PortfoliosLab logoPortfoliosLab logo
ESIT.L vs. ITEC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIT.L vs. ITEC.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 SPDR® MSCI Europe Technology UCITS ETF (ITEC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with ESIT.L having a 51.37% return and ITEC.L slightly lower at 49.74%.


ESIT.L

1D
0.18%
1M
20.73%
YTD
51.37%
6M
48.42%
1Y
65.95%
3Y*
24.77%
5Y*
15.16%
10Y*

ITEC.L

1D
0.24%
1M
20.74%
YTD
49.74%
6M
46.16%
1Y
63.94%
3Y*
24.82%
5Y*
15.28%
10Y*
17.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
51.37%14.83%2.77%32.26%-24.43%27.26%8.52%
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
49.74%15.55%3.61%32.30%-24.48%27.89%8.59%

Correlation

The correlation between ESIT.L and ITEC.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

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

0.98

The correlation between ESIT.L and ITEC.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESIT.L vs. ITEC.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: 8181
Overall Rank
ESIT.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 7575
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 7575
Martin Ratio Rank

ITEC.L
ITEC.L Risk / Return Rank: 7272
Overall Rank
ITEC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 6464
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6666
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. ITEC.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 SPDR® MSCI Europe Technology UCITS ETF (ITEC.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.LITEC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

5.60

5.30

+0.31

Martin ratioReturn relative to average drawdown

14.10

13.46

+0.64

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

The current ESIT.L Sharpe Ratio is 2.68, which is comparable to the ITEC.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of ESIT.L and ITEC.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.


Loading charts...

Sharpe Ratios by Period


ESIT.LITEC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.55

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.70

+0.02

Drawdowns

ESIT.L vs. ITEC.L - Drawdown Comparison

The maximum ESIT.L drawdown since its inception was -37.50%, roughly equal to the maximum ITEC.L drawdown of -37.70%. Use the drawdown chart below to compare losses from any high point for ESIT.L and ITEC.L.


Loading charts...

Drawdown Indicators


ESIT.LITEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.50%

-37.70%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-12.01%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-25.71%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-37.70%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.70%

Current Drawdown

Current decline from peak

-0.16%

0.00%

-0.16%

Average Drawdown

Average peak-to-trough decline

-11.52%

-8.32%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

4.74%

-0.08%

Volatility

ESIT.L vs. ITEC.L - Volatility Comparison

The current volatility for iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) is 9.42%, while SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a volatility of 10.22%. This indicates that ESIT.L experiences smaller price fluctuations and is considered to be less risky than ITEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESIT.LITEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

10.22%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

20.30%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.48%

25.02%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

25.40%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.64%

23.87%

+0.77%

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

Both ESIT.L and ITEC.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESIT.L vs. ITEC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, ESIT.L and ITEC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESIT.L and ITEC.L have the same expense ratio: 0.18% per year.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

Find the right allocation for ESIT.L and ITEC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer