ESIT.L vs. VGT
Compare and contrast key facts about iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) and Vanguard Information Technology ETF (VGT).
ESIT.L and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIT.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 18, 2020. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both ESIT.L and VGT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIT.L or VGT.
Key characteristics
| ESIT.L | VGT | |
|---|---|---|
| YTD Return | -0.98% | 23.98% |
| 1Y Return | 17.73% | 40.47% |
| 3Y Return (Ann) | 0.25% | 13.36% |
| Sharpe Ratio | 0.78 | 2.01 |
| Sortino Ratio | 1.18 | 2.59 |
| Omega Ratio | 1.15 | 1.35 |
| Calmar Ratio | 0.77 | 2.76 |
| Martin Ratio | 2.55 | 9.80 |
| Ulcer Index | 6.91% | 4.30% |
| Daily Std Dev | 22.51% | 20.89% |
| Max Drawdown | -37.50% | -54.63% |
| Current Drawdown | -16.00% | -1.80% |
Correlation
The correlation between ESIT.L and VGT is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESIT.L vs. VGT - Performance Comparison
In the year-to-date period, ESIT.L achieves a -0.98% return, which is significantly lower than VGT's 23.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESIT.L vs. VGT - Expense Ratio Comparison
ESIT.L has a 0.18% expense ratio, which is higher than VGT's 0.10% 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%.
Risk-Adjusted Performance
ESIT.L vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) and Vanguard Information Technology ETF (VGT). 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.
Dividends
ESIT.L vs. VGT - Dividend Comparison
ESIT.L has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIT.L iShares MSCI Europe Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.63% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
ESIT.L vs. VGT - Drawdown Comparison
The maximum ESIT.L drawdown since its inception was -37.50%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ESIT.L and VGT. For additional features, visit the drawdowns tool.
Volatility
ESIT.L vs. VGT - Volatility Comparison
iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) has a higher volatility of 8.97% compared to Vanguard Information Technology ETF (VGT) at 5.51%. This indicates that ESIT.L's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.