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FTCHX vs. IITU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTCHX and IITU.L 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.


-0.50.00.51.00.6

Performance

FTCHX vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
63.16%
576.17%
FTCHX
IITU.L

Key characteristics

Sharpe Ratio

FTCHX:

0.51

IITU.L:

1.28

Sortino Ratio

FTCHX:

0.80

IITU.L:

1.76

Omega Ratio

FTCHX:

1.12

IITU.L:

1.24

Calmar Ratio

FTCHX:

0.25

IITU.L:

1.87

Martin Ratio

FTCHX:

1.87

IITU.L:

5.56

Ulcer Index

FTCHX:

7.20%

IITU.L:

4.94%

Daily Std Dev

FTCHX:

26.63%

IITU.L:

21.33%

Max Drawdown

FTCHX:

-88.28%

IITU.L:

-23.56%

Current Drawdown

FTCHX:

-45.23%

IITU.L:

-3.31%

Returns By Period

In the year-to-date period, FTCHX achieves a 5.22% return, which is significantly higher than IITU.L's -0.77% return.


FTCHX

YTD

5.22%

1M

1.53%

6M

7.25%

1Y

11.60%

5Y*

4.08%

10Y*

5.34%

IITU.L

YTD

-0.77%

1M

-2.06%

6M

11.68%

1Y

27.46%

5Y*

22.85%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FTCHX vs. IITU.L - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


FTCHX
Invesco Technology Fund
Expense ratio chart for FTCHX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for IITU.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FTCHX vs. IITU.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTCHX
The Risk-Adjusted Performance Rank of FTCHX is 1818
Overall Rank
The Sharpe Ratio Rank of FTCHX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCHX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FTCHX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FTCHX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FTCHX is 2222
Martin Ratio Rank

IITU.L
The Risk-Adjusted Performance Rank of IITU.L is 5151
Overall Rank
The Sharpe Ratio Rank of IITU.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of IITU.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IITU.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IITU.L is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IITU.L is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTCHX vs. IITU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and iShares S&P 500 USD Information Technology Sector UCITS (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.


Sharpe ratio
The chart of Sharpe ratio for FTCHX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.000.441.23
The chart of Sortino ratio for FTCHX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.711.68
The chart of Omega ratio for FTCHX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.22
The chart of Calmar ratio for FTCHX, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.000.321.78
The chart of Martin ratio for FTCHX, currently valued at 1.56, compared to the broader market0.0020.0040.0060.0080.001.565.65
FTCHX
IITU.L

The current FTCHX Sharpe Ratio is 0.51, which is lower than the IITU.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FTCHX and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.44
1.23
FTCHX
IITU.L

Dividends

FTCHX vs. IITU.L - Dividend Comparison

Neither FTCHX nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTCHX vs. IITU.L - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -88.28%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for FTCHX and IITU.L. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.38%
-2.21%
FTCHX
IITU.L

Volatility

FTCHX vs. IITU.L - Volatility Comparison

Invesco Technology Fund (FTCHX) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) have volatilities of 8.62% and 8.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.62%
8.79%
FTCHX
IITU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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