GOOG vs. IITU.L
GOOG (Alphabet Inc) is a stock, while IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, GOOG returned 26.25%/yr vs 25.85%/yr for IITU.L. At a 0.45 correlation, their price movements are largely independent.
Performance
GOOG vs. IITU.L - Performance Comparison
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Different Trading Currencies
GOOG is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GOOG achieves a 16.64% return, which is significantly lower than IITU.L's 18.75% return. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 26.25% annualized return and IITU.L not far behind at 25.85%.
GOOG
- 1D
- -0.95%
- 1M
- -7.44%
- YTD
- 16.64%
- 6M
- 13.71%
- 1Y
- 116.14%
- 3Y*
- 42.32%
- 5Y*
- 24.64%
- 10Y*
- 26.25%
IITU.L
- 1D
- -3.42%
- 1M
- 6.84%
- YTD
- 18.75%
- 6M
- 18.13%
- 1Y
- 45.51%
- 3Y*
- 33.37%
- 5Y*
- 23.32%
- 10Y*
- 25.85%
GOOG vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 16.64% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 18.75% | 23.07% | 38.50% | 58.65% | -29.11% | 34.44% | 42.58% | 49.99% | -1.62% | 37.53% |
Correlation
The correlation between GOOG and IITU.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.45 |
The correlation between GOOG and IITU.L shifts across timeframes, from 0.30 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GOOG vs. IITU.L — Risk / Return Rank
GOOG
IITU.L
GOOG vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.36 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.63 | 2.70 | +2.93 |
| Martin ratioReturn relative to average drawdown | 20.33 | 8.10 | +12.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOOG | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.06 | 2.23 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.86 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 1.08 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.75 | +0.07 |
Drawdowns
GOOG vs. IITU.L - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, roughly equal to the maximum IITU.L drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for GOOG and IITU.L.
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Drawdown Indicators
| GOOG | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -43.85% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -16.80% | -3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -26.42% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -34.22% | -10.38% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -34.22% | -10.38% |
Current DrawdownCurrent decline from peak | -8.34% | -6.51% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -10.62% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 5.60% | +0.14% |
Volatility
GOOG vs. IITU.L - Volatility Comparison
Alphabet Inc (GOOG) has a higher volatility of 8.40% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.83%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier 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
| GOOG | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 7.83% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 15.52% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.77% | 20.37% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.13% | 27.15% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 24.13% | +4.88% |
Dividends
GOOG vs. IITU.L - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.23%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOOG and IITU.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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