ESAB vs. IITU.L

Last updated Apr 2, 2026

Compare and contrast key facts about ESAB Corp (ESAB) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L).

IITU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.

Performance

ESAB vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESAB Corp (ESAB) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

ESAB vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESAB ESAB Corp	-9.60%	-6.55%	38.86%	85.23%	4.93%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	-8.64%	23.07%	38.50%	58.65%	-21.84%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESAB achieves a -9.60% return, which is significantly higher than IITU.L's -11.77% return.

ESAB

• 1D: 4.49%
• 1M: -16.97%
• YTD: -9.60%
• 6M: -9.18%
• 1Y: -16.19%
• 3Y*: 19.92%
• 5Y*: —
• 10Y*: —

IITU.L

• 1D: 0.00%
• 1M: -6.19%
• YTD: -11.77%
• 6M: -9.92%
• 1Y: 25.12%
• 3Y*: 25.56%
• 5Y*: 16.98%
• 10Y*: 22.03%

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

Return for Risk

ESAB vs. IITU.L — Risk / Return Rank

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

ESAB

ESAB Risk / Return Rank: 23
ESAB Sharpe Ratio Rank: 22
ESAB Sortino Ratio Rank: 22
ESAB Omega Ratio Rank: 21
ESAB Calmar Ratio Rank: 28
ESAB Martin Ratio Rank: 23

IITU.L

IITU.L Risk / Return Rank: 55
IITU.L Sharpe Ratio Rank: 60
IITU.L Sortino Ratio Rank: 61
IITU.L Omega Ratio Rank: 55
IITU.L Calmar Ratio Rank: 57
IITU.L Martin Ratio Rank: 42

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.

ESAB vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESAB Corp (ESAB) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

	ESAB	IITU.L	Difference
Sharpe ratio Return per unit of total volatility	-0.40	1.05	-1.45
Sortino ratio Return per unit of downside risk	-0.32	1.57	-1.89
Omega ratio Gain probability vs. loss probability	0.96	1.20	-0.25
Calmar ratio Return relative to maximum drawdown	-0.40	1.42	-1.82
Martin ratio Return relative to average drawdown	-0.97	4.38	-5.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESAB vs. IITU.L - Sharpe Ratio Comparison

The current ESAB Sharpe Ratio is -0.40, which is lower than the IITU.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ESAB and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESAB	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	1.05	-1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.98	-0.33

Correlation

The correlation between ESAB and IITU.L is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESAB vs. IITU.L - Dividend Comparison

ESAB's dividend yield for the trailing twelve months is around 0.38%, while IITU.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
ESAB ESAB Corp	0.38%	0.34%	0.25%	0.27%	0.32%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ESAB vs. IITU.L - Drawdown Comparison

The maximum ESAB drawdown since its inception was -41.08%, which is greater than IITU.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for ESAB and IITU.L.

Drawdown Indicators

	ESAB	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.08%	-28.03%	-13.05%
Max Drawdown (1Y) Largest decline over 1 year	-32.25%	-16.76%	-15.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.03%	—
Current Drawdown Current decline from peak	-25.09%	-13.74%	-11.35%
Average Drawdown Average peak-to-trough decline	-10.39%	-5.17%	-5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.35%	6.26%	+7.09%

Volatility

ESAB vs. IITU.L - Volatility Comparison

ESAB Corp (ESAB) has a higher volatility of 14.40% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 5.11%. This indicates that ESAB's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESAB	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.40%	5.11%	+9.29%
Volatility (6M) Calculated over the trailing 6-month period	26.37%	14.85%	+11.52%
Volatility (1Y) Calculated over the trailing 1-year period	40.38%	23.90%	+16.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.68%	23.02%	+12.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.68%	21.71%	+13.97%