FSWD.L vs. IITU.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - FSWD.L is a Global Equities fund tracking the iShares STOXX World Equity Multifactor UCITS ETF USD (Acc), while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, FSWD.L returned 11.62%/yr vs 25.26%/yr for IITU.L. A 0.78 correlation means they provide meaningful diversification when combined. FSWD.L charges 0.30%/yr vs 0.15%/yr for IITU.L.
Performance
FSWD.L vs. IITU.L - Performance Comparison
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Returns By Period
In the year-to-date period, FSWD.L achieves a 12.69% return, which is significantly lower than IITU.L's 16.77% return. Over the past 10 years, FSWD.L has underperformed IITU.L with an annualized return of 11.62%, while IITU.L has yielded a comparatively higher 25.26% annualized return.
FSWD.L
- 1D
- -0.09%
- 1M
- 0.20%
- 6M
- 12.10%
- YTD
- 12.69%
- 1Y
- 25.25%
- 3Y*
- 19.01%
- 5Y*
- 11.79%
- 10Y*
- 11.62%
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%
FSWD.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.69% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
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% | 25.57% |
Correlation
The correlation between FSWD.L and IITU.L is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.78 |
The correlation between FSWD.L and IITU.L has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
FSWD.L vs. IITU.L — Risk / Return Rank
FSWD.L
IITU.L
FSWD.L vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
| FSWD.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 1.82 | +2.71 |
| Martin ratioReturn relative to average drawdown | 17.41 | 4.40 | +13.01 |
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Drawdowns
FSWD.L vs. IITU.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, smaller than the maximum IITU.L drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for FSWD.L and IITU.L.
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Drawdown Indicators
| FSWD.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -41.09% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -16.76% | +10.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -28.03% | +8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -28.03% | +8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | -28.03% | +1.76% |
Current DrawdownCurrent decline from peak | -0.91% | -8.00% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -8.09% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 6.94% | -5.40% |
Volatility
FSWD.L vs. IITU.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.81%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.43%. This indicates that FSWD.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
| FSWD.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 7.43% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 16.54% | -8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 21.54% | -10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 26.39% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 23.71% | -6.31% |
FSWD.L vs. IITU.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is higher than IITU.L's 0.15% expense ratio.
Dividends
FSWD.L vs. IITU.L - Dividend Comparison
Neither FSWD.L nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
FSWD.L and IITU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IITU.L is cheaper with a 0.15% expense ratio, compared with 0.30% for FSWD.L.
FSWD.L is categorized as Global Equities, while IITU.L is Technology Equities. FSWD.L tracks iShares STOXX World Equity Multifactor UCITS ETF USD (Acc), while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.30% for FSWD.L and 0.15% for IITU.L.
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