EGDM.L vs. IUIT.L

Last updated Jun 5, 2026

EGDM.L (iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EGDM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, 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, EGDM.L returned 7.74%/yr vs 26.05%/yr for IUIT.L. A 0.54 correlation means they provide meaningful diversification when combined. EGDM.L charges 0.18%/yr vs 0.15%/yr for IUIT.L.

Performance

EGDM.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EGDM.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

The year-to-date returns for both investments are quite close, with EGDM.L having a 25.08% return and IUIT.L slightly higher at 26.17%.

EGDM.L

• 1D: -1.60%
• 1M: 6.55%
• YTD: 25.08%
• 6M: 26.80%
• 1Y: 51.52%
• 3Y*: 20.30%
• 5Y*: 7.74%
• 10Y*: —

IUIT.L

• 1D: 0.00%
• 1M: 16.60%
• YTD: 26.17%
• 6M: 24.49%
• 1Y: 56.60%
• 3Y*: 31.96%
• 5Y*: 26.05%
• 10Y*: 27.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EGDM.L iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)	25.08%	26.25%	8.50%	2.10%	-12.36%	-1.65%	15.68%	2.53%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	23.54%	14.17%	40.92%	51.48%	-20.73%	35.36%	38.94%	2.41%

Correlation

The correlation between EGDM.L and IUIT.L is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Nov 25, 2019	0.54

The correlation between EGDM.L and IUIT.L shifts across timeframes, from 0.52 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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

Sectors	EGDM.L	IUIT.L
Technology	43.1%	99.6%
Financial Services	17.9%	-
Consumer Cyclical	8.6%	-
Industrials	7.0%	0.0%
Communication Services	6.3%	-
Basic Materials	5.5%	-
Energy	3.4%	0.1%
Consumer Defensive	2.7%	-
Healthcare	2.6%	-
Utilities	1.7%	-
Real Estate	1.3%	-

Return for Risk

EGDM.L vs. IUIT.L — Risk / Return Rank

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

EGDM.L

EGDM.L Risk / Return Rank: 87
EGDM.L Sharpe Ratio Rank: 90
EGDM.L Sortino Ratio Rank: 87
EGDM.L Omega Ratio Rank: 90
EGDM.L Calmar Ratio Rank: 84
EGDM.L Martin Ratio Rank: 81

IUIT.L

IUIT.L Risk / Return Rank: 68
IUIT.L Sharpe Ratio Rank: 80
IUIT.L Sortino Ratio Rank: 76
IUIT.L Omega Ratio Rank: 70
IUIT.L Calmar Ratio Rank: 62
IUIT.L Martin Ratio Rank: 53

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.

EGDM.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.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.

	EGDM.L	IUIT.L	Difference
Sharpe ratio: Return per unit of total volatility	3.05	2.78	+0.26
Sortino ratio: Return per unit of downside risk	3.92	3.57	+0.34
Omega ratio: Gain probability vs. loss probability	1.56	1.46	+0.10
Calmar ratio: Return relative to maximum drawdown	4.47	3.32	+1.15
Martin ratio: Return relative to average drawdown	15.88	8.42	+7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EGDM.L Sharpe Ratio is 3.05, which is comparable to the IUIT.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of EGDM.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.

Sharpe Ratios by Period

	EGDM.L	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	2.78	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	1.14	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.24	-0.72

Drawdowns

EGDM.L vs. IUIT.L - Drawdown Comparison

The maximum EGDM.L drawdown since its inception was -28.27%, roughly equal to the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for EGDM.L and IUIT.L.

Drawdown Indicators

	EGDM.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.27%	-28.01%	-0.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-16.96%	+5.50%
Max Drawdown (3Y) Largest decline over 3 years	-15.33%	-28.01%	+12.68%
Max Drawdown (5Y) Largest decline over 5 years	-25.09%	-28.01%	+2.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.01%	—
Current Drawdown Current decline from peak	-2.51%	-0.78%	-1.73%
Average Drawdown Average peak-to-trough decline	-12.18%	-5.29%	-6.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	6.70%	-3.47%

Volatility

EGDM.L vs. IUIT.L - Volatility Comparison

iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) have volatilities of 7.45% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGDM.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.45%	7.16%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	14.40%	15.20%	-0.80%
Volatility (1Y) Calculated over the trailing 1-year period	16.85%	20.23%	-3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	22.82%	-6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	22.51%	-4.50%

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

EGDM.L has a 0.18% expense ratio, which is higher than IUIT.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EGDM.L vs. IUIT.L - Dividend Comparison

EGDM.L's dividend yield for the trailing twelve months is around 1.51%, while IUIT.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
EGDM.L iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)	1.51%	1.88%	2.34%	2.37%	2.55%	1.96%	1.62%	0.05%
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

Can I hold both EGDM.L and IUIT.L in my portfolio?

EGDM.L and IUIT.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EGDM.L or IUIT.L?

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.

Which ETF is cheaper, EGDM.L or IUIT.L?

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.18% for EGDM.L.

What is the main difference between EGDM.L and IUIT.L?

EGDM.L is categorized as Emerging Markets Equities, while IUIT.L is Technology Equities. EGDM.L tracks MSCI EM NR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for EGDM.L and 0.15% for IUIT.L.