

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.LIUIT.LDifference
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

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

The current EEJD.L Sharpe Ratio is 1.63, which is comparable to the IUIT.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EEJD.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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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.LIUIT.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.82%

-7.85%

+4.03%

Average Drawdown

Average peak-to-trough decline

-8.12%

-5.91%

-2.21%

Ulcer Index

Depth 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.LIUIT.LDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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

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