IEFS.L vs. IITU.L
IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IEFS.L is a Europe Equities fund tracking the MSCI Europe SMID 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, IEFS.L returned 8.37%/yr vs 27.26%/yr for IITU.L. A 0.56 correlation means they provide meaningful diversification when combined. IEFS.L charges 0.25%/yr vs 0.15%/yr for IITU.L.
Performance
IEFS.L vs. IITU.L - Performance Comparison
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Returns By Period
In the year-to-date period, IEFS.L achieves a 5.78% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, IEFS.L has underperformed IITU.L with an annualized return of 8.37%, while IITU.L has yielded a comparatively higher 27.26% annualized return.
IEFS.L
- 1D
- -0.28%
- 1M
- 1.57%
- YTD
- 5.78%
- 6M
- 8.60%
- 1Y
- 16.22%
- 3Y*
- 12.43%
- 5Y*
- 5.82%
- 10Y*
- 8.37%
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%
IEFS.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 5.78% | 24.40% | 0.75% | 11.87% | -13.35% | 12.21% | 7.23% | 20.36% | -12.26% | 18.08% |
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 IEFS.L and IITU.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.56 |
Over the past year, the correlation between IEFS.L and IITU.L has dropped to 0.36 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
IEFS.L vs. IITU.L — Risk / Return Rank
IEFS.L
IITU.L
IEFS.L vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.
| IEFS.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.17 | -1.54 |
| Martin ratioReturn relative to average drawdown | 5.83 | 8.17 | -2.35 |
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
| IEFS.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.71 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.16 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.28 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.23 | -0.70 |
Drawdowns
IEFS.L vs. IITU.L - Drawdown Comparison
The maximum IEFS.L drawdown since its inception was -31.02%, 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 IEFS.L and IITU.L.
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Drawdown Indicators
| IEFS.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -28.03% | -2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -16.76% | +6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -11.84% | -28.03% | +16.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -28.03% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -28.03% | -2.99% |
Current DrawdownCurrent decline from peak | -2.40% | -2.89% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.14% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 6.51% | -3.73% |
Volatility
IEFS.L vs. IITU.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) is 3.78%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that IEFS.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
| IEFS.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 7.01% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 14.45% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 19.60% | -7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 21.94% | -6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 21.31% | -5.72% |
IEFS.L vs. IITU.L - Expense Ratio Comparison
IEFS.L has a 0.25% expense ratio, which is higher than IITU.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
IEFS.L vs. IITU.L - Dividend Comparison
Neither IEFS.L nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
IEFS.L and IITU.L have a correlation of 0.36, 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 0.25% for IEFS.L.
IEFS.L is categorized as Europe Equities, while IITU.L is Technology Equities. IEFS.L tracks MSCI Europe SMID NR EUR, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for IEFS.L and 0.15% for IITU.L.
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