FDNI.L vs. IITU.L
FDNI.L (First Trust Dow Jones International Internet ETF Class A USD) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both Technology Equities funds - FDNI.L tracks the First Trust Dow Jones International Internet ETF Class A USD while IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, FDNI.L returned -8.22%/yr vs 21.55%/yr for IITU.L. At a 0.48 correlation, their price movements are largely independent.
Performance
FDNI.L vs. IITU.L - Performance Comparison
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Returns By Period
In the year-to-date period, FDNI.L achieves a -19.01% return, which is significantly lower than IITU.L's 16.77% return.
FDNI.L
- 1D
- 0.22%
- 1M
- 2.11%
- 6M
- -21.40%
- YTD
- -19.01%
- 1Y
- -16.52%
- 3Y*
- 4.18%
- 5Y*
- -8.22%
- 10Y*
- —
IITU.L
- 1D
- -1.54%
- 1M
- -3.41%
- 6M
- 19.28%
- YTD
- 16.77%
- 1Y
- 30.62%
- 3Y*
- 28.08%
- 5Y*
- 21.55%
- 10Y*
- 25.26%
FDNI.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDNI.L First Trust Dow Jones International Internet ETF Class A USD | -19.01% | 17.62% | 24.52% | -3.10% | -31.88% | 6,246.96% | 4.74% | 23.78% | -14.65% | 23.90% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 16.77% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 21.75% |
Correlation
The correlation between FDNI.L and IITU.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2017 | 0.48 |
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Return for Risk
FDNI.L vs. IITU.L — Risk / Return Rank
FDNI.L
IITU.L
FDNI.L vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF Class A USD (FDNI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDNI.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.82 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.79 | 4.40 | -5.20 |
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Drawdowns
FDNI.L vs. IITU.L - Drawdown Comparison
The maximum FDNI.L drawdown since its inception was -64.63%, which is greater than IITU.L's maximum drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for FDNI.L and IITU.L.
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Drawdown Indicators
| FDNI.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.63% | -41.09% | -23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -35.98% | -16.76% | -19.22% |
Max Drawdown (3Y)Largest decline over 3 years | -35.98% | -28.03% | -7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -56.60% | -28.03% | -28.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.03% | — |
Current DrawdownCurrent decline from peak | -47.79% | -8.00% | -39.79% |
Average DrawdownAverage peak-to-trough decline | -27.64% | -8.09% | -19.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.58% | 6.94% | +13.64% |
Volatility
FDNI.L vs. IITU.L - Volatility Comparison
The current volatility for First Trust Dow Jones International Internet ETF Class A USD (FDNI.L) is 5.45%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.43%. This indicates that FDNI.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.
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Volatility by Period
| FDNI.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 7.43% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 17.16% | 16.54% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 21.54% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.25% | 26.39% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,375.51% | 23.71% | +2,351.80% |
Dividends
FDNI.L vs. IITU.L - Dividend Comparison
Neither FDNI.L nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
FDNI.L and IITU.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDNI.L tracks First Trust Dow Jones International Internet ETF Class A USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: First Trust and iShares.
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