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

Performance

ESIT.L vs. SNSG.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 Global X Internet of Things UCITS ETF USD Accumulating (SNSG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESIT.L achieves a 51.10% return, which is significantly higher than SNSG.L's 44.54% 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*

SNSG.L

1D
0.64%
1M
21.83%
YTD
44.54%
6M
43.68%
1Y
51.85%
3Y*
15.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
51.10%14.83%2.77%32.26%-24.43%-4.51%
SNSG.L
Global X Internet of Things UCITS ETF USD Accumulating
44.54%-0.58%0.84%16.82%-16.52%-2.35%

Correlation

The correlation between ESIT.L and SNSG.L is 0.73, 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

0.73

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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.77

The correlation between ESIT.L and SNSG.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

ESIT.L vs. SNSG.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

SNSG.L
SNSG.L Risk / Return Rank: 7272
Overall Rank
SNSG.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SNSG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SNSG.L Omega Ratio Rank: 6969
Omega Ratio Rank
SNSG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SNSG.L Martin Ratio Rank: 6262
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. SNSG.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 Global X Internet of Things UCITS ETF USD Accumulating (SNSG.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.LSNSG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

5.80

4.06

+1.74

Martin ratioReturn relative to average drawdown

14.60

10.87

+3.73

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

The current ESIT.L Sharpe Ratio is 2.78, which is comparable to the SNSG.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of ESIT.L and SNSG.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.LSNSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.49

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.34

+0.38

Drawdowns

ESIT.L vs. SNSG.L - Drawdown Comparison

The maximum ESIT.L drawdown since its inception was -37.50%, which is greater than SNSG.L's maximum drawdown of -30.09%. Use the drawdown chart below to compare losses from any high point for ESIT.L and SNSG.L.


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Drawdown Indicators


ESIT.LSNSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.50%

-30.09%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-12.71%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-29.12%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

Current Drawdown

Current decline from peak

-0.34%

0.00%

-0.34%

Average Drawdown

Average peak-to-trough decline

-11.53%

-10.67%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

4.76%

-0.10%

Volatility

ESIT.L vs. SNSG.L - Volatility Comparison

iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) has a higher volatility of 9.46% compared to Global X Internet of Things UCITS ETF USD Accumulating (SNSG.L) at 8.35%. This indicates that ESIT.L's price experiences larger fluctuations and is considered to be riskier than SNSG.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.LSNSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

8.35%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.86%

15.91%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

20.82%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

21.81%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

21.81%

+2.84%

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

ESIT.L has a 0.18% expense ratio, which is lower than SNSG.L's 0.60% expense ratio.


Dividends

ESIT.L vs. SNSG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIT.L and SNSG.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIT.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIT.L is cheaper with a 0.18% expense ratio, compared with 0.60% for SNSG.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: iShares and Global X. Their fees differ too: 0.18% for ESIT.L and 0.60% for SNSG.L.

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