ENR.DE vs. IUIT.L
ENR.DE (Siemens Energy AG) is a stock, while IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 5 years, ENR.DE returned 44.76%/yr vs 23.78%/yr for IUIT.L. At a 0.41 correlation, their price movements are largely independent.
Performance
ENR.DE vs. IUIT.L - Performance Comparison
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Different Trading Currencies
ENR.DE is traded in EUR, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENR.DE achieves a 28.10% return, which is significantly higher than IUIT.L's 19.08% return.
ENR.DE
- 1D
- 4.48%
- 1M
- -9.41%
- YTD
- 28.10%
- 6M
- 29.12%
- 1Y
- 81.84%
- 3Y*
- 86.70%
- 5Y*
- 44.76%
- 10Y*
- —
IUIT.L
- 1D
- 3.06%
- 1M
- 0.70%
- YTD
- 19.08%
- 6M
- 20.67%
- 1Y
- 43.16%
- 3Y*
- 28.43%
- 5Y*
- 23.78%
- 10Y*
- 25.62%
ENR.DE vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 28.10% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 19.08% | 8.34% | 47.65% | 54.67% | -24.76% | 44.12% | 10.06% |
Correlation
The correlation between ENR.DE 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 | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.41 |
The correlation between ENR.DE and IUIT.L shifts across timeframes, from 0.40 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. IUIT.L — Risk / Return Rank
ENR.DE
IUIT.L
ENR.DE vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) 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.
| ENR.DE | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.63 | +0.42 |
| Martin ratioReturn relative to average drawdown | 10.84 | 6.78 | +4.06 |
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Drawdowns
ENR.DE vs. IUIT.L - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than IUIT.L's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for ENR.DE and IUIT.L.
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Drawdown Indicators
| ENR.DE | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -31.38% | -48.13% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -16.15% | -9.93% |
Max Drawdown (3Y)Largest decline over 3 years | -70.62% | -29.93% | -40.69% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -29.93% | -44.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -18.14% | -7.18% | -10.96% |
Average DrawdownAverage peak-to-trough decline | -28.41% | -5.80% | -22.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 6.28% | +1.07% |
Volatility
ENR.DE vs. IUIT.L - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 15.19% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 8.75%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier 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
| ENR.DE | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.19% | 8.75% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 36.28% | 16.46% | +19.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.84% | 21.48% | +27.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.08% | 23.49% | +28.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.48% | 22.48% | +28.00% |
Dividends
ENR.DE vs. IUIT.L - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.46%, while IUIT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.46% | 0.00% | 0.00% | 0.00% | 0.57% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENR.DE 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.
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