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HYUS.L vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HYUS.L vs. IUIT.L

Last updated Jun 5, 2026

HYUS.L (iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - HYUS.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 3 years, HYUS.L returned 8.87%/yr vs 34.42%/yr for IUIT.L. A 0.52 correlation means they provide meaningful diversification when combined. HYUS.L charges 0.20%/yr vs 0.15%/yr for IUIT.L.

Performance

HYUS.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYUS.L achieves a 1.22% return, which is significantly lower than IUIT.L's 23.04% return.

HYUS.L

1D
-0.00%
1M
0.51%
YTD
1.22%
6M
2.18%
1Y
6.91%
3Y*
8.87%
5Y*
—
10Y*
—

IUIT.L

1D
-2.11%
1M
13.14%
YTD
23.04%
6M
22.75%
1Y
51.87%
3Y*
34.42%
5Y*
24.18%
10Y*
26.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYUS.L vs. IUIT.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)		1.22%8.62%8.28%12.85%-5.88%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		23.04%22.93%38.51%59.45%-19.50%

Correlation

The correlation between HYUS.L and IUIT.L is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.52

The correlation between HYUS.L and IUIT.L has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

HYUS.L vs. IUIT.L - Sectors Allocation Comparison

Sectors
HYUS.L
IUIT.L

Real Estate

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.1%

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.0%

Technology

-

99.6%

Utilities

-

-

Real Estate

HYUS.L
100.0%
IUIT.L

-

Basic Materials

HYUS.L

-

IUIT.L

-

Communication Services

HYUS.L

-

IUIT.L

-

Consumer Cyclical

HYUS.L

-

IUIT.L

-

Consumer Defensive

HYUS.L

-

IUIT.L

-

Energy

HYUS.L

-

IUIT.L
0.1%

Financial Services

HYUS.L

-

IUIT.L

-

Healthcare

HYUS.L

-

IUIT.L

-

Industrials

HYUS.L

-

IUIT.L
0.0%

Technology

HYUS.L

-

IUIT.L
99.6%

Utilities

HYUS.L

-

IUIT.L

-

Compare stocks, funds, or ETFs

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iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)

iShares S&P 500 Information Technology Sector UCITS ETF

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Often compared with IUIT.L:
IUIT.L vs. VGTIUIT.L vs. QQQIUIT.L vs. QQQMIUIT.L vs. EQQQ.DEIUIT.L vs. VOOIUIT.L vs. VUAA.LIUIT.L vs. WITS.AS

Return for Risk

HYUS.L vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HYUS.L
HYUS.L Risk / Return Rank: 6161
Overall Rank
HYUS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 6868
Martin Ratio Rank
IUIT.L
IUIT.L Risk / Return Rank: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HYUS.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.

HYUS.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility
1.84
2.55

-0.71

Sortino ratioReturn per unit of downside risk
2.84
3.36

-0.52

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

3.01

3.03

-0.02

Martin ratioReturn relative to average drawdown

12.39

8.99

+3.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HYUS.L vs. IUIT.L - Sharpe Ratio Comparison

The current HYUS.L Sharpe Ratio is 1.84, which is comparable to the IUIT.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of HYUS.L and IUIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

HYUS.LIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.55

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.02

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.20

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.16

-0.29

Drawdowns

HYUS.L vs. IUIT.L - Drawdown Comparison

The maximum HYUS.L drawdown since its inception was -10.49%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for HYUS.L and IUIT.L.

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Drawdown Indicators

HYUS.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.49%

-33.46%

+22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-17.03%

+14.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-26.40%

+21.34%

Max Drawdown (5Y)

Largest decline over 5 years

—

-33.46%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.46%

—

Current Drawdown

Current decline from peak

-0.13%

-3.14%

+3.01%

Average Drawdown

Average peak-to-trough decline

-1.67%

-6.02%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

5.76%

-5.20%

Volatility

HYUS.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) is 1.39%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that HYUS.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HYUS.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

7.49%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

15.53%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

20.28%

-16.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

23.61%

-16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

22.47%

-15.78%

HYUS.L vs. IUIT.L - Expense Ratio Comparison

HYUS.L has a 0.20% expense ratio, which is higher than IUIT.L's 0.15% 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%.

Dividends

HYUS.L vs. IUIT.L - Dividend Comparison

HYUS.L's dividend yield for the trailing twelve months is around 9.21%, while IUIT.L has not paid dividends to shareholders.

PositionTTM2025202420232022
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)		9.21%7.38%7.54%6.30%1.52%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

HYUS.L and IUIT.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.20% for HYUS.L.

HYUS.L is categorized as High Yield Bonds, while IUIT.L is Technology Equities. HYUS.L tracks Bloomberg US Corporate High Yield TR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for HYUS.L and 0.15% for IUIT.L.

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