IGL5.L vs. IITU.L
Compare and contrast key facts about 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).
IGL5.L and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGL5.L is a passively managed fund by iShares that tracks the performance of the FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). It was launched on Apr 19, 2023. IITU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both IGL5.L and IITU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IGL5.L vs. IITU.L - Performance Comparison
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IGL5.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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%
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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
IGL5.L
IITU.L
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.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.10 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.62 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.51 | +0.42 |
Martin ratioReturn relative to average drawdown | 9.35 | 4.03 | +5.32 |
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
| IGL5.L | IITU.L | Difference | |
|---|---|---|---|
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.
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.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.08% | -13.74% | +12.66% |
Average DrawdownAverage peak-to-trough decline | -0.28% | -5.17% | +4.89% |
Ulcer IndexDepth 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.L | IITU.L | Difference | |
|---|---|---|---|
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% |