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ESIT.L vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESIT.L vs. CUKX.L

Last updated Jun 4, 2026

ESIT.L (iShares MSCI Europe Information Technology Sector UCITS ETF) and CUKX.L (iShares FTSE 100 UCITS ETF) are both exchange-traded funds - ESIT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while CUKX.L is a fund fund tracking the FTSE 100 Index. Both are passively managed. Over the past 5 years, ESIT.L returned 15.12%/yr vs 11.65%/yr for CUKX.L. At a 0.48 correlation, their price movements are largely independent. ESIT.L charges 0.18%/yr vs 0.07%/yr for CUKX.L.

Performance

ESIT.L vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESIT.L achieves a 51.10% return, which is significantly higher than CUKX.L's 5.56% return.

ESIT.L

1D
-0.34%
1M
23.02%
YTD
51.10%
6M
49.13%
1Y
68.29%
3Y*
24.63%
5Y*
15.12%
10Y*
—

CUKX.L

1D
-0.38%
1M
-0.14%
YTD
5.56%
6M
8.06%
1Y
21.44%
3Y*
14.43%
5Y*
11.65%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIT.L vs. CUKX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF		51.10%14.83%2.77%32.26%-24.43%27.26%8.52%
CUKX.L
iShares FTSE 100 UCITS ETF		5.56%25.78%9.30%7.72%4.97%17.48%2.40%

Correlation

The correlation between ESIT.L and CUKX.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.49

The correlation between ESIT.L and CUKX.L shifts across timeframes, from 0.34 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

ESIT.L vs. CUKX.L - Sectors Allocation Comparison

Sectors
ESIT.L
CUKX.L

Technology

92.0%
0.8%

Communication Services

5.3%
2.6%

Industrials

2.7%
13.7%

Basic Materials

-

8.9%

Consumer Cyclical

-

5.0%

Consumer Defensive

-

13.2%

Energy

-

11.3%

Financial Services

-

25.0%

Healthcare

-

13.6%

Real Estate

-

0.9%

Utilities

-

5.1%

Technology

ESIT.L
92.0%
CUKX.L
0.8%

Communication Services

ESIT.L
5.3%
CUKX.L
2.6%

Industrials

ESIT.L
2.7%
CUKX.L
13.7%

Basic Materials

ESIT.L

-

CUKX.L
8.9%

Consumer Cyclical

ESIT.L

-

CUKX.L
5.0%

Consumer Defensive

ESIT.L

-

CUKX.L
13.2%

Energy

ESIT.L

-

CUKX.L
11.3%

Financial Services

ESIT.L

-

CUKX.L
25.0%

Healthcare

ESIT.L

-

CUKX.L
13.6%

Real Estate

ESIT.L

-

CUKX.L
0.9%

Utilities

ESIT.L

-

CUKX.L
5.1%

Compare stocks, funds, or ETFs

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iShares MSCI Europe Information Technology Sector UCITS ETF

iShares FTSE 100 UCITS ETF

Often compared with ESIT.L:
ESIT.L vs. VGTESIT.L vs. XS8R.LESIT.L vs. EXV3.DEESIT.L vs. IITU.LESIT.L vs. EUNL.DEESIT.L vs. SMEA.LESIT.L vs. VOO
Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L

Return for Risk

ESIT.L vs. CUKX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESIT.L
ESIT.L Risk / Return Rank: 8282
Overall Rank
ESIT.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 7575
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 7777
Martin Ratio Rank
CUKX.L
CUKX.L Risk / Return Rank: 5454
Overall Rank
CUKX.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 5959
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 4949
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.

ESIT.L vs. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) and iShares FTSE 100 UCITS ETF (CUKX.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.

ESIT.LCUKX.LDifference
Sharpe ratioReturn per unit of total volatility
2.78
1.96

+0.81

Sortino ratioReturn per unit of downside risk
3.66
2.75

+0.92

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

5.80

2.40

+3.40

Martin ratioReturn relative to average drawdown

14.60

8.21

+6.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIT.L vs. CUKX.L - Sharpe Ratio Comparison

The current ESIT.L Sharpe Ratio is 2.78, which is higher than the CUKX.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ESIT.L and CUKX.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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Sharpe Ratios by Period

ESIT.LCUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

1.96

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.92

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.61

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.53

+0.19

Drawdowns

ESIT.L vs. CUKX.L - Drawdown Comparison

The maximum ESIT.L drawdown since its inception was -37.50%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for ESIT.L and CUKX.L.

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Drawdown Indicators

ESIT.LCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.50%

-34.50%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-8.89%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-12.88%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-12.88%

-24.62%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.50%

—

Current Drawdown

Current decline from peak

-0.34%

-4.42%

+4.08%

Average Drawdown

Average peak-to-trough decline

-11.53%

-4.40%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

2.60%

+2.06%

Volatility

ESIT.L vs. CUKX.L - Volatility Comparison

iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) has a higher volatility of 9.46% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.32%. This indicates that ESIT.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESIT.LCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

4.32%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

19.86%

9.47%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

10.87%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

12.71%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

15.09%

+9.56%

ESIT.L vs. CUKX.L - Expense Ratio Comparison

ESIT.L has a 0.18% expense ratio, which is higher than CUKX.L's 0.07% 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

ESIT.L vs. CUKX.L - Dividend Comparison

Neither ESIT.L nor CUKX.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

ESIT.L and CUKX.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIT.L.

ESIT.L tracks MSCI World/Information Tech NR USD, while CUKX.L tracks FTSE 100 Index. Their fees differ too: 0.18% for ESIT.L and 0.07% for CUKX.L.

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