ESIS.L vs. IITU.L

Last updated Jun 5, 2026

ESIS.L (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - ESIS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IITU.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, ESIS.L returned 0.80%/yr vs 25.50%/yr for IITU.L. At a 0.14 correlation, their price movements are largely independent. ESIS.L charges 0.18%/yr vs 0.15%/yr for IITU.L.

Performance

ESIS.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) 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.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESIS.L achieves a -2.90% return, which is significantly lower than IITU.L's 23.25% return.

ESIS.L

• 1D: -0.53%
• 1M: -0.85%
• YTD: -2.90%
• 6M: -2.91%
• 1Y: -2.62%
• 3Y*: -0.37%
• 5Y*: 0.80%
• 10Y*: —

IITU.L

• 1D: -2.08%
• 1M: 14.24%
• YTD: 23.25%
• 6M: 22.00%
• 1Y: 53.38%
• 3Y*: 30.94%
• 5Y*: 25.50%
• 10Y*: 27.26%

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

ESIS.L vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESIS.L iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)	-2.90%	12.15%	-6.75%	-1.03%	-2.95%	12.22%	2.78%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	23.25%	14.44%	40.85%	50.70%	-20.63%	35.67%	6.35%

Correlation

The correlation between ESIS.L and IITU.L is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020	0.14

The correlation between ESIS.L and IITU.L shifts across timeframes, from -0.18 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

ESIS.L vs. IITU.L - Sectors Allocation Comparison

Sectors	ESIS.L	IITU.L
Consumer Defensive	99.2%	-
Consumer Cyclical	0.8%	-
Basic Materials	-	-
Communication Services	-	-
Energy	-	0.1%
Financial Services	-	-
Healthcare	-	-
Industrials	-	0.0%
Real Estate	-	-
Technology	-	99.6%
Utilities	-	-

Return for Risk

ESIS.L vs. IITU.L — Risk / Return Rank

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

ESIS.L

ESIS.L Risk / Return Rank: 7
ESIS.L Sharpe Ratio Rank: 7
ESIS.L Sortino Ratio Rank: 7
ESIS.L Omega Ratio Rank: 7
ESIS.L Calmar Ratio Rank: 7
ESIS.L Martin Ratio Rank: 7

IITU.L

IITU.L Risk / Return Rank: 70
IITU.L Sharpe Ratio Rank: 84
IITU.L Sortino Ratio Rank: 78
IITU.L Omega Ratio Rank: 76
IITU.L Calmar Ratio Rank: 65
IITU.L Martin Ratio Rank: 49

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) 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.

	ESIS.L	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.19	2.71	-2.90
Sortino ratio: Return per unit of downside risk	-0.18	3.46	-3.64
Omega ratio: Gain probability vs. loss probability	0.98	1.44	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.19	3.17	-3.36
Martin ratio: Return relative to average drawdown	-0.43	8.17	-8.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIS.L vs. IITU.L - Sharpe Ratio Comparison

The current ESIS.L Sharpe Ratio is -0.19, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of ESIS.L and IITU.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

	ESIS.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	2.71	-2.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	1.16	-1.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	1.23	-1.06

Drawdowns

ESIS.L vs. IITU.L - Drawdown Comparison

The maximum ESIS.L drawdown since its inception was -17.71%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for ESIS.L and IITU.L.

Drawdown Indicators

	ESIS.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.71%	-28.03%	+10.32%
Max Drawdown (1Y) Largest decline over 1 year	-13.78%	-16.76%	+2.98%
Max Drawdown (3Y) Largest decline over 3 years	-13.78%	-28.03%	+14.25%
Max Drawdown (5Y) Largest decline over 5 years	-17.71%	-28.03%	+10.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.03%	—
Current Drawdown Current decline from peak	-12.86%	-2.89%	-9.97%
Average Drawdown Average peak-to-trough decline	-7.44%	-5.14%	-2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.04%	6.51%	-0.47%

Volatility

ESIS.L vs. IITU.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 4.54%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESIS.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	7.01%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	11.16%	14.45%	-3.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	19.60%	-6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.66%	21.94%	-9.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.67%	21.31%	-8.64%

ESIS.L vs. IITU.L - Expense Ratio Comparison

ESIS.L has a 0.18% expense ratio, which is higher than IITU.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

ESIS.L vs. IITU.L - Dividend Comparison

Neither ESIS.L nor IITU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ESIS.L and IITU.L in my portfolio?

ESIS.L and IITU.L have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESIS.L or IITU.L?

On fees, IITU.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, ESIS.L or IITU.L?

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIS.L.

What is the main difference between ESIS.L and IITU.L?

ESIS.L is categorized as Consumer Staples Equities, while IITU.L is Technology Equities. ESIS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for ESIS.L and 0.15% for IITU.L.