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IGL5.L vs. IITU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGL5.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.

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IGL5.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.47%4.56%2.68%4.14%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
-7.60%14.44%40.85%21.52%
Different Trading Currencies

IGL5.L is traded in GBP, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGL5.L achieves a 0.47% return, which is significantly higher than IITU.L's -7.60% return.


IGL5.L

1D
0.41%
1M
-0.92%
YTD
0.47%
6M
1.35%
1Y
3.67%
3Y*
5Y*
10Y*

IITU.L

1D
2.99%
1M
-2.13%
YTD
-7.60%
6M
-5.52%
1Y
25.84%
3Y*
23.85%
5Y*
18.71%
10Y*
23.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGL5.L vs. IITU.L - Expense Ratio Comparison

IGL5.L has a 0.07% expense ratio, which is lower than IITU.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGL5.L vs. IITU.L — Risk / Return Rank

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

IGL5.L
IGL5.L Risk / Return Rank: 8383
Overall Rank
IGL5.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 9090
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 7878
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 5555
Overall Rank
IITU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4242
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.

IGL5.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.


IGL5.LIITU.LDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.10

+0.81

Sortino ratio

Return per unit of downside risk

2.73

1.62

+1.11

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

1.92

1.51

+0.42

Martin ratio

Return relative to average drawdown

9.35

4.03

+5.32

IGL5.L vs. IITU.L - Sharpe Ratio Comparison

The current IGL5.L Sharpe Ratio is 1.91, which is higher than the IITU.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IGL5.L 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.


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Sharpe Ratios by Period


IGL5.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.10

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

1.09

+0.87

Correlation

The correlation between IGL5.L and IITU.L is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IGL5.L vs. IITU.L - Dividend Comparison

Neither IGL5.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGL5.L vs. IITU.L - Drawdown Comparison

The maximum IGL5.L drawdown since its inception was -1.89%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IGL5.L and IITU.L.


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Drawdown Indicators


IGL5.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-28.03%

+26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-16.76%

+14.87%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-1.08%

-13.74%

+12.66%

Average Drawdown

Average peak-to-trough decline

-0.28%

-5.17%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

6.26%

-5.87%

Volatility

IGL5.L vs. IITU.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) is 1.15%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 5.29%. This indicates that IGL5.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


IGL5.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

5.29%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

14.91%

-13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

23.56%

-21.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

21.82%

-19.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

21.23%

-19.12%