IDJG.L vs. IITU.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IDJG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, 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, IDJG.L returned 11.09%/yr vs 27.26%/yr for IITU.L. A 0.62 correlation means they provide meaningful diversification when combined. IDJG.L charges 0.40%/yr vs 0.15%/yr for IITU.L.

Performance

IDJG.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Total Market Growth Large UCITS (IDJG.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDJG.L achieves a 10.35% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, IDJG.L has underperformed IITU.L with an annualized return of 11.09%, while IITU.L has yielded a comparatively higher 27.26% annualized return.

IDJG.L

• 1D: 0.60%
• 1M: 7.80%
• YTD: 10.35%
• 6M: 10.07%
• 1Y: 17.46%
• 3Y*: 11.45%
• 5Y*: 8.89%
• 10Y*: 11.09%

IITU.L

• 1D: -2.08%
• 1M: 14.24%
• YTD: 23.25%
• 6M: 22.00%
• 1Y: 53.38%
• 3Y*: 30.94%
• 5Y*: 25.50%
• 10Y*: 27.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.L vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDJG.L iShares EURO Total Market Growth Large UCITS	10.35%	16.31%	5.06%	18.23%	-12.30%	18.39%	12.16%	27.93%	-10.56%	17.01%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	23.25%	14.44%	40.85%	50.70%	-20.63%	35.67%	38.34%	44.21%	4.28%	25.57%

Correlation

The correlation between IDJG.L and IITU.L is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015	0.62

The correlation between IDJG.L and IITU.L has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

IDJG.L vs. IITU.L - Sectors Allocation Comparison

Sectors	IDJG.L	IITU.L
Industrials	33.5%	0.0%
Technology	32.9%	99.6%
Consumer Cyclical	11.9%	-
Financial Services	4.9%	-
Utilities	4.4%	-
Healthcare	4.4%	-
Basic Materials	4.3%	-
Consumer Defensive	3.1%	-
Communication Services	0.7%	-
Energy	-	0.1%
Real Estate	-	-

Return for Risk

IDJG.L vs. IITU.L — Risk / Return Rank

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

IDJG.L

IDJG.L Risk / Return Rank: 29
IDJG.L Sharpe Ratio Rank: 28
IDJG.L Sortino Ratio Rank: 29
IDJG.L Omega Ratio Rank: 28
IDJG.L Calmar Ratio Rank: 27
IDJG.L Martin Ratio Rank: 31

IITU.L

IITU.L Risk / Return Rank: 70
IITU.L Sharpe Ratio Rank: 84
IITU.L Sortino Ratio Rank: 78
IITU.L Omega Ratio Rank: 76
IITU.L Calmar Ratio Rank: 65
IITU.L Martin Ratio Rank: 49

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.

IDJG.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.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.

	IDJG.L	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.99	2.71	-1.72
Sortino ratio: Return per unit of downside risk	1.56	3.46	-1.91
Omega ratio: Gain probability vs. loss probability	1.19	1.44	-0.26
Calmar ratio: Return relative to maximum drawdown	1.31	3.17	-1.86
Martin ratio: Return relative to average drawdown	4.45	8.17	-3.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDJG.L vs. IITU.L - Sharpe Ratio Comparison

The current IDJG.L Sharpe Ratio is 0.99, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IDJG.L and IITU.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.

Sharpe Ratios by Period

	IDJG.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	2.71	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	1.16	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	1.28	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.23	-0.78

Drawdowns

IDJG.L vs. IITU.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IDJG.L and IITU.L.

Drawdown Indicators

	IDJG.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.75%	-28.03%	-17.72%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-16.76%	+3.49%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-28.03%	+10.66%
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	-28.03%	+0.88%
Max Drawdown (10Y) Largest decline over 10 years	-27.21%	-28.03%	+0.82%
Current Drawdown Current decline from peak	0.00%	-2.89%	+2.89%
Average Drawdown Average peak-to-trough decline	-7.90%	-5.14%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	6.51%	-2.60%

Volatility

IDJG.L vs. IITU.L - Volatility Comparison

The current volatility for iShares EURO Total Market Growth Large UCITS (IDJG.L) is 6.05%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that IDJG.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.

Volatility by Period

	IDJG.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	7.01%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	14.77%	14.45%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.58%	19.60%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.20%	21.94%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	21.31%	-2.36%

IDJG.L vs. IITU.L - Expense Ratio Comparison

IDJG.L has a 0.40% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

IDJG.L vs. IITU.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while IITU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDJG.L iShares EURO Total Market Growth Large UCITS	1.07%	1.02%	0.99%	0.93%	0.97%	0.56%	1.00%	1.45%	1.53%	1.55%	1.68%	1.67%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDJG.L and IITU.L in my portfolio?

IDJG.L and IITU.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDJG.L or IITU.L?

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.

Which ETF is cheaper, IDJG.L or IITU.L?

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.40% for IDJG.L.

What is the main difference between IDJG.L and IITU.L?

IDJG.L is categorized as Europe Equities, while IITU.L is Technology Equities. IDJG.L tracks MSCI EMU NR EUR, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.40% for IDJG.L and 0.15% for IITU.L.