IGLO.L vs. IITU.L
IGLO.L (iShares Global Government Bond UCITS) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IGLO.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, 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, IGLO.L returned -0.82%/yr vs 26.34%/yr for IITU.L. At a correlation of -0.02, they often move in opposite directions. IGLO.L charges 0.20%/yr vs 0.15%/yr for IITU.L.
Performance
IGLO.L vs. IITU.L - Performance Comparison
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Different Trading Currencies
IGLO.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGLO.L achieves a -1.63% return, which is significantly lower than IITU.L's 22.95% return. Over the past 10 years, IGLO.L has underperformed IITU.L with an annualized return of -0.82%, while IITU.L has yielded a comparatively higher 26.34% annualized return.
IGLO.L
- 1D
- 0.19%
- 1M
- -0.07%
- YTD
- -1.63%
- 6M
- -1.00%
- 1Y
- -0.09%
- 3Y*
- 1.45%
- 5Y*
- -3.35%
- 10Y*
- -0.82%
IITU.L
- 1D
- -2.03%
- 1M
- 13.27%
- YTD
- 22.95%
- 6M
- 22.91%
- 1Y
- 51.92%
- 3Y*
- 34.31%
- 5Y*
- 24.18%
- 10Y*
- 26.34%
IGLO.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | -1.63% | 7.14% | -3.65% | 4.00% | -17.69% | -6.89% | 9.38% | 5.53% | -0.30% | 6.12% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 22.95% | 23.07% | 38.50% | 58.65% | -29.11% | 34.44% | 42.58% | 49.99% | -1.62% | 37.53% |
Correlation
The correlation between IGLO.L and IITU.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | -0.02 |
The correlation between IGLO.L and IITU.L shifts across timeframes, from -0.02 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGLO.L vs. IITU.L — Risk / Return Rank
IGLO.L
IITU.L
IGLO.L vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.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.
| IGLO.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.07 | -3.10 |
| Martin ratioReturn relative to average drawdown | -0.05 | 9.27 | -9.32 |
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
| IGLO.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.58 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 1.04 | -1.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 1.20 | -1.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 1.14 | -1.01 |
Drawdowns
IGLO.L vs. IITU.L - Drawdown Comparison
The maximum IGLO.L drawdown since its inception was -28.01%, smaller than the maximum IITU.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for IGLO.L and IITU.L.
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Drawdown Indicators
| IGLO.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.01% | -34.22% | +6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -16.80% | +12.52% |
Max Drawdown (3Y)Largest decline over 3 years | -7.93% | -26.42% | +18.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -34.22% | +8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -28.01% | -34.22% | +6.21% |
Current DrawdownCurrent decline from peak | -19.08% | -3.20% | -15.88% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -5.93% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 5.59% | -3.92% |
Volatility
IGLO.L vs. IITU.L - Volatility Comparison
The current volatility for iShares Global Government Bond UCITS (IGLO.L) is 2.20%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.00%. This indicates that IGLO.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
| IGLO.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 7.00% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 15.11% | -10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 20.05% | -14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 23.19% | -15.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 21.85% | -15.19% |
IGLO.L vs. IITU.L - Expense Ratio Comparison
IGLO.L has a 0.20% 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
IGLO.L vs. IITU.L - Dividend Comparison
IGLO.L's dividend yield for the trailing twelve months is around 3.09%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | 3.09% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
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
IGLO.L and IITU.L have a correlation of 0.12, 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 0.20% for IGLO.L.
IGLO.L is categorized as Global Bonds, while IITU.L is Technology Equities. IGLO.L tracks Bloomberg Global Aggregate TR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for IGLO.L and 0.15% for IITU.L.
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